Calculation method | Identifies the method used to calculate values (e.g. sums) |
| Approach - Approach used for the calculation of capital requirements (or exposure value in LR) |
| x94 - Initial stock plus net amount by maturity bucket (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x95 - Net amount by maturity bucket (Reports:C 66.01.a; ) |
| x159 - Average over the preceding 12 months (Reports:I 99.03; ) |
| C 66.01.a | Maturity ladder. Total. Overnight and higher maturity. |
| C 66.01.b | Maturity ladder. Total. Initial stock. |
| C 66.01.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |
| I 99.03 | CRR theshold EUR 30bn (CRR Article 4(1)(1b)) |