Contingent scenario/Assumptions used | Contingent scenario whose impact is reported |
| Contingent scenario - Defines the contingent scenarios whose impact is reported |
| x1 - Decrease in the fair value of encumbered assets by 30% (Reports:F 34.00.b; ) |
| x2 - Depreciation of a significant currency by 10% (Reports:F 34.00.c; ) |
| x3 - Material deterioration in the Institution's credit quality (Reports:) |
| x4 - Adverse scenario with material impact (Reports:C 73.00.a; C 73.00.w; ) |
| x5 - Acquisitions. Run-Offs. Disposals (Reports:P 02.07; P 02.08; ) |
| x6 - Baseline scenario (Reports:I 99.03; I 99.09; P 01.01; P 01.02; P 01.03; P 02.01; P 02.02; P 02.03; P 02.04; P 02.05; P 02.06; P 04.01; ) |
| x7 - Upper one side binomial confidence interval (97.5%) (Reports:) |
| x8 - Deterioration of own credit quality by 3 notches (Reports:C 73.00.a; C 73.00.w; ) |
| x9 - Excess of funding (Reports:) |
| x10 - Transfer restrictions or denomination in non-convertible currencies (Reports:C 74.00.a; C 74.00.w; ) |
| x11 - Unwind mechanism collateral 30 days (Reports:C 76.00.a; C 76.00.w; ) |
| x12 - Recognisable domestic and foreign currency assets (Reports:C 72.00.a; C 72.00.w; ) |
| x13 - Protected by Member State government, promotional lender (Reports:C 72.00.a; C 72.00.w; ) |
| x14 - Inclusion of Level 2A assets recognised as Level 1 (Reports:C 72.00.a; C 72.00.w; ) |
| x15 - Non-interest bearing assets (Reports:C 72.00.a; C 72.00.w; ) |
| x16 - Without preferential treatment (Reports:C 73.00.a; C 73.00.w; ) |
| x17 - Replace PD with p- (Reports:C 103.00; ) |
| x18 - Replace PD with p+ (Reports:C 103.00; ) |
| x19 - Replace PD with p- - (Reports:C 103.00; ) |
| x20 - Replace PD with p++ (Reports:C 103.00; ) |
| x21 - Waived from unwind mechanism collateral 30 days (Reports:C 73.00.a; C 73.00.w; C 74.00.a; C 74.00.w; C 75.01.a; C 75.01.w; ) |
| x22 - Scenario A (Reports:I 99.09; ) |
| x23 - Scenario B (Reports:I 99.09; ) |
| x24 - Alternative scenario (Reports:I 99.03; ) |
| x25 - Low correlation scenario (Reports:C 91.00; ) |
| x26 - Medium correlation scenario (Reports:C 91.00; ) |
| x27 - High correlation scenario (Reports:C 91.00; ) |
| C 103.00 | Details on exposures in High Default Portfolios |
| C 72.00.a | LC(DA - Liquidity Coverage . Liquid assets. Total (DA) |
| C 72.00.w | LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA) |
| C 73.00.a | LC(DA - Liquidity Coverage. Outflows. Total (DA) |
| C 73.00.w | LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA) |
| C 74.00.a | LC(DA - Liquidity Coverage. Inflows. Total (DA) |
| C 74.00.w | LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA) |
| C 75.01.a | LC(DA - Liquidity Coverage. Collateral swaps. Total (DA) |
| C 75.01.w | LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA) |
| C 76.00.a | LC(DA - Liquidity Coverage. Calculations. Total (DA) |
| C 76.00.w | LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA) |
| C 91.00 | Alternative Standardised Approach: Summary (MKR ASA SUM) |
| F 34.00.b | AE-CONT - Asset encumbrance: Contingent encumbrance (b) |
| F 34.00.c | AE-CONT - Asset encumbrance: Contingent encumbrance (c) |
| I 99.03 | CRR theshold EUR 30bn (CRR Article 4(1)(1b)) |
| I 99.09 | Identitifed staff (IFD Article 30(4)) |
| P 01.01 | Assets |
| P 01.02 | Liabilities |
| P 01.03 | Forecast of Liquidity Ratios |
| P 02.01 | Insured and uninsured deposits and uninsured deposit-like financial instruments |
| P 02.02 | Public sector sources of funding |
| P 02.03 | Innovative funding structures |
| P 02.04 | Pricing: Loan Assets |
| P 02.05 | Pricing: Deposit Liabilities |
| P 02.06 | Structural currency mismatches |
| P 02.07 | Loan Assets Acquisitions, Run-Offs and Disposals Plans |
| P 02.08 | Deposit Liabilities Acquisition and Disposal Plans |
| P 04.01 | Statement of profit or loss |
| P 04.02 | Statement of profit or loss for small and non complex credit institutions |
| P 05.00 | Debt securities: issuances and redemptions |