General Information: Basel Committee On Banking Supervision Basel III Monitoring Template Confidential When Completed

Basel Committee on Banking Supervision 658878946.
xls
Confidential when completed
Basel III monitoring template General Info
A B C D E F G H I J K
1
General information v2.5.2
2
A) General bank data
3
1) Reporting data
4
5 Country code
6 Region code
7 Bank number
8 CMG-relevant No
9 Bank is a single legal entity No
10 Bank is a subsidiary of a banking group No
11 Bank is a subsidiary with a non-EU parent (EU only) No
Joint stock The Basel III implementation monitoring workbook available
12 Bank type
company for download on the Committee’s website is for information
13 Bank group purposes only. While the structure of the workbooks used
14 Bank type (numeric)
for this data collection exercise is the same in all
15 SIB surcharge 0.00%
16 Conversion rate (in euros/reporting currency) 1.0000
participating countries, it is important that banks only use
17 Submission date (yyyy-mm-dd) the workbook obtained from their respective national
18 Use capital data Yes supervisory agency to submit their returns. Only these
19 Comparable to the previous period Yes workbooks are adjusted to reflect the particularities of the
20 Use leverage ratio data Yes
regulatory frameworks in participating countries.
21 Comparable to the previous period Yes
22 Use liquidity data Yes
23 Comparable to the previous period Yes
24 Reporting date (yyyy-mm-dd)
25 Reporting currency (ISO code)
26 Unit (1, 1000, 1000000) 1
27 Accounting standard
28
2) Approaches to credit risk
29
30 Basel I No Orange marks to the right of the panels indicate changes or
31 Basel II/III standardised approach No new rows compared to the previous version of the
32 Basel II/III FIRB approach No
workbook.
33 Basel II/III AIRB approach No
34
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Basel Committee on Banking Supervision 658878946.xls
35
B) Current capital applying…
36
37 Data in cells C 41 to C54 must be in line with regulatory reporting.
38
Basel III
national rules as
39 standards as in
at reporting date
2022
40 Amount Amount
41 Total capital
42 Total Common Equity Tier 1 capital
43 Prior to regulatory adjustments
44 Regulatory adjustments
45 Additional Tier 1 capital
48 Check: Tier 1 adjustments should be ≤ additional Tier 1 prior to adjustments. Yes
49 Tier 1 capital
50 Tier 2 capital
53 Check: Tier 2 adjustments should be ≤ additional Tier 2 prior to adjustments. Yes
54 Tier 3 capital
55 RWA impact of applying future definition of capital rules
57
58
C) Capital distribution data (for the six months period ending on the reporting date)
59
60 Amount
61 Income
62 Profit after tax
63 Profit after tax prior to the deduction of relevant (ie expensed) distributions below
64 Distributions
65 Common share dividends
66 Other coupon/dividend payments on Tier 1 instruments
67 Common stock share buybacks
68 Other Tier 1 buyback or repayment (gross)
69 Discretionary staff compensation/bonuses
70 Tier 2 buyback or repayment (gross)
71 Capital raised (gross)
72 CET1
73 Additional Tier 1
74 Tier 2
75
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76
D) Overall capital requirements and actual capital ratios
77
Data in green cells can typically be provided by national supervisors based on regulatory reporting data. Enter 0 for
78
capital charges not in force at a particular reporting date.
79
1) Data for all banks
80
a) Credit risk (including CCR and non-trading credit risk)
81
82 RWA Exposure amount
83 According to rules at reporting date… Basel 2.5/Basel III rules
Basel II/III Basel 2.5/III
Basel II/III IRB Basel 2.5/III IRB Standardised
84 Basel I standardised standardised CEM IMM
approaches approaches method
approach approach
85 Corporate (not including receivables); of which:
86 Counterparty credit risk exposures (not including CVA charges or charges for exposures to CCPs)
87 Specialised lending exposures
88 Other exposures
89 Sovereign; of which:
91 Other exposures
92 Bank; of which:
94 Other exposures
95 Retail; of which:
97 Other exposures
98 Equity
99 Purchased receivables
100 Securitisations
101 Related entities
102 Funds/collective investment schemes
103 Other assets
104 Partial use (if not assigned to a portfolio)
105 Trading book counterparty credit risk exposures (if not included above)
107 Credit risk-weighted assets which the bank is unable to assign to one of the above categories
108 Total 0 0 0 0 0
109
110 According to rules at reporting date… Basel 2.5/Basel III rules
111 Exposure amount
RWA RWA Externally rated Unrated

112
exposures exposures
113 CVA capital charge (risk-weighted asset equivalent); of which:

114 Advanced CVA risk capital charge
115 Standardised CVA risk capital charge
117 Total risk-weighted assets for credit risk
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118
b) Market risk
119
120 Capital charge Exposure amount
121 Basel 2.5 rules
Rules as at of which:
reporting date of which: unrated Externally rated Unrated
122 Total externally rated
exposures exposures exposures
exposures
123 Standardised measurement method, general interest rate and equity position risk
124 Standardised measurement method, specific interest rate and equity position risk; of which:
125 Specific interest rate risk
126 Check: sum capital charges from rated and unrated exposures should not be higher than total Yes
127 Specific equity position risk
128 Standardised measurement method, foreign exchange and commodities risk
129 Internal model method, without the specific risk surcharge, actual capital charge
130 Current 10-day 99% value-at-risk (without applying the multiplier)
131 Check: positive VaR at reporting date requires positive Basel 2.5 VaR Yes
132 Check: positive VaR capital charge requires VaR which is positive but smaller than the capital charge. Yes Yes
133 10-day 99% stressed value-at-risk (without applying the multiplier)
134 Check: positive stressed VaR at reporting date requires positive Basel 2.5 stressed VaR Yes
135 Check: positive Basel 2.5 VaR requires positive Basel 2.5 stressed VaR and vice versa Yes
136 Internal model method, specific risk surcharge (2011 only)
137 Incremental risk capital charge
138 Correlation trading portfolio
139 Comprehensive risk model, before application of the floor
140 Standardised measurement method (100%) for exposures subject to the CRM
142 Net long exposures
143 Net short exposures
144 Standardised measurement method for exposures not subject to the CRM
148 Standardised measurement method for other securitisation exposures and n-th-to-default credit derivatives
152 Other Pillar 1 requirements for market risk
153 Market risk capital charge which the bank is unable to assign to one of the above categories
154 Total capital charge for market risk
155 0
c) Other Pillar 1 capital requirements
156 RWA
157 Settlement risk
158 Other Pillar 1 requirements
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159
2) Data for Basel II/III banks
160
a) Operational risk
161 RWA
162 Basic indicator approach
163 Standardised approach
164 Alternative standardised approach
165 Advanced measurement approach
166 Total risk-weighted assets for operational risk
167
b) Data on transitional floors
168 RWA
169 Additional risk-weighted assets to adjust for the transitional floor
170
171 [%]
172 Level of the floor according to the national implementation
173 Actual CET1 capital ratio (after application of the transitional floor)
174 Actual Tier 1 capital ratio (after application of the transitional floor)
175 Actual total capital ratio (after application of the transitional floor)
176
c) Additional data on CCR RWA
177
178 Number of counterparties to which the ACVA is applied
179 Number of counterparties to which the SCVA is applied
180 Number of counterparties to which both the ACVA and SCVA are applied
181 Total number of counterparties for which a CVA charge is calculated
182
183 Total EAD that entered the ACVA calculation
184 Total EAD that entered the SCVA calculation; of which
185 CEM
186 Standardised method
187 IMM
188 Check: EAD in row 184 should equal total EAD in row 115. Yes
189 Check: EAD in rows 185 to 187 should add up to EAD in row 184. Yes
190 Total EAD for CVA charge
191
192 Number of ACVA counterparts that have actively traded credit spreads (ie liquid CDS)
193 Number of ACVA counterparts where a proxy was used to determine a counterparty's credit spreads
194
195 RWA from VaR component for ACVA
196 RWA from stressed VaR component for ACVA
197 Start of stress period used for exposure for stressed VaR component of ACVA (yyyy-mm-dd)
198 Start of stress period used for spreads for stressed VaR component of ACVA (yyyy-mm-dd)
199
200 Sum of CVA EADs belonging to margined exposures
201 Sum of CVA EADs for CCPs (if not excluded by the national supervisor per paragraph 99 of Basel III)
202 Sum of CVA EADs for repo lending EADs (if not excluded by the national supervisor per paragraph 99 of Basel III)
203 Sum of CVA EADs belonging to non-margined exposures
204 Total EAD
205 Check: total EAD in row 204 should equal total EAD in row 190. Yes
206
207 Advanced CVA banks only
208 Did you set the full maturity adjustment to 1 while calculating Basel III RWA? No
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209
3) Risk-weighted assets and capital ratios (Basel II banks: before application of the Basel II floors)
210
211 RWA
Basel III rules
Rules as at
212 (partial
reporting date
application)
213 Impact of Basel III definition of capital
214 Total risk-weighted assets (Basel II/III banks: before application of the transitional floors)
215
216 [%]
217 Basel III rules

