- C 01.00 - Capital Adequacy - Own funds definition
- C 02.00 - Capital Adequacy - Risk Exposure Amounts
- C 03.00 - Capital Adequacy - Ratios
- C 04.00 - Capital Adequacy - Memorandum Items
- C 05.01 - Capital Adequacy - Transitional provisions Summary
- C 05.02 - Capital Adequacy - Transitional provisions Grandfathered instruments not constituting State aid
- C 07.00 - Credit and counterparty credit risks and free deliveries Standardised Approach to capital requirements
- C 08.01 - Credit and counterparty credit risks and free deliveries IRB Approach to capital requirements - TOTAL
- C 08.02 - Credit and counterparty credit risks and free deliveries IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
- C 09.01 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
- C 09.02 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
- C 09.04 - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
- C 10.01 - Credit risk Equity - IRB approaches to capital requirements - TOTAL
- C 10.02 - Credit risk Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD_LGD Approach by obligor grades
- C 11.00 - Settlement_Delivery risk
- C 12.00 - Credit risk Securitisations - Standardised Approach to own funds requirements
- C 13.00 - Credit risk Securitisations - IRB Approach to own funds requirements
- C 14.00 - Detailed information on securitisations
- C 15.00 - Exposures and losses from lending collateralised immovable property
- C 16.00 - Operational risk - Excluding AMA
- C 17.01 - Operational risk Losses and recoveries by business lines and event types in the last year
- C 17.02 - Operational risk Large loss events
- C 18.00 - Market risk Standardised Approach for traded debt instruments
- C 19.00 - Market risk Standardised Approach for specific risk in securitisations
- C 20.00 - Market risk Standardised Approach for specific risk in the correlation trading portfolio
- C 21.00 - Market risk Standardised Approach for position risk in equities
- C 22.00 - Market risk Standardised Approaches for foreign exchange risk
- C 23.00 - Market risk Standardised Approach for position risk in commodities
- C 24.00 - Market risk Internal models - Total
- C 25.00 - CVA RISK
- C 32.01 - Prudent valuation. Fair-Valued assets and liabilities
- C 32.02 - Prudent valuation Core approach - Pre and post diversification
- C 32.03 - Prudent valuation. Model risk AVA
- C 32.04 - Prudent valuation. Concentrated positions AVA
- C 33.00 - General governments exposures by country of the counterparty and regulatory approach (Gov)
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