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; C 66.01.w; ) |
| x159 - Average over the preceding 12 months (Reports:I 10.01; ) |
| x205 - Average of daily values (Reports:I 06.04; I 06.06; I 06.08; I 06.13; ) |
| x221 - Average over the preceding 2 accounting years (Reports:I 05.00; ) |
| x228 - Cumulated net amount (Reports:C 66.01.a; C 66.01.w; ) |
| 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 05.00 | Level of activity - Thresholds review |
| I 06.04 | Average value of total daily CMH |
| I 06.06 | Average value of total daily ASA |
| I 06.08 | Average value of total daily COH |
| I 06.13 | Average value of total daily DTF |
| I 10.01 | Verification of total assets at individual level and group test (CI TEST 1) |