Rules as at
(partial
reporting date
218 Capital ratios (actual capital, rules as of the relevant date) application)
219 CET1 (Basel II/III banks: before application of the transitional floor)
220 Tier 1 (Basel II/III banks: before application of the transitional floor)
221 Total (Basel II/III banks: before application of the transitional floor)
222
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Basel III monitoring template DefCapB3
A B C D E
1
Basel III definition of capital
2
A) Change in risk-weighted assets due to the application of the definition of capital (including changes related to the 10%/15% thresholds)
3
4 Increases in risk-weighted assets to be reported as a positive value and decreases as a negative value.
5
6 RWA
7 Goodwill
8 Other intangibles (excluding goodwill and mortgage servicing rights)
9 Own shares
10 Defined benefit pension fund assets
11 Deferred tax assets (assuming full deduction prior to application of 10/15% thresholds)
12 Mortgage servicing rights (assuming full deduction prior to application of 10/15% thresholds)
13 Significant investments in the common stock of other financial entities (assuming full deduction prior to application of 10/15% thresholds)
14 Investments in the Additional Tier 1 capital of other financial entities in which bank has significant common stock investment
15 Investments in the Tier 2 capital of other financial entities in which bank has significant common stock investment
16 Investments in the capital of financial entities where the bank does not own more than 10% of the issued common share capital (assuming full deduction of all such investments including amounts in cells D201 to D203
17 Risk-weighted assets resulting from amounts below the 10/15% thresholds and the threshold for investements in the capital of financial entities where the bank does not more than 10% of the issued common share capital
18 Impact on RWA due to Basel II 50:50 deductions; of which
19 Securitisation exposures (except securitisation gain on sale)
20 Equity exposures under the PD/LGD approach
21 Non-payment/delivery on non-DvP and non-PvP transactions
22 Significant investments in commercial entities
23 Other
24 Total
25
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A B C D E
26
B) Definition of capital
27
1) Common Equity Tier 1 capital
28
29 Basel III
para ref Item Amount
Paid in capital
30 52, 53 This should be equal to the sum of common stock (and related surplus only) and other instruments for non joint stock companies, both of which must meet the common stock critieria. This should be net of treasury stock and other investments in own
shares to the extent that these are already derecognised on the balance sheet under the relevant accounting standards. Other paid in capital elements must be excluded. All minority interest must be excluded.
Retained earnings
31 52, 53
This should be the full amount prior to the application of all regulatory adjustments
Accumulated other comprehensive income (and other reserves); of which:
32
This should be the full amount prior to the application of all filters and deductions
33 52, 53 unrealised gains and losses on available for sale items (if applicable)
34 52, 53 gains and losses on derivatives held as cash flow hedges (if applicable)
35 52, 53 gains and losses resulting from converting foreign currency subsidiaries to the parent currency (if applicable)
36 52, 53 actuarial reserve (if applicable)
37 52, 53 unrealised gains and losses from a foreign currency hedge of a net investment in a foreign operation (if applicable)
38 52, 53 property revaluation reserve (if applicable)
39 52, 53 all other reserves (if applicable)
40 Total Common Equity Tier 1 capital attributable to parent company common shareholders
41 62–64 Total minority interest given recognition in Common Equity Tier 1 capital (sum of relevant output of DefCapB3-MI worksheet after application to every subsidary that has issued capital held by third parties)
42 Total group Common Equity Tier 1 capital prior to regulatory adjustments
43 Goodwill, net of related deferred tax liability
44 Intangibles other than mortgage servicing rights, net of related deferred tax liability
45 Deferred tax assets (excluding temporary differences only), net of related deferred tax liabilities
46 Investments in own shares (excluding amounts already derecognised under the relevant accounting standards)
47 Reciprocal cross holdings in common equity
48 Shortfall of provisions to expected losses
49 Cash flow hedge reserve
50 Cumulative gains and losses due to changes in own credit risk on fair valued liabilities
51 Defined benefit pension fund assets
52 Securitisation gain on sale (expected future margin income) as set out in paragraph 562 of the Basel II framework
53 Total Common Equity Tier 1 capital after the regulatory adjustments above
54 Investments in the capital of financial entities where the bank does not own more than 10% of the issued common share capital (amount above the 10% threshold)
56 Significant investments in the common stock of financial entities (amount above 10% threshold)
57 Mortgage servicing rights (amount above 10% threshold)
58 Deferred tax assets arising from temporary differences (amount above 10% threshold)
60 Regulatory adjustments to be applied to Common Equity Tier 1 due to insufficient Additional Tier 1 to cover deductions
62 Amount exceeding the 15% threshold
63 Common Equity Tier 1 capital
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A B C D E
64
2) Tier 1 capital
65
66 Basel III
67 Total common equity Tier 1 capital
68 55, 56 Additional Tier 1 instruments issued by parent company of group (and any related surplus), including any compliant capital issued via SPVs as determined by paragraph 65 of Basel III
Instruments that meet the Additional Tier 1 criteria issued by subsidiaries to third parties that are given recognition in group Additional Tier 1 capital (sum of relevant output of DefCapB3-MI worksheet after application to every subsidary that has issued
69 62–64
capital held by third parties)
70 Total Tier 1 capital prior to regulatory adjustments
71 Regulatory adjustments to be deducted from Additional Tier 1 capital
72 Tier 2 regulatory adjustments which have to be deducted from Additional Tier 1 capital
73 Total regulatory adjustments to Additional Tier 1 capital; of which
74 Regulatory adjustments actually made to Additional Tier 1 capital
75 Tier 1 capital
76
3) Total capital
77
78 Basel III
79 Tier 1 capital
80 58, 59 Tier 2 capital instruments issued by parent company of group (and any related surplus), including any compliant capital issued via SPVs as determined by paragraph 65 of Basel III
81 62–64 Instruments that meet the Tier 2 criteria issued by subsidiaries to third parties that are given recogntion in Tier 2 capital (sum of relevant output of DefCapB3-MI worksheet after application to every subsidary that has issued capital held by third parties)
82 Provisions included in Tier 2 capital
83 Total capital prior to regulatory adjustments
84 Regulatory adjustments to be deducted from Tier 2 capital; of which
85 Regulatory adjustments actually made to Tier 2 capital instruments
86 Total capital
87
88
C) Regulatory adjustments
89
1) Goodwill
90
91 Basel III
92 67–68 Total gross value of goodwill
93 67–68 Associated deferred tax liability which would be extinguished if the goodwill becomes impaired or derecognised under the relevant accounting standards
94 Goodwill net of related tax liability (amount to be deducted from Common Equity Tier 1 capital)
95
2) Intangibles (excluding goodwill and mortgage servicing rights only)
96
97 Basel III
98 67–68 Total gross value of all assets classified as intangible under the relevant accounting standards (excluding goodwill and mortgage servicing rights)
99 67–68 Associated deferred tax liability which would be extinguished if the intangible becomes impaired or derecognised under the relevant accounting standards
100 Intangibles (excluding goodwill and mortgage servicing rights) net of related tax liability (amount to be deducted from Common Equity Tier 1 capital)
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A B C D E
101
3) Deferred tax assets
102
103 Basel III

104 Deferred tax assets which do not rely on the future profitability of the bank to be realised
105 70 Total value of deferred tax assets which do not rely on the future profitability of the bank to be realised (gross amount)
106 70 Total value of deferred tax assets which do not rely on the future profitability of the bank to be realised (net amount)
107 Deferred tax assets which do rely on the future profitability of the bank to be realised
108 Total value of deferred tax assets which do rely on the future profitability of the bank to be realised (gross amount)
109 69 Total value of deferred tax assets which do rely on the future profitability of the bank to be realised (net amount); of which:
110 69 amounts arising from carryforwards of unused tax losses, unused tax credits and all other (net of pro rata share of any DTLs)
111 69 amounts arising from temporary differences (net of pro rata share of any DTLs)
112 Amount to be deducted from Common Equity Tier 1 capital in full
113 Amount to be subject to the threshold for deduction
114
4) Investments in own shares, own Additional Tier 1 and own Tier 2 capital
115
116 Basel III

117 78 Direct investments in own shares, net of any short positions if the short positions involve no counterparty risk
118 78 Indirect investments in own shares (eg through holdings of index securities in which the bank itself is a constituent), net of any short positions
119 78 For own shares which the group could be contractually obliged to purchase, the total potential purchase cost
120 Total amount to be deducted from Common Equity Tier 1 capital
121 78 Direct investments in own Additional Tier 1 capital, net of any short positions if the short positions involve no counterparty risk
122 78 Indirect investments in own Additional Tier 1 capital (eg through holdings of index securities in which the bank itself is a constituent), net of any short positions
123 78 For own Additional Tier 1 capital which the group could be contractually obliged to purchase, the total potential purchase cost
124 Total amount to be deducted from Additional Tier 1 capital
125 78 Direct investments in own Tier 2 capital, net of any short positions if the short positions involve no counterparty risk
126 78 Indirect investments in own Tier 2 capital (eg through holdings of index securities in which the bank itself is a constituent), net of any short positions
127 78 For own Tier 2 capital which the group could be contractually obliged to purchase, the total potential purchase cost
128 Total amount to be deducted from Tier 2 capital
129
5) Reciprocal cross holdings in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation
130
131 Basel III

132 79 Holdings of common stock that are part of a reciprocal cross holding arrangement
133 79 Holdings of Additional Tier 1 capital or similar instruments that are part of a reciprocal cross holding arrangement (= amount to be deducted from Additional Tier 1 capital)
134 79 Holdings of Tier 2 capital or similar instruments that are part of a reciprocal cross holding arrangement (= amount to be deducted from Tier 2 capital)
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A B C D E
135
6) Provisions and expected losses
136
137 Basel III

138 For IRB portfolios
139 73 Total gross provisions eligible for inclusion in the adjustment to capital in respect of the difference between expected loss and provisions
140 73 Total expected loss eligible for inclusion in the adjustment to capital in respect of the difference between expected loss and provisions
141 Shortfall of provisions to expeced losses to be deducted from Common Equity Tier 1 capital (gross of any tax adjustement)
142 61 Cap for inclusion of excess provisions in Tier 2 capital (0.6% of credit risk-weighted assets)
143 Excess of provisions to expected losses related to IRB portfolios to be included in Tier 2 capital
144 For standardised approach portfolios
145 60 Total gross provisions eligible for inclusion in Tier 2 capital
146 60 Cap for inclusion of provisions in Tier 2 capital (1.25% of credit risk-weighted assets)
147 Total provisions related to standardised approach to be included in Tier 2 capital
148 For portfolios subject to Basel I
149 Total gross provisions eligible for inclusion in Tier 2 capital
150 Cap for inclusion of provisions in Tier 2 capital (1.25% of credit risk-weighted assets)
151 Total provisions related to Basel I portfolios to be included in Tier 2 capital
152 Total amount in respect of provisions to be included in Tier 2
153
7) Cash flow hedge reserve
154
155 Basel III

