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342x Filetype XLSX File size 0.02 MB Source: www.bundesbank.de
Vollständigkeit: Datenpunktebene
Neben den Prüfungen auf Modul- und Vordruckebene wird die Vollständigkeit auch auf Datenpunktebene abgeprüft. Da die Meldung insbesondere einzelner
Datenpunkte von den Geschäftsaktivitäten eines Instituts abhängen kann, sind die Vollständigkeitsvorgaben auf Datenpunktebene als technisches Mindestmaß
anzusehen. Dabei besteht grundsätzlich keine Gewichtung der bankaufsichtlichen Relevanz einzelner Datenpunkte.
Datenpunktbezeichnung Modul
Common Equity Tier 1 capital COREP
Paid up capital instruments COREP
RWAs for credit, counterparty credit and dilution risk for free COREP
Total RWAs for position, foreign exchange and commodities risks COREP
Total RWAs for operational risk COREP
CET1 Capital ratio COREP
CET1 capital ratio including Pillar II adjustments COREP
Non‐domestic original exposures COREP
Total original exposures COREP
Original exposures pre conversion factors, on‐balance sheet COREP
Original exposures pre conversion factors, total exposures subject COREP
Original exposures pre conversion factors, of‐balance sheet COREP
Original exposures pre conversion factors, on‐balance sheet COREP
Original exposures pre conversion factors, total exposures subject COREP
Risk weighted exposure amounts, total IRB equity exposures, IRB COREP
Own funds requirements, operational risk, BIA approach COREP
Own funds requirements, operational risk, TSA / ASA approaches COREP
Own funds requirements, operational risk, AMA approach COREP
Trading debt instruments in trading book, risk weighted exposure COREP
Trading debt instruments in trading book, general risk, own funds COREP
Trading debt instruments in trading book, specific risk, own funds COREP
Other assets and liabilities other than of‐balance sheet items and COREP
Other assets and liabilities other than of‐balance sheet items and COREP
Total positions in non‐reporting currencies, long, SA banks COREP
Total positions in non‐reporting currencies, short, SA banks COREP
Currency positions, EUR, long, SA banks COREP
Currency positions, EUR, short, SA banks COREP
Total positions in non‐reporting currencies, total risk exposure COREP
Total positions, multiplication factor x average of previous 60 COREP
Total positions, multiplication factor x average of previous 60 COREP
Own funds requirements, total positions, IRB banks COREP
Total risk exposure amount, total positions, IRB banks COREP
Credit value adjustment risk, exposure value, total COREP
Of‐balance sheet items, leverage ratio exposure value Leverage
Of‐balance sheet items, RWA Leverage
Derivatives treatment Leverage
Reporting calculation method Leverage
Other assets, month 1 Leverage
Other of‐balance sheet items, month 1 Leverage
Other of‐balance sheet items, month 2 Leverage
Other of‐balance sheet items, month 3 Leverage
Other assets, month 2 Leverage
Other assets, month 3 Leverage
Tier 1 capital ‐ fully phased‐in definition, month 1 Leverage
Tier 1 capital ‐ fully phased‐in definition, month 2 Leverage
Tier 1 capital ‐ fully phased‐in definition, month 3 Leverage
Leverage Ratio ‐ using a fully phased‐in definition of Tier 1, month 3 Leverage
Tier 1 capital ‐ fully phased‐in definition Leverage
Tier 1 capital ‐ transitional definition Leverage
Leverage Ratio ‐ using a fully phased‐in definition of Tier 1 capital Leverage
Leverage Ratio ‐ using a transitional definition of Tier 1 capital Leverage
Total unadjusted level 1 ASSETS LCR DA
Total unadjusted level 1 ASSETS ‐ Total unadjusted level 1 assets LCR DA
Total unadjusted level 1 assets excluding extremely high quality LCR DA
Coins and banknotes LCR DA
Total unadjusted level 1 extremely high quality covered bonds LCR DA
Total unadjusted level 2A assets (Value according to Article 9) LCR DA
Outflows LCR DA
Infow ‐ Subject to the 75% cap on infows LCR DA
Numerator, denominator, ratio ‐ LIQUIDITY BUFFER LCR DA
Numerator, denominator, ratio ‐ NET LIQUIDTY OUTFLOW LCR DA
Numerator, denominator, ratio ‐ LIQUIDITY COVERAGE RATIO (%) LCR DA
Cash (Dimension € Total) LCR
Amount of exposures to central bank (Dimension € Total) LCR
All other liabilities, amount (Dimension € Total) LCR
All other liabilities, outflows (Dimension € Total) LCR
Monies due from retail customers, infows (Dimension € Total) LCR
Monies due from retail customers, amount (Dimension € Total) LCR
Monies due from financial customers that the institution owing LCR
Monies due from financial customers that the institution owing LCR
Other infows, amount (Dimension € Total) LCR
Other infows, infows (Dimension € Total) LCR
Total cash infows excluded due to the cap, amount (Dimension € LCR
