COREP
Technical Communiqué 255/19 EBA reporting framework 2.8
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Frequency |
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Template origin |
Template code |
Template name |
Short name |
INDIVIDUAL |
CONSOLIDATED |
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COREP |
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RG 680 |
CAPITAL ADEQUACY |
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RG 680 |
C 01.00 |
Own funds |
CA1 |
Monthly |
Monthly |
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RG 680 |
C 02.00 |
Own funds requirements |
CA2 |
Monthly |
Monthly |
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RG 680 |
C 03.00 |
Capital ratios |
CA3 |
Monthly |
Monthly |
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RG 680 |
C 04.00 |
Memorandum items: |
CA4 |
Quarterly |
Quarterly |
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RG 680 |
TRANSITIONAL PROVISIONS |
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RG 680 |
C 05.01 |
Transitional provisions |
CA5.1 |
Quarterly |
Quarterly |
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RG 680 |
C 05.02 |
Grandfathered instruments: instruments not constituing state aid |
CA5.2 |
Quarterly |
Quarterly |
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RG 680 |
GROUP SOLVENCY |
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RG 680 |
C 06.01 |
Group solvency: information on affiliates - total |
GS Total |
-- |
Semi-annual |
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RG 680 |
C 06.02 |
Group solvency: information on affiliates |
GS |
-- |
Semi-annual |
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RG 680 |
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CREDIT RISK |
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RG 680 |
C 07.00 |
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements |
CR SA |
Quarterly |
Quarterly |
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RG 680 |
GEOGRAPHICAL BREAKDOWN |
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RG 680 |
C 09.01 |
Table 9.1 - geographical breakdown of exposures by residence of the obligor (sa exposures) |
CR GB 1 |
Quarterly |
Quarterly |
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RG 680 |
C 09.04 |
Table 9.4 - breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate |
CCB |
Quarterly |
Quarterly |
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RG 680 |
C 11.00 |
Settlement/delivery risk |
CR SETT |
Quarterly |
Quarterly |
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RG 680 |
C 12.00 |
Credit risk: securitisations - standardised approach to own funds requirements |
CR SEC SA |
Quarterly |
Quarterly |
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RG 680 |
C 14.00 |
Detailed information on securitisations |
CR SEC Details |
Semi-annual |
Semi-annual |
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RG 680 |
OPERATIONAL RISK |
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RG 680 |
C 16.00 |
Operational risk |
OPR |
Quarterly |
Quarterly |
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RG 680 |
Operational risk: losses and recoveries |
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RG 680 |
C 17.01 |
Operational risk: losses and recoveries by business lines and event types in the last year |
OPR DETAILS 1 |
Semi-annual |
Semi-annual |
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RG 680 |
C 17.02 |
Operational risk: large loss events |
OPR DETAILS 2 |
Semi-annual |
Semi-annual |
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RG 680 |
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MARKET RISK |
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RG 680 |
C 18.00 |
Market risk: standardised approach for position risks in traded debt instruments |
MKR SA TDI |
Quarterly |
Quarterly |
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RG 680 |
C 19.00 |
Market risk: standardised approach for specific risk in securitisations |
MKR SA SEC |
Quarterly |
Quarterly |
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RG 680 |
C 20.00 |
Market risk: standardised approach for specific risk in the correlation trading portfolio |
MKR SA CTP |
Quarterly |
Quarterly |
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RG 680 |
C 21.00 |
Market risk: standardised approach for position risk in equities |
MKR SA EQU |
Quarterly |
Quarterly |
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RG 680 |
C 22.00 |
Market risk: standardised approaches for foreign exchange risk |
MKR SA FX |
Quarterly |
Quarterly |
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RG 680 |
C 23.00 |
Market risk: standardised approaches for commodities |
MKR SA COM |
Quarterly |
Quarterly |
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RG 680 |
C 25.00 |
Credit value adjustment risk |
CVA |
Quarterly |
Quarterly |
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RG 680 |
PRUDENT VALUATION |
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RG 680 |
C 32.01 |
Prudent valuation: fair-valued assets and liabilities |
PRUVAL 1 |
Quarterly |
Quarterly |
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RG 680 |
C 32.02 |
Prudent valuation: core approach |
PRUVAL 2 |
Quarterly |
Quarterly |
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RG 680 |
C 32.03 |
Prudent valuation: model risk ava |
PRUVAL 3 |
Quarterly |
Quarterly |
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RG 680 |
C 32.04 |
Prudent valuation: concentrated positions ava |
PRUVAL 4 |
Quarterly |
Quarterly |
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RG 680 |
GENERAL GOVERNMENTS EXPOSURES |
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RG 680 |
C 33.00 |
General governments exposures by country of the counterparty |
GOV |
Semi-annual |
Semi-annual |
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