156 Total positive or negative value of the cash flow hedge reserve as stated on the balance sheet; of which:
157 71–72 positive or negative amount that relates to the hedging of projected cash flows that are not recognised on the balance sheet (if gain report as positive; if loss report as negative)
positive or negative amount that relates to the hedging of projected cash flows on assets that are recognised on the balance sheet but are not fair valued on the balance sheet (eg loans and receivable) (if gain report as positive; if loss report as
158 71–72
negative)
159 71–72 positive or negative amount that relates to the hedging of projected cash flows on liabilities that are recognised on the balance sheet but are not fair valued on the balance sheet (if gain report as positive; if loss report as negative)
160 71–72 other items, including those related to projected cash flows on assets and liabilities which are recognised on the balance sheet and are fair valued (if gain report as positive; if loss report as negative)
161 Amount to be deducted from (or added to if negative) Common Equity Tier 1 capital
162
8) Cumulative gains and losses due to changes in own credit risk on fair valued liabilities
163
164 Basel III

Total cumulative net gains and (losses) in equity due to changes in the fair value of liabilities that are due to a change in the bank's own credit risk. Amount to be deducted from (or added to if negative) Common Equity Tier 1 capital
165 75
(if gain report as positive; if loss report as negative)
CP on of which: total cumulative net gains and (losses) in equity due to changes in the fair value of derivatives that are due to a change in the bank's own credit risk. Amount to be deducted from (or added to if negative) Common Equity Tier 1 capital (if
166
DVAs gain report as positive; if loss report as negative)
167
CP on
168 Total derivative debit valuations adjustments
DVAs
169
9) Defined benefit pension fund assets
170
171 Basel III

172 76–77 For every separate defined benefit pension scheme which gives rise to a net asset on the balance sheet, the total of such net assets less any associated deferred tax liability that would be extinguished if the asset should be impaired
173 76–77 Amount by which the above deduction from capital can be reduced by demonstrating unrestricted and unfettered access to assets in the relevant funds
174 76–77 Amount to be included in risk-weighted assets in respect of the amounts used above to offset the deduction of pension fund assets
175 Total amount to be deducted from Common Equity Tier 1 capital
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A B C D E
176
10) Securitisation gain on sale (expected future margin income) as set out in paragraph 562 of the Basel II framework
177
178 Basel III

179 74 Securitisation gain on sale (expected future margin income) as set out in paragraph 562 of the Basel II framework
180
11) Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation and where the bank does not own more than 10% of the issued
common share capital (excluding amounts held for underwriting purposes only if held for 5 working days or less)
181
182 Basel III

183 80–83 Gross holdings of common stock
184 80–83 Permitted offsetting short positions in relation to the specific gross holdings included above
185 Holdings of common stock net of short positions
186 80–83 Gross holdings of Additional Tier 1 capital
188 Holdings of Additional Tier 1 capital net of short positions
189 80–83 Gross holdings of Tier 2 capital
191 Holdings of Tier 2 capital net of short positions
192
193 Sum of all net holdings where the bank does not own more than 10% of the issued share capital
194 Common Equity Tier 1 capital after all regulatory adjustments that do not depend on a threshold
Amount by which the sum of all holdings exceeds 10% of the Common Equity Tier 1 capital of the bank after all deductions that do not depend on a threshold
195
(this is the amount to be deducted from regulatory capital)
196 Allocation of the deduction to Common Equity Tier 1 capital
197 Allocation of the deduction to Additional Tier 1 capital
198 Allocation of the deduction to Tier 2 capital
199
200 Amounts not deducted (to be subject to relevant risk weighting with amounts below allocated on a pro rata basis in accordance with paragraph 83 of Basel III)
204
205 Total risk weighted assets of amounts not deducted (set out in cells D201 to D203); of which amounts that relate to:
206 Holdings of common stock net of short positions (ie risk weighted assets of exposures in cell D201)
207 Holdings of Additional Tier 1 capital net of short positions (ie risk weighted assets of exposures in cell D202)
208 Holdings of Tier 2 capital net of short positions (ie risk weighted assets of exposures in cell D203)
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A B C D E
209
12) Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (ie where the bank owns more than 10%
of the issued common share capital or where the entity is an affiliate), excluding amounts held for underwriting purposes only if held for 5 working days or less
210
211 Basel III

212 84–86 Gross holdings of common stock
215 84–86 Gross holdings of Additional Tier 1 capital
218 84–86 Gross holdings of Tier 2 capital
221
222 Common Equity Tier 1 capital after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary difference)
223 Amount to be deducted from Common Equity Tier 1 capital as a result of application of 10% cap
224 Amount to be deducted from Additional Tier 1 capital
225 Amount to be deducted from Tier 2 capital
226
13) Mortgage servicing rights
227
228 Basel III

229 87 Total mortgage servicing rights classified as intangible
230 87 Associated deferred tax liability which would be extinguished if the intangible becomes impaired or derecognised under the relevant accounting standards
231 Mortgage servicing rights net of related tax liability
232 Common Equity Tier 1 after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary difference)
234
14) Deferred tax assets due to temporary differences
235 Amount
236 Net deferred tax assets due to temporary differences
237 Common Equity Tier 1 capital after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary differences)
239
15) Aggregate of items subject to the 15% limit (significant investments in financial institutions, mortgage servicing rights and DTAs that arise from temporary differences)
240 Amount
241 Significant investments in the common equity of financial entities not deducted as part of the 10% cap
242 Mortgage servicing rights not deducted as part of the 10% cap
243 Deferred tax assets due to temporary differences not deducted as part of the 10% cap
244 Sum of significant investments in financials, mortgage servicing rights and DTA temporary differences not deducted as a result of the 10% cap
245 Deduction from Common Equity Tier 1 capital in respect of amounts above the 15% cap
246
247 Assumed amounts not deducted (to be subject to 250% risk weighting)
248 Significant investments in the common equity of financial entities
249 Mortgage servicing rights
250 Deferred tax assets due to temporary differences
251 Total
252
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Basel III monitoring template DefCapB3-MI
A B C D E
1
Basel III definition of capital minority interest calculation
2
D) Capital issued out of subsidiaries to third parties (paragraphs 62-65)
3 (A separate column should be completed for each subsidairy issuing capital to third parties)
4 Basel III
para ref Item Amount 1
5 62 Total Common Equity Tier 1 capital of the subsidiary net of deductions (if the subsidiary is not a bank, as defined in footnote 23 of the rules text, zero must be entered into this cell with the common equity to be included in the Total Tier 1 cell below);
6 62 paid in amount plus related reserves/retained earnings owned by group gross of all deductions
7 62 paid in amount plus related reserves/retained earnings owned by third parties gross of all deductions
8 63 Total Tier 1 (CET1 + AT1) of the subsidiary net of deductions
11 64 Total capital (CET1 + AT1 + T2) of the subsidiary net of deductions
14 62–64 Total risk-weighted assets of the subsidiary
15 62–64 Risk-weighted assets of the consolidated group that relate to the subsidiary (ie risk-weighted assets of the subsidiary excluding intra-group transactions)
16 Lower of the risk-weighted assets of the subsidiary and the contribution to consolidated risk-weighted assets 0
17 Common Equity Tier 1 capital
18 Surplus Common Equity Tier 1 capital of the subsidiary; of which 0
19 amount attributable to third parties 0
20 Total Common Equity Tier 1 capital of the subsidiary held by third parties less surplus attributable to third party investors 0
21 Total Tier 1 capital
22 Surplus Total Tier 1 capital of the subsidiary; of which 0
24 Total Tier 1 capital of the subsidiary held by third parties less surplus attributable to third party investors 0
25 Total capital
26 Surplus Total capital of the subsidiary; of which 0
28 Total capital of the subsidiary held by third parties less surplus attributable to third party investors 0
29 Amount of Common Equity Tier 1 capital held by third parties to be included in consolidated Common Equity Tier 1 capital 0 0
30 Amount of Tier 1 capital held by third parties to be included in consolidated Additional Tier 1 capital 0 0
31 Amount of Total capital held by third parties to be included in consolidated Tier 2 capital 0 0
32
04/19/2023 12:24:07 Page 14 of 44

F G H I J K L M N O P Q R S T
4
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
6
7
8
9
10
11
12
13
14
15
16 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
17
18 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
19 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
21
22 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
23 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
24 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25
26 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
27 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
28 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
29 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
30 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
31 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
32
04/19/2023 12:24:07 Page 15 of 44

U V W X Y Z AA AB AC AD AE AF AG AH AI
4
17 18 19 20 21 22 23 24 25 26 27 28 29 30
6
7
8
9
10
11
12
13
14
15
16 0 0 0 0 0 0 0 0 0 0 0 0 0 0
17
18 0 0 0 0 0 0 0 0 0 0 0 0 0 0
19 0 0 0 0 0 0 0 0 0 0 0 0 0 0
20 0 0 0 0 0 0 0 0 0 0 0 0 0 0
21
22 0 0 0 0 0 0 0 0 0 0 0 0 0 0
23 0 0 0 0 0 0 0 0 0 0 0 0 0 0
24 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25
26 0 0 0 0 0 0 0 0 0 0 0 0 0 0
27 0 0 0 0 0 0 0 0 0 0 0 0 0 0
28 0 0 0 0 0 0 0 0 0 0 0 0 0 0
29 0 0 0 0 0 0 0 0 0 0 0 0 0 0
30 0 0 0 0 0 0 0 0 0 0 0 0 0 0
31 0 0 0 0 0 0 0 0 0 0 0 0 0 0
32
04/19/2023 12:24:07 Page 16 of 44

Basel III monitoring template Leverage Ratio
A B C D E F G H I J K L M N O
1
Leverage ratio
2
A) On-balance sheet items
3
4 Amounts should be net of specific provisions and valuations adjustments.
5
6 Previous quarter Reporting date
Counterparty exposure with Basel II Counterparty exposure with Basel II
7 Accounting Gross value Check: Accounting Gross value Check:
Basel III netting rules netting rules
balance sheet (assume no accounting ≤ balance sheet (assume no accounting ≤
para ref
8 value netting or CRM) Method 1 Method 2 gross value value netting or CRM) Method 1 Method 2 gross value
9 160, 161 Derivatives:

