COREP_OF Own Funds - COREP - DPM module | DPM Navigator

COREP_OF Own Funds - COREP - DPM moduleDPM module COREP_OF Own Funds - COREP: 81 tables in DPM release 4.4, including C_00.01, C_01.00, C_02.00.a, C_02.00.b, C_03.00, C_04.00.

C_00.01 Nature of Report (COREP)

C_01.00 Capital Adequacy - Own funds definition

C_02.00.a Capital Adequacy - Risk Exposure Amounts

C_02.00.b OWN FUNDS REQUIREMENTS

C_03.00 Capital Adequacy - Ratios

C_04.00 Capital Adequacy - Memorandum Items

C_05.01 Capital Adequacy - Transitional provisions: Summary

C_05.02 Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid

C_06.01 Group Solvency - Total

C_06.02 Group Solvency

C_07.00.a Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements

C_07.00.b Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk

C_07.00.c Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property

C_07.00.d Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default

C_08.01.a Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL

C_08.01.b Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet

C_08.01.c Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet

C_08.02 Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades

C_08.03 Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3)

C_08.04 Credit risk and free deliveries: IRB approach to capital requirements: RWEA flow statements (CR IRB 4)

C_08.05 Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD (CR IRB 5)

C_08.05.1.a Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD in accordance with Article 180(1), point (f) of Regulation (EU) No 575/2013 (CR IRB 5B) (I)

C_08.05.1.b Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD in accordance with Article 180(1), point (f) of Regulation (EU) No 575/2013 (CR IRB 5B (II)

C_08.06 Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6)

C_08.07 Credit risk and free deliveries: IRB approach to capital requirements: scope of use of IRB and SA approaches (CR IRB 7)

C_09.01.a Geographical breakdown of exposures by residence of the obligor (SA exposures)

C_09.01.b Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default

C_09.02 Geographical breakdown of exposures by residence of the obligor (IRB exposures)

C_09.04 Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate

C_10.00 CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB EXPOSURES SUBJECT TO OUTPUT FLOOR

C_10.01 Credit risk: Equity - IRB approaches to capital requirements - TOTAL

C_10.02 Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades

C_11.00 Settlement/Delivery risk

C_13.01 (CR SEC) Credit risk: Securitisations

C_14.00 Detailed information on securitisations

C_14.01 (CR SEC Details) Detailed information on securitisations by approach

C_15.00 Exposures and losses from lending collateralised immovable property

C_16.01.a OPERATIONAL RISK - Own Funds Requirements (OPR OF)

C_16.01.b OPERATIONAL RISK - OWN Funds Requirements (OPR OF) (cont.)

C_16.02 OPERATIONAL RISK - Business Indicator Component (OPR BIC)

C_16.03 OPERATIONAL RISK BREAKDOWN - Losses, expenses, provisions and other financial impacts resulting from operational risk events (OPR BD)

C_16.04 OPERATIONAL RISK - Information on subsidiaries subject to Article 314(3) CRR (OPR ILDC)

C_17.01.a OPERATIONAL RISK - Losses and recoveries by business lines and event types in the last year (OPR Details 1)

C_17.01.b OPERATIONAL RISK - Thresholds applied in data collections (OPR Details 1)

C_17.02 OPERATIONAL RISK - Large loss events (OPR Details 2)

C_18.00 Market risk: Standardised Approach for traded debt instruments

C_19.00 Market risk: Standardised Approach for specific risk in securitisations

C_20.00 Market risk: Standardised Approach for specific risk in the correlation trading portfolio

C_21.00 Market risk: Standardised Approach for position risk in equities

C_22.00 Market risk: Standardised Approaches for foreign exchange risk

C_23.00 Market risk: Standardised Approach for position risk in commodities

C_24.00 Market risk: Internal models - Total

C_25.01.a CREDIT VALUATION ADJUSTMENT RISK (CVA)

C_25.01.b CREDIT VALUATION ADJUSTMENT RISK (CVA)

C_32.01 Prudent valuation. Fair-Valued assets and liabilities

C_32.02.a Prudent valuation: Core approach – Pre and post diversification

C_32.02.b Prudent valuation: Core approach - AVAs assessed to have zero value

C_32.02.c Prudent valuation: Core approach – Other

C_32.03 Prudent valuation. Model risk AVA

C_32.04 Prudent valuation. Concentrated positions AVA

C_33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov)

C_33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov)

C_34.01.a Size of the derivative business (CCR 1) (I)

C_34.01.b Size of the derivative business (CCR 1) (II)

C_34.02.a CCR exposures by approach (CCR 2) .a

C_34.02.b CCR exposures by approach (CCR 2) .b

C_34.03 CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3)

C_34.04 CCR exposures treated with the original exposure method (OEM) (CCR 4)

C_34.05 CCR exposures treated with the internal model method (IMM) (CCR 5)

C_34.06 Top twenty counterparties (CCR 6)

C_34.07 IRB approach – CCR exposures by exposure class and PD scale (CCR 7)

C_34.08.a Composition of collateral for CCR exposures (CCR 8) (I)

C_34.08.b Composition of collateral for CCR exposures (CCR 8) (II)

C_34.09 Credit derivatives exposures (CCR 9)

C_34.10 Exposures to CCPs (CCR 10)

C_34.11 RWEA flow statements of CCR exposures under the IMM (CCR 11)

C_35.01 NPE loss coverage: Calculation of deductions for non-performing exposures (NPE LC1)

C_35.02 NPE loss coverage: Minimum coverage requirements and exposure values of non-performing exposure excluding forborne exposures that fall under article 47c (6) CRR (NPE LC2)

C_35.03 NPE loss coverage: Minimum coverage requirements and exposure values of non-performing forborne exposures that fall under article 47c (6) CRR (NPE LC3)

C_36.00.a EXPOSURES TO CRYPTO-ASSETS

C_36.00.b EXPOSURES TO CRYPTO-ASSETS

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