Liabilities from customers which are financial customers, liabilities NSFR
Liabilities from customers which are financial customers, liabilities NSFR
Own funds after deduction have been applied where apropriate, NSFR
Own funds after deduction have been applied where apropriate, NSFR
Liabilities excluding own funds, any other liabilities (Dimension € NSFR
Liabilities excluding own funds, any other liabilities (Dimension € NSFR
Exposures to central banks (Dimension € Total), within 3 months NSFR
Items requiring stable funding, any other assets (Dimension € NSFR
Items requiring stable funding, any other assets (Dimension € NSFR
Cash and cash balances at central banks FINREP
Total assets FINREP
Total liabilities FINREP
Capital FINREP
Accumulated other comprehensive income FINREP
Retained earnings FINREP
Profit or loss attributable to owners of the parent FINREP
Total equity FINREP
Total operating income, net FINREP
Tax expense or (‐) income related to profit or loss from continuing FINREP
Profit or loss for the year FINREP
Other comprehensive income FINREP
Loans and advances, credit institutions FINREP
Loans and advances, non‐financial corporations FINREP
Carrying amount of the impaired assets, total FINREP
Specific allowances for individually assessed financial assets, total FINREP
Financial liabilities at amortised cost FINREP
Financial liabilities held for trading FINREP
Financial liabilities designated at fair value through profit or loss FINREP
Derivatives, notional amount, total trading FINREP
Derivatives, notional amount, total hedging FINREP
Increases due to amounts set aside for estimated loan losses during FINREP
Decreases due to amounts taken against allowances, total FINREP
Interest income, total FINREP
Interest expense, total FINREP
Gains (losses) from hedge accounting, net FINREP
Accumulated impairment, total FINREP
Cash and cash balances at central banks, accounting scope of FINREP
Total assets, accounting scope of consolidation FINREP
Of‐balance sheet exposures, accouting scope of consolidation FINREP
Liabilities, accounting scope of consolidation FINREP
Capital, accounting scope of consolidation FINREP
Total equity, accounting scope of consolidation FINREP
DEBT INSTRUMENTS other than HFT ‐ Performing FINREP
DEBT INSTRUMENTS other than HFT ‐ Non‐Performing FINREP
DEBT INSTRUMENTS other than HFT ‐ Gross carrying amount of FINREP
Assets, domestic actitivities FINREP
Assets, non‐domestic activities FINREP
Liabilities, domestic activities FINREP
Liabilities, non‐domestic activities FINREP
Total operating income, net, domestic activities FINREP
Total operating income, net, non‐domestic activities FINREP
Fee and commission income FINREP
Fee and commission expenses FINREP
Selected financial assets, subsidiaries and other entities of the same FINREP
Selected financial liabilities, subsidiaries and other entities of the FINREP
Total comprehensive income for the year, profit or (‐) loss FINREP
Total comprehensive income for the year, accumulated other FINREP
Carrying amount of encumbered assets of the reporting institution AE
Carrying amount of non‐encumbered assets of the reporting AE
Carrying amount of encumbered other assets AE
Carrying amount of non‐encumbered other assets AE
Total assets, collateral received and own debt securities issued, fair AE
Carrying amount of selected financial liabilities, matching liabilities, AE
Carrying amount of selected financial liabilities, assets, collateral AE
Total sources of encumbrance, matching liabilities, contingent AE
Total sources of encumbrance, assets, collateral received and own AE
Collateral received re‐used (receiving leg), between 1 day and 1 AE
Collateral received re‐used (re‐using leg), between 1 day and 1 AE
Decrease by 30% of the fair value of encumbered assets, additional a AE
Encumbered + non‐encumbered assets, total AE
Encumbered + Non‐encumbered collateral received, total AE
Encumbered assets, total debt securities AE
TOP TEN COUNTERPARTIES EACH GREATER THAN 1% OF TOTAL ALMM
RETAIL FUNDING, Sight deposits, Total amount received ALMM
RETAIL FUNDING, Fixed term deposits with an initial maturity less or ALMM
Savings accounts, with a notice period of withdrawal greater than ALMM
Savings accounts, without a notice period of withdrawal greater ALMM
WHOLESALE FUNDING, Unsecured wholesale funding, of which ALMM
WHOLESALE FUNDING, Unsecured wholesale funding, of which non‐ ALMM
WHOLESALE FUNDING, Unsecured wholesale funding, of which ALMM
WHOLESALE FUNDING, secured wholesale funding, Total amount ALMM
* Although the LCR module has a monthly frequency for the purpose of the
completeness analysis, the March, June, September and December modules are
analysed.