10 Credit derivatives (protection sold) Yes Yes
11 Credit derivatives (protection bought) Yes Yes
12 Financial derivatives Yes Yes
13 159 Securities financing transactions
14 SFT covered by a Basel II netting agreement Yes Yes
15 Other SFT Yes Yes
16 157, 158 Other assets Yes Yes
17 Totals
18
19 Memo item: Cash collateral received in derivatives transactions
20 Memo item: Receivables for cash collateral posted in derivatives transactions
21 Memo item: Securities received in a SFT that are recognised as an asset
22 Memo item: SFT cash conduit lending (cash receivables)
23
24 Check: Derivatives value with Basel II netting rules ≤ gross values Yes Yes Yes Yes
25 Check: Cash collateral received in derivatives transactions ≤ other assets Yes Yes
26 Check: Receivables for cash collateral posted in derivatives transactions ≤ other assets Yes Yes
27 Check: Securities received in a SFT that are recognised as an asset ≤ other assets Yes Yes
28 Check: Memo item on SFT cash conduit lending (cash receivables) ≤ SFT total Yes Yes
29
04/19/2023 12:24:07 Page 17 of 44

30
B) Derivatives and off-balance sheet items
31
Potential future exposure (current Potential future exposure (current

33 Potential future exposure method; apply Basel II Potential future exposure method; apply Basel II
exposure netting rules) exposure netting rules)
Basel III (current exposure Check: notional ≥ (current exposure Check: notional ≥
Notional amount Notional amount
para ref method; assume accounting value method; assume accounting value
no netting or no netting or
34 CRM) Method 1 Method 2 CRM) Method 1 Method 2
35 161 B1 ) Derivatives
36 Derivatives:
37 Credit derivatives (protection sold); of which: Yes Yes
38 subject to close out clause
39 not subject to close out clause
40 Credit derivatives (protection bought) Yes Yes
41 Financial derivatives Yes Yes
42 162, 163 B2) Off-balance sheet items
43 Off-balance sheet items with a 0% CCF in the RSA; of which:
44 164 Unconditionally cancellable credit cards commitments
45 164 Other unconditionally cancellable commitments
46 Off-balance sheet items with a 20% CCF in the RSA
49 Total off-balance sheet items
50
51 Check: Unconditionally cancellable commitments should not exceed off-balance items with a 0% CCF Yes Yes
52
53
C) On- and off-balance sheet items – additional breakdown of exposures
54
On-balance sheet Off-balance sheet On-balance sheet Off-balance sheet

Basel III exposures: exposures: exposures: exposures:
56
para ref EAD/solvency- notional x EAD/solvency- notional x
based value regulatory CCF based value regulatory CCF
Total on- and off-balance sheet exposures belonging to the banking book (breakdown
57 165
according to the effective risk weight):
58 = 0%
59 > 0 and ≤ 12%
60 > 12 and ≤ 20%
61 > 20 and ≤ 50%
62 > 50 and ≤ 75%
63 > 75 and ≤ 100%
64 > 100 and ≤ 425%
65 > 425 and ≤ 1250%
66 Defaulted exposures under the IRB approach
68
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69
D) Reconciliation (following relevant accounting standards)
70
Basel III
72 Amount Amount
para ref
73 Accounting total assets

74 Check: Total equals total accounting values in panel A Yes Yes
75 Reverse out on-balance sheet netting
76 Reverse out derivatives netting
77 Reverse out SFT netting
78 Reverse out other netting and other adjustments
79 Totals
80 Check: Total equals total gross values in panel A Yes Yes
81
82
E) Offsetting
83
Notional amount Notional amount Notional amount Notional amount Notional amount Notional amount
Notional amount (same reference (same reference (same reference Notional amount (same reference (same reference (same reference
Basel III
85 Notional amount (same reference name and name and bought name with no Notional amount (same reference name and name and bought name with no
para ref
name) counterparty or protection from maturity name) counterparty or protection from maturity
CCP) CCP) mismatch) CCP) CCP) mismatch)
86 165 Credit derivatives:

87 Credit derivatives (protection sold)
88 Credit derivatives (protection bought)
89 Credit derivatives (protection sold less protection bought)
91
92 Check: Sum of total credit derivatives should be the same as that in panel B Yes Yes
93 Check: Credit derivatives (protection sold) should be the same as that in panel B Yes Yes
94 Check: Credit derivatives (protection bought) should be the same as that in panel B Yes Yes
Check: Credit derivatives purchased are consistently filled-in (see reporting instructions for
95 Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes
more details)
96
98
F) Entities that are consolidated for accounting purposes and not for risk-based regulatory purposes
99
Basel III Securitisation Commercial Securitisation Commercial
101 Financial entities Financial entities
para ref entitites entities entitites entities
102 156 On-balance sheet items:
103 Derivatives
104 Securities financing transactions
105 Other assets
106 Derivatives and off-balance sheet items:
107 PFE of derivatives
108 Off-balance sheet items:
109 unconditionally cancellable commitments
110 other commitments
111 Totals
112
113 Memo item: Investment value in the consolidated entities
114 Memo item: Accounting assets of the consolidated entities
115
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116
G) Calculation of the leverage ratio
117
Basel III
119 Amount Amount
para ref
120 154 Tier 1 capital
121 Total exposures
122 155 Regulatory adjustments
123 Total exposures for the calculation of the leverage ratio
124 153 Leverage ratio
125
126
H) Business model categorisation
127
128 Total on and off balance sheet exposures. Amounts shown should be the LR exposure measure values. Reporting date
129 Amount
130 Total exposures; of which:
131 Total trading book exposures; of which:
132 Derivatives, SFTs
133 Other trading book exposures
134 Total banking book exposures; of which:
135 Derivatives, SFTs
136 Investments in covered bonds
137 Other banking book exposures; of which:
138 Sovereigns; of which:
139 Public sector entities (PSEs); of which:
140 PSEs guaranteed by central government
141 PSEs not guaranteed by central government but treated as a sovereign under paragraph 229 of the Basel II framework
142 Check: PSEs in rows 140 and 141 should be less than or equal to overall PSEs in row 139 Yes
143 MDBs
144 Other sovereign exposures
145 Banks
146 Retail exposures; of which;
147 Residential real estate exposures
148 SME exposures
149 Qualifying revolving retail exposures
150 Other retail exposures
151 Corporate; of which;
152 Financial
153 Non-financial; of which:
154 SME exposures
155 Commercial real estate
156 Other corporate non-financial
157 Other exposures (eg equity and other non-credit obligation assets); of which:
158 Securitisation exposures
159 Check: Securitisation exposures should be lower than total other exposures Yes
160 Check: Total value in cell J130 should equal total in cell J121. Yes
161
162 Memo item: trade finance exposures
163
04/19/2023 12:24:07 Page 20 of 44

Basel III monitoring template LCR
1
LCR
2
A) Stock of high quality liquid assets (HQLA)
3
a) Level 1 assets
4
Paragraph nr in Amount/
5 Weight Weighted amount
standards doc market value
6 Coins and banknotes 50 (a) 1.00
7 Total central bank reserves; of which:
8 part of central bank reserves that can be drawn in times of stress 50 (b), footnote 13 1.00
9 Check: row 8 ≤ row 7 Pass
10 Securities with a 0% risk weight: 50 (c)
11 issued by sovereigns 50 (c) 1.00
12 guaranteed by sovereigns 50 (c) 1.00
13 issued or guaranteed by central banks 50 (c) 1.00
14 issued or guaranteed by PSEs 50 (c) 1.00
15 issued or guaranteed by BIS, IMF, ECB and European Community, or MDBs 50 (c) 1.00
16 For non-0% risk-weighted sovereigns:
sovereign or central bank debt securities issued in domestic currencies by the sovereign or central bank in the country in
17 50 (d) 1.00
which the liquidity risk is being taken or in the bank’s home country
domestic sovereign or central bank debt securities issued in foreign currencies, up to the amount of the bank’s stressed
18 net cash outflows in that specific foreign currency stemming from the bank’s operations in the jurisdiction where the bank’s 50 (e) 1.00
liquidity risk is being taken
19 Total stock of Level 1 assets 49
20 Adjustment to stock of Level 1 assets Annex 1
21 Adjusted amount of Level 1 assets Annex 1
22
b) Level 2A assets
Paragraph nr in
23 Market value Weight Weighted amount
standards doc
24 Securities with a 20% risk weight: 52 (a)
25 issued by sovereigns 52 (a) 0.85
26 guaranteed by sovereigns 52 (a) 0.85
27 issued or guaranteed by central banks 52 (a) 0.85
28 issued or guaranteed by PSEs 52 (a) 0.85
29 issued or guaranteed by MDBs 52 (a) 0.85
30 Non-financial corporate bonds, rated AA- or better 52 (b) 0.85
31 Covered bonds, not self-issued, rated AA- or better 52 (b) 0.85
32 Total stock of Level 2A assets 52 (a),(b)
33 Adjustment to stock of Level 2A assets Annex 1
34 Adjusted amount of Level 2A assets Annex 1 0.85
04/19/2023 12:24:07 Page 21 of 44

35
c) Level 2B assets
Paragraph nr in
36 Market value Weight Weighted amount
standards doc
37 Residential mortgage-backed securities (RMBS), rated AA or better 54 (a) 0.75
38 Non-financial corporate bonds, rated BBB- to A+ 54 (b) 0.50
39 Non-financial common equity shares 54 (c) 0.50
40 Total stock of Level 2B RMBS assets 54 (a)
41 Adjustment to stock of Level 2B RMBS assets Annex 1
42 Adjusted amount of Level 2B RMBS assets Annex 1 0.75
43 Total stock of Level 2B non-RMBS assets 54 (b),(c)
44 Adjustment to stock of Level 2B non-RMBS assets Annex 1
45 Adjusted amount of Level 2B non-RMBS assets Annex 1 0.50
46 Adjusted amount of Level 2B (RMBS and non-RMBS) assets Annex 1
47
48 Adjustment to stock of HQLA due to cap on Level 2B assets 47, Annex 1
49 Adjustment to stock of HQLA due to cap on Level 2 assets 51, Annex 1
50
d) Total stock of HQLA
51 Weighted amount
52 Total stock of HQLA

