Applicable threshold for prudential purposes | |
| Approach - Approach used for the calculation of capital requirements (or exposure value in LR) |
| x188 - 10% threshold (Reports:C 01.00; I 11.02; ) |
| x189 - 17.65% threshold (Reports:C 01.00; ) |
| x219 - 15% (holding-by-holding) (Reports:I 01.00; I 01.01; I 11.01; ) |
| x220 - 60% (aggregate of all holdings) (Reports:I 01.00; I 01.01; I 11.01; ) |
| C 01.00 | CA 1 - Capital Adequacy - Own funds definition |
| I 01.00 | Own funds composition |
| I 01.01 | Own Funds composition (Class 3 IF) |
| I 11.01 | Own funds composition - Group capital test |
| I 11.02 | Own funds instruments - Group capital test |