Stand: August 2017
Vollständigkeit: Datenpunktebene
Neben den Prüfungen auf Modul- und Vordruckebene wird die Vollständigkeit auch auf Datenpunktebene abgeprüft. Da die Meldung insbesondere einzelner
Datenpunkte von den Geschäftsaktivitäten eines Instituts abhängen kann, sind die Vollständigkeitsvorgaben auf Datenpunktebene als technisches Mindestmaß
Dabei besteht grundsätzlich keine Gewichtung der bankaufsichtlichen Relevanz einzelner Datenpunkte.
Datenpunkt ID Anwendbar (ab ‐ bis) Frequenz
C 01.00, r020, c010 Q4 2014 ‐> Quarterly
C 01.00, r040, c010 Q4 2014 ‐> Quarterly
C 02.00, r040, c010 Q4 2014 ‐> Quarterly
C 02.00, r520, c010 Q4 2014 ‐> Quarterly
C 02.00, r590, c010 Q4 2014 ‐> Quarterly
C 03.00, r010, c010 Q4 2014 ‐> Quarterly
C 03.00, r070, c010 Q4 2014 ‐> Q4 2015 Quarterly
C 04.00, r850, c010 Q4 2014 ‐> Quarterly
C 04.00, r860, c010 Q4 2014 ‐> Quarterly
C 07.00.a, r070, c010 Q4 2014 ‐> Quarterly
C 07.00.a, r010, c010 Q4 2014 ‐> Quarterly
C 07.00.a, r080, c010 Q4 2014 ‐> Quarterly
C 08.01.a, r020, c020 Q4 2014 ‐> Quarterly
C 08.01.a, r010, c020 Q4 2014 ‐> Quarterly
C 10.01, r010, c080 Q4 2014 ‐> Q4 2015 Quarterly
C 16.00.a, r010, c070 Q4 2014 ‐> Quarterly
C 16.00.a, r020, c070 Q4 2014 ‐> Quarterly
C 16.00.b, r130, c070 Q4 2014 ‐> Quarterly
C 18.00, r010, c070 Q4 2014 ‐> Quarterly
C 18.00, r011, c060 Q4 2014 ‐> Quarterly
C 18.00, r250, c060 Q4 2014 ‐> Quarterly
C 22.00, r100, c020 Q4 2014 ‐> Quarterly
C 22.00, r100, c030 Q4 2014 ‐> Quarterly
C 22.00, r010, c020 Q4 2014 ‐> Quarterly
C 22.00, r010, c030 Q4 2014 ‐> Quarterly
C 22.00, r130, c020 Q4 2014 ‐> Quarterly
C 22.00, r130, c030 Q4 2014 ‐> Quarterly
C 22.00, r010, c100 Q4 2014 ‐> Quarterly
C 24.00, r010, c030 Q4 2014 ‐> Quarterly
C 24.00, r010, c050 Q4 2014 ‐> Quarterly
C 24.00, r010, c120 Q4 2014 ‐> Quarterly
C 24.00, r010, c130 Q4 2014 ‐> Quarterly
C 25.00, r010, c010 Q4 2014 ‐> Quarterly
C 43.00.a, r010, c010 Q4 2014 ‐> Quarterly
C 43.00.a, r010, c020 Q4 2014 ‐> Quarterly
C 44.00, r020, c010 Q4 2014 ‐> Quarterly
C 44.00, r050, c010 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r100, c010 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r090, c010 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r090, c020 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r090, c030 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r100, c020 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r100, c030 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r110, c010 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r110, c020 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r110, c030 Q4 2014 ‐> Q2 2016 Quarterly
C 45.00, r180, c030 Q4 2014 ‐> Q2 2016 Quarterly
C 47.00, r310, c010 Q3 2016 ‐> Quarterly
C 47.00, r320, c010 Q3 2016 ‐> Quarterly
C 47.00, r330, c010 Q3 2016 ‐> Quarterly
C 47.00, r340, c010 Q3 2016 ‐> Quarterly
C 72.00.a, r020, c010 Q3 2016 ‐> Quarterly*
C 72.00.a, r030, c010 Q3 2016 ‐> Quarterly*
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