53
54 Market value
Paragraph nr in
standards doc Level 2B Level 2B
55 Level 1 Level 2A
RMBS non-RMBS
56 Assets held at the entity level, but excluded from the consolidated stock of HQLA 36-37, 171-172
57 of which, can be included in the consolidated stock by the time the standard is implemented
58 Check: row 57 ≤ row 56 Pass Pass Pass Pass
59 Assets excluded from the stock of high quality liquid assets due to operational restrictions 31-34, 38-40
60 of which, can be brought back into the qualifying stock by the time the standard is implemented
61 Check: row 60 ≤ row 59 Pass Pass Pass Pass
62
e) Treatment for jurisdictions with insufficient HQLA
63
64 Panel e) to be filled in in your jurisdiction: No
65
Paragraph nr in
66 Amount Weight Weighted amount
standards doc
67 Option 1 – Contractual committed liquidity facilities from the relevant central bank 58 0.00
68 Option 2 – Foreign currency HQLA; of which: 59
69 Level 1 assets 0.00
71 Option 3 – Additional use of Level 2 assets with a higher haircut 62 0.00
72 Total usage of alternative treatment (post-haircut) before applying the cap
73 Cap on usage of alternative treatment
74 Total usage of alternative treatment (post-haircut) after applying the cap
75
f) Total stock of HQLA plus usage of alternative treatment
76
77 Total stock of HQLA plus usage of alternative treatment
78
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79
B) Net cash outflows
80
1) Cash outflows
81
a) Retail deposit run-off
Paragraph nr in
standards doc
83 Total retail deposits; of which:
84 Insured deposits; of which:
85 in transactional accounts; of which: 75, 78
86 eligible for a 3% run-off rate; of which: 78
87 are in the reporting bank's home jurisdiction 78 0.03
88 are not in the reporting bank's home jurisdiction 78 0.03
90 are in the reporting bank's home jurisdiction 75 0.05
91 are not in the reporting bank's home jurisdiction 75 0.05
92 in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which: 75, 78

94 are in the reporting bank's home jurisdiction 0.03
95 are not in the reporting bank's home jurisdiction 0.03
97 are in the reporting bank's home jurisdiction 0.05
98 are not in the reporting bank's home jurisdiction 0.05
99 in non-transactional and non-relationship accounts 79 0.10
100 Uninsured deposits 79 0.10
101 Additional deposit categories with higher run-off rates as specified by supervisor 79
102 Category 1 0.00
103 Category 2 0.00
104 Category 3 0.00
105 Term deposits (treated as having >30 day remaining maturity); of which: 82-84
106 With a supervisory run-off rate 84 0.00
107 Without a supervisory run-off rate 82 0.00
108 Total retail deposits run-off
109
b) Unsecured wholesale funding run-off
Paragraph nr in
standards doc
111 Total unsecured wholesale funding 85-111
112 Total funding provided by small business customers; of which: 89-92
113 Insured deposits; of which: 89, 75-78
114 in transactional accounts; of which: 89, 75, 78
115 eligible for a 3% run-off rate; of which: 89, 78
116 are in the reporting bank's home jurisdiction 89, 78 0.03
117 are not in the reporting bank's home jurisdiction 89, 78 0.03
121 in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which: 89, 75, 78

128 in non-transactional and non-relationship accounts 89, 79 0.10
129 Uninsured deposits 89, 79 0.10
04/19/2023 12:24:07 Page 23 of 44

130 Additional deposit categories with higher run-off rates as specified by supervisor 89, 79
131 Category 1 0.00
132 Category 2 0.00
133 Category 3 0.00
134 Term deposits (treated as having >30 day maturity); of which: 92, 82-84
135 With a supervisory run-off rate 92, 84 0.00
136 Without supervisory run-off rate 92, 82 0.00
137 Total operational deposits; of which: 93-104
138 provided by non-financial corporates 93-104
139 insured, with a 3% run-off rate 104 0.03
141 uninsured 93-103 0.25
142 provided by sovereigns, central banks, PSEs and MDBs 93-104
145 uninsured 93-103 0.25
146 provided by banks 93-104
149 uninsured 93-103 0.25
150 provided by other financial institutions and other legal entities 93-104
153 uninsured 93-103 0.25
154 Total non-operational deposits; of which 105-109
155 provided by non-financial corporates; of which: 107-108
156 where entire amount is fully covered by an effective deposit insurance scheme 108 0.20
157 where entire amount is not fully covered by an effective deposit insurance scheme 107 0.40
158 provided by sovereigns, central banks, PSEs and MDBs; of which: 107-108
159 where entire amount is fully covered by an effective deposit insurance scheme 108 0.20
160 where entire amount is not fully covered by an effective deposit insurance scheme 107 0.40
161 provided by members of the institutional networks of cooperative (or otherwise named) banks 105 0.25
162 provided by other banks 109 1.00
163 provided by other financial institutions and other legal entities 109 1.00
164 Unsecured debt issuance 110 1.00
165 Additional balances required to be installed in central bank reserves 1.00
166 Total unsecured wholesale funding run-off
167
Of the non-operational deposits reported above, amounts that could be considered operational in nature but per the Basel III
168
LCR standards have been excluded from receiving operational deposit treatment due to:
169 correspondent banking activity 99, footnote 42
170 Check: row 169 ≤ sum of rows 162 and 163 Pass
171 prime brokerage services 99, footnote 42
172 Check: row 171 ≤ sum of rows 162 and 163 Pass
excess balances in operational accounts that could be withdrawn and would leave enough funds to fulfil the clearing,
173 96
custody and cash management activities
174 Check: row 173 ≤ sum of rows 155 to 163 Pass
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175
c) Secured funding run-off
Market value of
Paragraph nr in
176 Amount received extended Weight Weighted amount
standards doc
collateral
177 Transactions conducted with the bank's domestic central bank; of which: 114-115
178 Backed by Level 1 assets; of which: 114-115 0.00
179 Transactions involving eligible liquid assets – see instructions for more detail 114-115
180 Check: row 179 ≤ row 178 Pass Pass
181 Backed by Level 2A assets; of which: 114-115 0.00
184 Backed by Level 2B RMBS assets; of which: 114-115 0.00
187 Backed by Level 2B non-RMBS assets; of which: 114-115 0.00
190 Backed by other assets 114-115 0.00
191 Transactions not conducted with the bank's domestic central bank and backed by Level 1 assets; of which: 114-115 0.00
194 Transactions not conducted with the bank's domestic central bank and backed by Level 2A assets; of which: 114-115 0.15
197 Transactions not conducted with the bank's domestic central bank and backed by Level 2B RMBS assets; of which: 114-115 0.25
200 Transactions not conducted with the bank's domestic central bank and backed by Level 2B non-RMBS assets; of which: 114-115
201 Counterparties are domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which: 114-115 0.25
204 Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which: 114-115 0.50
207 Transactions not conducted with the bank's domestic central bank and backed by other assets (non-HQLA); of which: 114-115
208 Counterparties are domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight 114-115 0.25
209 Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight 114-115 1.00
210 Total secured wholesale funding run-off
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211
d) Additional requirements
Paragraph nr in
standards doc
213 Derivatives cash outflow 116, 117 1.00
214 Increased liquidity needs related to downgrade triggers in derviatives and other financing transactions 118 1.00
Increased liquidity needs related to the potential for valuation changes on posted collateral securing derivative and other
215 119
transactions:
216 Cash and Level 1 assets 0.00
217 For other collateral (ie all non-Level 1 collateral) 0.20
Increased liquidity needs related to excess non-segregated collateral held by the bank that could contractually be called at
218 120 1.00
any time by the counterparty
Increased liquidity needs related to contractually required collateral on transactions for which the counterparty has not yet
219 121 1.00
demanded the collateral be posted
220 Increased liquidity needs related to contracts that allow collateral substitution to non-HQLA assets 122 1.00
221 Increased liquidity needs related to market valuation changes on derivative or other transactions 123 1.00
222 Loss of funding on ABS and other structured financing instruments issued by the bank, excluding covered bonds 124 1.00
223 Loss of funding on ABCP, conduits, SIVs and other such financing activities; of which: 125
224 debt maturing ≤ 30 days 125 1.00
225 with embedded options in financing arrangements 125 1.00
226 other potential loss of such funding 125 1.00
227 Loss of funding on covered bonds issued by the bank 124 1.00
228 Undrawn committed credit and liquidity facilities to retail and small business customers 131 (a) 0.05
229 Undrawn committed credit facilities to
230 non-financial corporates 131 (b) 0.10
231 sovereigns, central banks, PSEs and MDBs 131 (b) 0.10
232 Undrawn committed liquidity facilities to
233 non-financial corporates 131 (c) 0.30
234 sovereigns, central banks, PSEs and MDBs 131 (c) 0.30
235 Undrawn committed credit and liquidity facilities provided to banks subject to prudential supervision 131 (d) 0.40
236 Undrawn committed credit facilities provided to other FIs 131 (e) 0.40
237 Undrawn committed liquidity facilities provided to other FIs 131 (f) 1.00
238 Undrawn committed credit and liquidity facilities to other legal entities 131 (g) 1.00
239
Paragraph nr in roll-over of
240 Amount excess outflows Weight Weighted amount
Other contractual obligations to extend funds to standards doc inflows
241 financial institutions 132 1.00
242 retail clients 133
243 small business customers 133
244 non-financial corporates 133
245 other clients 133
246 retail, small business customers, non-financials and other clients 1.00
247 Total contractual obligations to extend funds in excess of 50% roll-over assumption
248
249 Weighted amount
250 Total additional requirements run-off

