Currency conversion approach | Indicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency |
| Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency |
| x1 - Expressed in currency of denomination (not converted to reporting currency) (Reports:C 106.00; C 106.01; C 107.02; C 108.00; C 109.03; C 110.03; C 120.01; C 120.02; C 120.04; C 120.05; C 120.06; C 66.01.w; ) |
| x2 - Converted to EUR (Reports:K 30.01; K 30.02; R 01.00; R 01.01; R 02.00.a; R 02.01; R 02.02; R 04.00.a; R 04.01.a; R 05.00; R 05.01; R 09.00; ) |
| C 106.00 | Initial Market Valuation and exclusion justification |
| C 106.01 | Risk sensitivities by Instrument |
| C 107.02 | VaR and SVaR non-CTP. Base currency results |
| C 108.00 | One year profit & loss VaR non-CTP |
| C 109.03 | IRC. Amount by portfolio/date |
| C 110.03 | CT. APR by portfolio/date |
| C 120.01 | SBM. Risk sensitivities by Instrument/Portfolio |
| C 120.02 | SBM. OFR Composition by Portfolio |
| C 120.04 | DRC. Market values and gross JTD amounts by Instrument/Portfolio |
| C 120.05 | DRC. OFR Composition by Portfolio |
| C 120.06 | ASA. OFR |
| C 66.01.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |
| C 66.01.y | Maturity ladder. Significant currencies. Behavioural flows |
| C 67.00.w | Concentration of funding by counterparty. Significant currencies |
| C 68.00.w | Concentration of funding by product type. Significant currencies |
| C 69.00.w | Prices for various lengths of funding. Significant currencies |
| C 70.00.w | Roll-over of funding. Significant currencies |
| C 71.00.w | Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies |
| C 72.00.w | LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA) |
| C 73.00.w | LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA) |
| C 74.00.w | LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA) |
| C 75.01.w | LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA) |
| C 76.00.w | LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA) |
| C 80.00.w | NSFR - Required stable funding (I). Significant currencies |
| C 80.00.x | NSFR - Required stable funding (III). Significant currencies |
| C 80.00.y | NSFR - Required stable funding (II). Significant currencies |
| C 81.00.w | NSFR - Available stable funding (I). Significant currencies |
| C 81.00.x | NSFR - Available stable funding (III). Significant currencies |
| C 81.00.y | NSFR - Available stable funding (II). Significant currencies |
| C 82.00.w | NSFR - Simplified required stable funding (I). Significant currencies |
| C 82.00.x | NSFR - Simplified required stable funding (III). Significant currencies |
| C 82.00.y | NSFR - Simplified required stable funding (II). Significant currencies |
| C 83.00.w | NSFR - Simplified available stable funding. Significant currencies |
| C 83.00.x | NSFR - Simplified available stable funding (II). Significant currencies |
| C 83.00.y | NSFR - Simplified available stable funding (III). Significant currencies |
| C 84.00.v | NSFR - Summary.Significant currencies (V) |
| C 84.00.w | NSFR - Summary.Significant currencies (I) |
| C 84.00.x | NSFR - Summary.Significant currencies (III) |
| C 84.00.y | NSFR - Summary.Significant currencies (II) |
| C 84.00.z | NSFR - Summary.Significant currencies (IV) |
| K 30.01 | EU REM1 - Remuneration awarded for the financial year |
| K 30.02 | EU REM2 - Special payments to staff whose professional activities have a material impact on institutions’ risk profile (identified staff) |
| P 02.06 | Structural currency mismatches |
| R 01.00 | Information on remuneration for all staff |
| R 01.01 | General information and information on remuneration for all staff in investment firms |
| R 02.00.a | Information on remuneration of identified staff (I) |
| R 02.01 | Information on remuneration of identified staff in investment firms |
| R 02.02 | Information on remuneration of identified staff per business area |
| R 04.00.a | Information on the remuneration of high earners (I) |
| R 04.01.a | Information on the remuneration of high earners - IFD (I) |
| R 05.00 | Derogations from the application of requirements to pay out parts of variable remuneration deferred and in instruments under Directive 2013/36/EU (CRD) |
| R 05.01 | Derogations from the application of requirement to pay out a part of variable remuneration deferred and in instruments for investment firms under Directive (EU) 2019/2034 |
| R 09.00 | Remuneration awarded for the financial year |
| R 10.00 | Special payments to staff whose professional activities have a material impact on institutions’ risk profile (identified staff) |
| U 01.00 | Intermediate Parent Undertaking (Annex II) |
| U 02.00 | Intermediate Parent Undertaking (Annex III) |