251
04/19/2023 12:24:07 Page 26 of 44

Paragraph nr in
252 Other contingent funding obligations Amount Weight Weighted amount
standards doc
253 Non-contractual obligations related to potential liquidity draws from joint ventures or minority investments in entities 137 0.00
254 Unconditionally revocable "uncommitted" credit and liquidity facilities 140 0.00
255 Trade finance-related obligations (including guarantees and letters of credit) 138, 139 0.00
256 Guarantees and letters of credit unrelated to trade finance obligations 140 0.00
257 Non-contractual obligations:
258 Debt-buy back requests (incl related conduits) 140 0.00
259 Structured products 140 0.00
260 Managed funds 140 0.00
261 Other non-contractual obligations 140 0.00
262 Outstanding debt securities with remaining maturity > 30 days 140 0.00
263 Non contractual obligations where customer short positions are covered by other customers’ collateral 140 0.50
264 Bank outright short positions covered by a collateralised securities financing transaction 147 0.00
265 Other contractual cash outflows (including those related to unsecured collateral borrowings and uncovered short positions) 141, 147 1.00
266 Total run-off on other contingent funding obligations
267
e) Total cash outflows
268
269 Total cash outlfows
270
2) Cash inflows
271
a) Secured lending including reverse repo and securities borrowing
Market value of
Paragraph nr in
272 Amount extended received Weight Weighted amount
standards doc
colllateral
273 Reverse repo and other secured lending or securities borrowing transactions maturing ≤ 30 days 145-146
274 Of which collateral is not re-used (ie is not rehypothecated) to cover the reporting institution's outright short positions 145-146
275 Transactions backed by Level 1 assets; of which: 145-146 0.00

278 Transactions backed by Level 2A assets; of which: 145-146 0.15
281 Transactions backed by Level 2B RMBS assets; of which: 145-146 0.25
284 Transactions backed by Level 2B non-RMBS assets; of which: 145-146 0.50
287 Margin lending backed by non-Level 1 or non-Level 2 collateral 145-146 0.50
288 Transactions backed by other collateral 145-146 1.00
Of which collateral is re-used (ie is rehypothecated) in transactions to cover the reporting insitution's outright short
289 145-146
positions
290 Transactions backed by Level 1 assets 145-146 0.00
291 Transactions backed by Level 2A assets 145-146 0.00
292 Transactions backed by Level 2B RMBS assets 145-146 0.00
293 Transactions backed by Level 2B non-RMBS assets 145-146 0.00
294 Margin lending backed by non-Level 1 or non-Level 2 collateral 145-146 0.00
295 Transactions backed by other collateral 145-146 0.00
296 Total inflows on reverse repo and securities borrowing transactions
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297
b) Other inflows by counterparty
298
Paragraph nr in
standards doc
300 Contractual inflows due in ≤ 30 days from fully performing loans, not reported in lines 275 to 295, from:
301 Retail customers 153 0.50
302 Small business customers 153 0.50
303 Non-financial corporates 154 0.50
304 Central banks 154 1.00
305 Financial institutions, of which 154
306 operational deposits 156 0.00
307 deposits at the centralised institution of an institutional network that receive 25% run-off 157 0.00
308 all payments on other loans and deposits due in ≤ 30 days 154 1.00
309 Other entities 154 0.50
310 Total of other inflows by counterparty
311
c) Other cash inflows
312
Paragraph nr in
standards doc
314 Other cash inflows
315 Derivatives cash inflow 158, 159 1.00
316 Contractual inflows from securities maturing ≤ 30 days, not included anywhere above 155 1.00
317 Other contractual cash inflows 160 0.00
318 Total of other cash inflows
319
d) Total cash inflows
320
Paragraph nr in
standards doc
322 Total cash inflows before applying the cap 144
323 Cap on cash inflows 69, 144 0.75
324 Total cash inflows after applying the cap 69, 144
325
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326
C) Collateral swaps
327
Market value of
Paragraph nr in Market value of Weighted amount Weighted amount
328 collateral Weight outflows Weight inflows
standards doc collateral lent outflows inflows
borrowed
329 Collateral swaps maturing ≤ 30 days:
330 Of which the borrowed assets are not re-used (ie are not rehypothecated) to cover short positions
331 Level 1 assets are lent and Level 1 assets are borrowed; of which: 48, 113, 146, Annex 1 0.00 0.00
332 Involving eligible liquid assets – see instructions for more detail 48, 113, 146, Annex 1
334 Level 1 assets are lent and Level 2A assets are borrowed; of which: 48, 113, 146, Annex 1 0.15
337 Level 1 assets are lent and Level 2B RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.25
340 Level 1 assets are lent and Level 2B non-RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.50
343 Level 1 assets are lent and other assets are borrowed; of which: 48, 113, 146, Annex 1 1.00
346 Level 2A assets are lent and Level 1 assets are borrowed; of which: 48, 113, 146, Annex 1 0.15
349 Level 2A assets are lent and Level 2A assets are borrowed; of which: 48, 113, 146, Annex 1 0.00 0.00
352 Level 2A assets are lent and Level 2B RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.10
355 Level 2A assets are lent and Level 2B non-RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.35
358 Level 2A assets are lent and other assets are borrowed; of which: 48, 113, 146, Annex 1 0.85
361 Level 2B RMBS assets are lent and Level 1 assets are borrowed; of which: 48, 113, 146, Annex 1 0.25
364 Level 2B RMBS assets are lent and Level 2A assets are borrowed; of which: 48, 113, 146, Annex 1 0.10
367 Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.00 0.00
370 Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.25
373 Level 2B RMBS assets are lent and other assets are borrowed; of which: 48, 113, 146, Annex 1 0.75
376 Level 2B non-RMBS assets are lent and Level 1 assets are borrowed; of which: 48, 113, 146, Annex 1 0.50
379 Level 2B non-RMBS assets are lent and Level 2A assets are borrowed; of which: 48, 113, 146, Annex 1 0.35
04/19/2023 12:24:07 Page 29 of 44

382 Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.25
385 Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.00 0.00
388 Level 2B non-RMBS assets are lent and other assets are borrowed; of which: 48, 113, 146, Annex 1 0.50
391 Other assets are lent and Level 1 assets are borrowed; of which: 48, 113, 146, Annex 1 1.00
394 Other assets are lent and Level 2A assets are borrowed; of which: 48, 113, 146, Annex 1 0.85
397 Other assets are lent and Level 2B RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.75
400 Other assets are lent and Level 2B non-RMBS assets are borrowed; of which: 48, 113, 146, Annex 1 0.50
403 Other assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
404 Of which the borrowed assets are re-used (ie are rehypothecated) in transactions to cover short positions
405 Level 1 assets are lent and Level 1 assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
406 Level 1 assets are lent and Level 2A assets are borrowed 48, 113, 146, Annex 1 0.00
407 Level 1 assets are lent and Level 2B RMBS assets are borrowed 48, 113, 146, Annex 1 0.00
408 Level 1 assets are lent and Level 2B non-RMBS assets are borrowed 48, 113, 146, Annex 1 0.00
409 Level 1 assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00
410 Level 2A assets are lent and Level 1 assets are borrowed 48, 113, 146, Annex 1 0.15
411 Level 2A assets are lent and Level 2A assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
412 Level 2A assets are lent and Level 2B RMBS assets are borrowed 48, 113, 146, Annex 1 0.00
413 Level 2A assets are lent and Level 2B non-RMBS assets are borrowed 48, 113, 146, Annex 1 0.00
414 Level 2A assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00
415 Level 2B RMBS assets are lent and Level 1 assets are borrowed 48, 113, 146, Annex 1 0.25
416 Level 2B RMBS assets are lent and Level 2A assets are borrowed 48, 113, 146, Annex 1 0.10
417 Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
418 Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed 48, 113, 146, Annex 1 0.00
419 Level 2B RMBS assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00
420 Level 2B non-RMBS assets are lent and Level 1 assets are borrowed 48, 113, 146, Annex 1 0.50
421 Level 2B non-RMBS assets are lent and Level 2A assets are borrowed 48, 113, 146, Annex 1 0.35
422 Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed 48, 113, 146, Annex 1 0.25
423 Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
424 Level 2B non-RMBS assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00
425 Other assets are lent and Level 1 assets are borrowed 48, 113, 146, Annex 1 1.00
426 Other assets are lent and Level 2A assets are borrowed 48, 113, 146, Annex 1 0.85
427 Other assets are lent and Level 2B RMBS assets are borrowed 48, 113, 146, Annex 1 0.75
428 Other assets are lent and Level 2B non-RMBS assets are borrowed 48, 113, 146, Annex 1 0.50
429 Other assets are lent and other assets are borrowed 48, 113, 146, Annex 1 0.00 0.00
430 Total outflows and total inflows from collateral swaps
431
432 Addition Reduction
433 Adjustments to Level 1 assets due to collateral swaps
434 Adjustments to Level 2A assets due to collateral swaps
435 Adjustments to Level 2B RMBS assets due to collateral swaps
436 Adjustments to Level 2B non-RMBS assets due to collateral swaps
437
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438
D) LCR
439
440 Total stock of high quality liquid assets plus usage of alternative treatment
441 Net cash outflows
442 LCR
443
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Basel III monitoring template NSFR
1
NSFR
2
A) Available stable funding
3
4 Amount
ASF ASF Calculated ASF Calculated ASF ≥1 Calculated Total
5 ≥ 3 months to < 6 ≥ 6 months to < 9 ≥ 9 months to < 1 Factor <1yr Factor ≥1 year <1yr year ASF
< 3 months months months year ≥1 year
6 Tier 1 and Tier 2 capital (Basel III 2022) 1.00
7 Check: row 6 = D49 + D50 in the General Info worksheet Pass
8 Preferred stock not included above 1.00
"Stable" (as defined in the LCR) demand and/or term deposits from retail and small
9 0.90 1.00
business customers
10 Check: row 9 ≥ LCR stable retail and small business customer deposits Pass
"Less stable" (as defined in the LCR) demand and/or term deposits from retail and
11 0.80 1.00
small business customers
12 Check: row 11 ≥ LCR less stable retail and small business customer deposits Pass
13 Unsecured and/or subordinated debt securities issued 0.00 1.00
14 Check: row 13 ≥ LCR unsecured debt issued Pass
15 Unsecured funding from non-financial corporates 0.50 1.00
16 Of which is an operational deposit as defined in the LCR
17 Check: row 15 ≥ LCR unsecured funding from non-financial corporates Pass
18 Check: row 16 ≥ LCR operational deposits from non-financial corporates Pass
19 Check: row 16 ≤ row 15 for each column Pass Pass Pass Pass Pass
20 Unsecured funding from sovereigns/central banks/PSEs/MDBs 0.50 1.00
22 Check: row 20 ≥ LCR unsecured funding from sovereigns/central banks/PSEs/MDBs Pass
Check: row 21 ≥ LCR operational deposits from sovereigns/central

23 Pass
banks/PSEs/MDBs
Unsecured funding from other legal entities (including financial corporates and financial
25 0.00 1.00
institutions)
27 Check: row 25 ≥ LCR unsecured funding from other legal entities Pass
28 Check: row 26 ≥ LCR operational deposits from other legal entities Pass
Statutory minimum deposits from members of an institutional network of cooperative
30 See FN 32 1.00
banks
Check: row 30 ≥ LCR unsecured funding from members of the institutional networks
31 Pass
of cooperative banks
32 Secured borrowings and liabilities (including secured term deposits) 0.00 1.00
33 Net derivatives payables 0.00
34 All other liabilities and equity categories not included above 0.00
35 Total ASF
36
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37
B) Required stable funding
38
1) On balance-sheet items
39
40 Amount
RSF RSF Calculated RSF Calculated RSF ≥1 Calculated Total
41 ≥ 3 months to < 6 ≥ 6 months to < 9 ≥ 9 months to < 1 Factor <1yr Factor ≥1 year <1yr year RSF
42 Cash 0.00 ###
Short-term unsecured instruments and transactions with outstanding maturities of less
43 ###
than one year, of which are:
44 Unencumbered 0.00 ###
45 Encumbered ###
46 encumbered for periods < 3 months 0.00 ###
47 encumbered for periods ≥ 3 months to < 6 months 0.00 ###
49 encumbered for periods ≥ 9 months to < 1 year 0.00 ###
50 encumbered for periods ≥ 1 year 1.00 ###
Check: sum of rows 46 to 50 for each column should equal the corresponding
51 Pass Pass Pass Pass ###
column in row 45
Securities with stated remaining maturities of less than one year with no embedded
52 ###
options that would increase the expected maturity to one year or greater

54 Encumbered ###
column in row 54
Securities held where the institution has an offsetting reverse repurchase transaction
when the security on each transaction has the same unique identifier (eg ISIN number
61 ###
or CUSIP) and such securities are reported on the balance sheet of the reporting
instutions
62 Unencumbered 0.00 0.00 ###

63 Encumbered ###
64 encumbered for periods < 3 months 0.00 0.00 ###
65 encumbered for periods ≥ 3 months to < 6 months 0.00 0.00 ###
67 encumbered for periods ≥ 9 months to < 1 year 0.00 0.00 ###
68 encumbered for periods ≥ 1 year 1.00 1.00 ###
69 Pass Pass Pass Pass Pass ###
column in row 63
Loans to financial entities and financial corporates with effective remaining maturities of
70 ###
less than one year that are not renewable
72 Encumbered ###
column in row 72
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79 Securities eligible for Level 1 of the LCR stock of liquid assets ###
81 Encumbered ###
column in row 81
88 Securities eligible for Level 2A of the LCR stock of liquid assets ###
90 Encumbered ###
column in row 90
97 Gold ###
99 Encumbered ###
105 Pass ###
column in row 99
106 Equities listed on major exchange, not issued by financial institutions ###
108 Encumbered ###
114 Pass ###
column in row 108
115 Corporate bonds, rated A+ to A- ###
117 Encumbered ###
column in row 117
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124 Covered bonds, not self issued, rated A+ to A- ###
126 Encumbered ###
column in row 126
Loans to non-financial corporate clients, sovereigns, central banks, PSEs and MDBs
133 ###
with a remaining maturity of less than one year
135 Encumbered ###
column in row 135
Residential mortgages of any maturity that would qualify for the 35% or lower risk
142 ###
weight under the Basel II standardised approach for credit risk
144 Encumbered ###
column in row 144
Loans to retail and small business customers (other than mortgage loans) with a
151 remaining maturity of less than one year that would qualify for the 35% or lower risk ###
weight under the Basel II standardised approach for credit risk
153 Encumbered ###
154 encumbered for periods <3 months 0.65 ###
155 encumbered for periods ≥ 3 months to <6 months 0.65 ###
157 encumbered for periods ≥ 9 months to <1 year 0.65 ###
158 encumbered for periods ≥1 year 1.00 ###
column in row 153
Other loans, excluding loans to financial insitutions, with a remaining maturity of one
160 year or greater that would qualify for the 35% or lower risk weight under the Basel II ###
standardised approach for credit risk
162 Encumbered ###
168 Pass ###
column in row 162
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Other loans to retail and small business customers with a remaining maturity of less
169 ###
than one year
171 Encumbered ###
column in row 171
178 Net derivatives receivables 1.00 ###
179 Items deducted from Tier 1 and Tier 2 capital under fully implemented Basel III rules 0.00 ###
180 All other assets not included in the above categories 1.00 ###
181 ###
2) Off balance-sheet items
182 ###
RSF Calculated Total
183 ###
Amount Factor RSF
184 Conditionally revocable and irrevocable credit and liquidity facilities 0.05 ###
185 Unconditionally revocable "uncommitted" credit and liquidity facilities 0.00 ###
186 Guarantees 0.00 ###
187 Letters of credit 0.00 ###
188 Other trade finance instruments 0.00 ###
189 Non-contractual obligations, such as: ###
190 Debt-buy back requests (incl related conduits) 0.00 ###
191 Structured products 0.00 ###
192 Managed funds 0.00 ###
193 Other non-contractual obligations 0.00 ###
194 All other off balance-sheet obligations not included in the above categories 0.00 ###
195 Total RSF
196
197
C) NSFR
198
199 Net stable funding ratio
200
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201
D) For completion only by the central institutions of networks of cooperative (or otherwise named) banks
202
203 Amount
ASF ASF Calculated ASF Calculated ASF ≥1 Calculated Total
204 ≥ 3 months to < 6 ≥ 6 months to < 9 ≥ 9 months to < 1 Factor <1yr Factor ≥1 year <1yr year ASF
205 Tier 1 and Tier 2 capital 1.00
206 Preferred Stock not included above 1.00
"Stable" (as defined in the LCR) demand and/or term deposits from retail and small
207 0.75 1.00
business customers (as defined in the LCR)
"Less stable" (as defined in the LCR) demand and/or term deposits from retail and
208 0.75 1.00
small business customers
209 Unsecured debt securities issued 0.00 1.00
210 Unsecured funding from non-financial corporates 0.50 1.00
211 Unsecured funding from sovereigns/central banks/PSEs/MDBs 0.50 1.00
Unsecured funding from other legal entities (including financial corporates and financial
212 0.00 1.00
institutions)
Statutory minimum deposits from members of an institutional network of cooperative (or
213
otherwise named) banks
214 Secured borrowings and liabilities (including secured term deposits) 0.00 1.00
215 Net derivatives payables 0.00
216 All other liabilities and equity categories not included above 0.00
Check: the sum of each of the columns for rows 205 to 216 should equal the
217 Pass Pass Pass Pass Pass
corresponding column in row 30
218
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Basel III monitoring template Checks
A B C D E F G H I J K L M N
1
Checks
2
A) General Info worksheet
3
4 Panel Check Column C Column D
5 B Check: Tier 1 adjustments should be ≤ additional Tier 1 prior to adjustments. Yes
6 B Check: Tier 2 adjustments should be ≤ additional Tier 2 prior to adjustments. Yes
7 D1b Check: sum capital charges from rated and unrated exposures should not be higher than total Yes
8 D1b Check: positive VaR at reporting date requires positive Basel 2.5 VaR Yes
9 D1b Check: positive VaR capital charge requires VaR which is positive but smaller than the capital charge. Yes Yes
10 D1b Check: positive stressed VaR at reporting date requires positive Basel 2.5 stressed VaR Yes
11 D1b Check: positive Basel 2.5 VaR requires positive Basel 2.5 stressed VaR and vice versa Yes
15 D2c Check: EAD in row 184 should equal total EAD in row 115. Yes
16 D2c Check: EAD in rows 185 to 187 should add up to EAD in row 184. Yes
17 D2c Check: total EAD in row 204 should equal total EAD in row 190. Yes
18
24
B) Leverage ratio worksheet
25
26 Panel Check Column D Column E Column F Column G Column H Column J Column K Column L Column M Column N
27 A Check: accounting ≤ gross value, Credit derivatives (protection sold) Yes Yes
28 A Check: accounting ≤ gross value, Credit derivatives (protection bought) Yes Yes
29 A Check: accounting ≤ gross value, Financial derivatives Yes Yes
30 A Check: accounting ≤ gross value, SFT covered by a Basel II netting agreement Yes Yes
31 A Check: accounting ≤ gross value, Other SFT Yes Yes
32 A Check: accounting ≤ gross value, Other assets Yes Yes
33 A Check: Derivatives value with Basel II netting rules ≤ gross values Yes Yes Yes Yes
34 A Check: Cash collateral received in derivatives transactions ≤ other assets Yes Yes
35 A Check: Receivables for cash collateral posted in derivatives transactions ≤ other assets Yes Yes
36 A Check: Securities received in a SFT that are recognised as an asset ≤ other assets Yes Yes
37 A Check: Memo item on SFT cash conduit lending (cash receivables) ≤ SFT total Yes Yes
38 B Check: notional ≥ accounting value, Credit derivatives (protection sold); of which: Yes Yes
39 B Check: notional ≥ accounting value, Credit derivatives (protection bought) Yes Yes
40 B Check: notional ≥ accounting value, Financial derivatives Yes Yes
41 B Check: Unconditionally cancellable commitments should not exceed off-balance items with a 0% CCF Yes Yes
42 D Check: Total equals total accounting values in panel A Yes Yes
43 D Check: Total equals total gross values in panel A Yes Yes
44 E Check: Sum of total credit derivatives should be the same as that in panel B Yes Yes
45 E Check: Credit derivatives (protection sold) should be the same as that in panel B Yes Yes
46 E Check: Credit derivatives (protection bought) should be the same as that in panel B Yes Yes
47 E Check: Credit derivatives purchased are consistently filled-in (see reporting instructions for more details) Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes
48 G Check: PSEs in rows 140 and 141 should be less than or equal to overall PSEs in row 139 Yes
49 G Check: Securitisation exposures should be lower than total other exposures Yes
50 G Check: Total value in cell J130 should equal total in cell J121. Yes
51
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1
Checks
52
C) LCR worksheet
53
54 Panel Check Column D Column E Column F Column G
55 Aa Check: row 8 ≤ row 7 Pass
56 Ac Check: row 57 ≤ row 56 Pass Pass Pass Pass
57 Ac Check: row 60 ≤ row 59 Pass Pass Pass Pass
58 B1b Check: row 169 ≤ sum of rows 162 and 163 Pass
59 B1b Check: row 171 ≤ sum of rows 162 and 163 Pass
60 B1b Check: row 173 ≤ sum of rows 155 to 163 Pass
61 B1c Check: row 179 ≤ row 178 Pass Pass
70 B2a Check: row 276 ≤ row 275 Pass Pass
74 C Check: row 332 ≤ row 331 Pass Pass
98
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1
Checks
99
D) NSFR worksheet
100
≥ 3 months to ≥ 6 months to ≥ 9 months to

101 Panel Check < 3 months ≥1 year
< 6 months < 9 months < 1 year
102 A Check: row 6 = D49 + D50 in the General Info worksheet Pass
103 A Check: row 9 ≥ LCR stable retail and small business customer deposits Pass
104 A Check: row 11 ≥ LCR less stable retail and small business customer deposits Pass
105 A Check: row 13 ≥ LCR unsecured debt issued Pass
106 A Check: row 15 ≥ LCR unsecured funding from non-financial corporates Pass
107 A Check: row 16 ≥ LCR operational deposits from non-financial corporates Pass
108 A Check: row 16 ≤ row 15 for each column Pass Pass Pass Pass Pass
109 A Check: row 20 ≥ LCR unsecured funding from sovereigns/central banks/PSEs/MDBs Pass
110 A Check: row 21 ≥ LCR operational deposits from sovereigns/central banks/PSEs/MDBs Pass
112 A Check: row 25 ≥ LCR unsecured funding from other legal entities Pass
113 A Check: row 26 ≥ LCR operational deposits from other legal entities Pass
115 A Check: row 30 ≥ LCR unsecured funding from members of the institutional networks of cooperative banks Pass
116 B1 Check: sum of rows 46 to 50 for each column should equal the corresponding column in row 45 Pass Pass Pass Pass
120 B1 Check: sum of rows 82 to 86 for each column should equal the corresponding column in row 81 Pass Pass Pass Pass Pass
122 B1 Check: sum of rows 100 to 104 for each column should equal the corresponding column in row 99 Pass
131 E Check: the sum of each of the columns for rows 205 to 216 should equal the corresponding column in row 30 Pass Pass Pass Pass Pass
132 E Check: sum of rows 224 to 228 for each column should equal the corresponding column in row 223 Pass Pass Pass Pass Pass
133 E Check: sum of rows 233 to 237 for each column should equal the corresponding column in row 232 Pass Pass Pass Pass Pass
134
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Basel III monitoring template Parameters
A B C D E F G H
1
Parameters
2
A) Version
3
4 Version 2 5 2 0
5 Constant 0
6
7
B) National discretion items LCR
8
1) LCR haircuts for high-quality liquid assets
9
10 Weight
11 Level 1 assets
12 Securities with a 0% risk weight:
13 issued by sovereigns 1.00
14 guaranteed by sovereigns 1.00
15 issued or guaranteed by central banks 1.00
16 issued or guaranteed by non-central government PSEs 1.00
17 issued or guaranteed by BIS, IMF, ECB or European Community, or MDBs 1.00
18 For non-0% risk-weighted sovereigns:
sovereign or central bank debt securities issued in domestic currencies by the sovereign or central bank in the
19 1.00
country in which the liquidity risk is being taken or in the bank’s home country
domestic sovereign or central bank debt securities issued in foreign currencies, up to the amount of the bank’s
20 stressed net cash outflows in that specific foreign currency stemming from the bank’s operations in the jurisdiction 1.00
where the bank’s liquidity risk is being taken
21 Level 2A assets
22 Securities with a 20% risk weight:
23 issued by sovereigns 0.85
24 guaranteed by sovereigns 0.85
25 issued or guaranteed by central banks 0.85
26 issued or guaranteed by non-central government PSEs 0.85
27 issued or guaranteed by MDBs 0.85
28 Non-financial corporate bonds, rated AA- or better 0.85
29 Covered bonds, not self-issued, rated AA- or better 0.85
30 Adjusted amount of Level 2A assets 0.85
31 Level 2B assets
32 RMBS, rated AA or better 0.75
33 Non-financial corporate bonds, rated BBB- to A+ 0.50
34 Non-financial common equity shares 0.50
35 Adjusted amount of Level 2B RMBS assets 0.75
36 Adjusted amount of Level 2B non-RMBS assets 0.50
37
38
2) LCR treatment for jurisdictions with insufficient liquid assets
39
40 Allow treatment for jurisdictions with insufficient liquid assets No
41
42 Weight
43 Option 1 – Contractual committed liquidity facilities from the relevant central bank 0.00
44 Option 2 – Foreign currency HQLA, of which:
47 Option 3 – Additional use of Level 2 assets at a higher haircut 0.00
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A B C D E F G H
1
Parameters
48
3) LCR cash outflows: additional deposit categories with higher run-off rates as specified by supervisor
49
Unsecured
Retail deposit
wholesale
50 run-off
funding run-
weight
off weight
51 Category 1 0.00 0.00

52 Category 2 0.00 0.00
53 Category 3 0.00 0.00
54 Fixed-term deposits (treated as having >30 day remaining maturity), with a supervisory run-off rate 0.00 0.00
55
4) LCR cash outflows other contingent funding obligations
56
57 Weight
58 Non-contractual obligations related to potential liquidity draws from joint ventures or minority investments in entities 0.00
59 Unconditionally revocable "uncommitted" credit and liquidity facilities 0.00
60 Trade finance-related obligations (including guarantees and letters of credit) 0.00
61 Guarantees and letters of credit unrelated to trade finance obligations 0.00
62 Non-contractual obligations:
63 Debt-buy back requests (incl. related conduits) 0.00
64 Structured products 0.00
65 Managed funds 0.00
66 Other non-contractual obligations 0.00
67 Outstanding debt securities with remaining maturity > 30 days 0.00
68 Non contractual obligations where customer short positions are covered by other customers’ collateral 0.50
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A B C D E F G H
1
Parameters
69
5) LCR cash inflows
70
71 Weight
72 Other contractual cash inflows 0.00
73
74
6) NSFR RSF off-balance sheet items
75
76 Weight
77 Unconditionally revocable "uncommitted" credit and liquidity facilities 0.00
78 Guarantees 0.00
79 Letters of credit 0.00
80 Other trade finance instruments 0.00
81 Non-contractual obligations, such as:
82 Debt-buy back requests (incl related conduits) 0.00
83 Structured products 0.00
84 Managed funds 0.00
85 Other non-contractual obligations 0.00
86 All other off balance-sheet obligations not included in the above categories 0.00
87
88
C) Spreadsheet localisation
89
90 Original sheet name Sheet # Localised sheet name PosX PosY
91 General Info 1 General Info
92 DefCapB3 2 DefCapB3
93 DefCapB3-MI 3 DefCapB3-MI
94 Leverage Ratio 4 Leverage Ratio
95 LCR 5 LCR
96 NSFR 6 NSFR
97 Checks 7 Checks
98 8
99 9
100 10
101 11
102 12
103 13
104 14
105 15
106 16
107 17
108 18
109 19
110 20
111 21
112 22
113 23
114 24
115 25
116 26
117
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A B C D E F G H
1
Parameters
118
D) Drop-down menus
119
120 Yes/No 1 Yes
121 2 No
122 Yes/No/NA 3
123 Bank group 1 1
124 2 2
125 CCR OTC 1 CEM
126 2 Standardised
127 3 IMM
128 CCR SFT 1 Supervisory haircuts
129 2 Own estimates
130 3 Repo VaR
131 4 IMM
132 OpRisk 0
133 1 BIA
134 2 TSA
135 3 ASA
136 4 AMA
137 Basel I/Basel II 1 Basel I
138 2 Basel II
139 Accounting 0
140 1 IFRS
141 2 US GAAP
142 3 Other national accounting standard
143 Bank type 1 Joint stock company
144 2 Mutual / cooperative
145 3 Other non-joint stock company
146 Bank type numeric 1
147 2
148 4
149 5
150 6
151 7
152 8
153
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General Information: Basel Committee On Banking Supervision Basel III Monitoring Template Confidential When Completed

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Basel Committee on Banking Supervision 658878946.

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RWA RWA Externally rated Unrated

113 CVA capital charge (risk-weighted asset equivalent); of which:

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217 Basel III rules

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103 Basel III

116 Basel III

131 Basel III

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137 Basel III

155 Basel III

164 Basel III

171 Basel III

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178 Basel III

182 Basel III

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211 Basel III

228 Basel III

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9 160, 161 Derivatives:

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Potential future exposure (current Potential future exposure (current

On-balance sheet Off-balance sheet On-balance sheet Off-balance sheet

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73 Accounting total assets

86 165 Credit derivatives:

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52 Total stock of HQLA

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93 eligible for a 3% run-off rate; of which: 78

122 eligible for a 3% run-off rate; of which: 89, 78

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249 Weighted amount

250 Total additional requirements run-off

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266 Total run-off on other contingent funding obligations

275 Transactions backed by Level 1 assets; of which: 145-146 0.00

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22 Check: row 20 ≥ LCR unsecured funding from sovereigns/central banks/PSEs/MDBs Pass