7.4.1 On-balance sheet assets Indicate the amount set out in the column “Accounting balance sheet value” for On-balance sheet assets - for purposes of the Leverage Ratio, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.2 Off-balance sheet Eligible servicer cash advance facilitiesIndicate the amount set out in the column “Notional Amount” for Eligible servicer cash advance facilities – 10% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.3 Other Off-balance sheet Securitization exposuresIndicate the amount set out in the column “Notional Amount” for Other off-balance sheet securitization exposures – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.4 Off-balance sheet Direct credit substitutesIndicate the amount set out in the column “Notional Amount” for Direct credit substitutes – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.5 Off-balance sheet Transaction-related contingent itemsIndicate the amount set out in the column “Notional Amount” for Transaction-related contingent items – 50% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.6 Off-balance sheet Short-term self-liquidating trade letters of creditIndicate the amount set out in the column “Notional Amount” for Short-term self-liquidating trade letters of credit – 20% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.7 Total derivative contract exposure (not covered)Indicate the amount set out in the column “Total Contracts” for “(A) Single derivative exposure not covered by an eligible netting contract, (i) Replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR. 7.4.8 Total derivative contract exposure (covered)Indicate the amount set out in the column “Total Contracts” for “(B) Derivative exposure covered by an eligible netting contract, (i) Replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR. 7.4.9 On-balance sheet DerivativesIndicate the amount set out in the column “Accounting balance sheet value” for Derivatives, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.10 On-balance sheet Grandfathered securitization exposuresIndicate the amount set out in the column “Accounting balance sheet value” for Grandfathered securitization exposures, as set out in Section 1 – Leverage Ratio Calculation of the LRR. 7.4.11 Net Common Equity Tier 1 Capital (CET1 after all deductions)Indicate the Net Common Equity Tier 1 Capital (CET1 after all deductions), as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.12 Gross Common Equity Tier 1 CapitalIndicate the Gross Common Equity Tier 1 Capital, as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.13 Total Deduction from Additional Tier 1 CapitalIndicate the Total Deduction from Additional Tier 1 Capital, as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.14 Total Deduction from Tier 2 CapitalIndicate the Total Deduction from Tier 2 Capital, as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.15 Eligible stage 1 and stage 2 allowanceIndicate the Eligible stage 1 and stage 2 allowance (re standardized approach), as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.16 Excess allowanceIndicate the Excess allowance (re IRB approach), as set out in Schedule 3 – Capital and TLAC Elements of the BCAR form. 7.4.17 Direct credit substitutes – credit derivatives – Standardized ApproachIndicate the amount set out in the column “Notional Principal Amount (a)” for Direct credit substitutes – credit derivatives, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.18 Direct credit substitutes – credit derivatives – Foundation IRB approachIndicate the amount set out in the column “Notional Principal Amount (d)” for Direct credit substitutes – credit derivatives, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.19 Direct credit substitutes – credit derivatives – Advanced IRB approachIndicate the amount set out in the column “Notional Principal Amount (g)” for Direct credit substitutes – credit derivatives, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.20 Sale and repurchase agreements – Standardized approachIndicate the amount set out in the column “Notional Principal Amount (a)” for Sale & repurchase agreements, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.21 Sale and repurchase agreements – Foundation IRB approachIndicate the amount set out in the column “Notional Principal Amount (d)” for Sale & repurchase agreements, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.22 Sale and repurchase agreements – Advanced IRB approachIndicate the amount set out in the column “Notional Principal Amount (g)” for Sale & repurchase agreements, as set out in Schedule 39 – Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures of the BCAR form. 7.4.23 Stage 1 and Stage 2 allowance on balance sheet assetsIndicate the sum of the amounts set out for “Stage 1 and Stage 2 allowance (excluding securitization allowance) on balance sheet assets for capital purposes” and “Allowance on assets capitalized under the securitization framework not recognized for capital purposes”, as set out in Schedule 45 – Balance Sheet Coverage by Risk Type and Reconciliation to Consolidated Balance Sheet of the BCAR form. 7.4.24 “On-balance sheet” securitization exposuresIndicate the “On-balance sheet” securitization exposures recognized for capital ratio but not for consolidated balance sheet purposes, as set out in Schedule 45 – Balance Sheet Coverage by Risk Type and Reconciliation to Consolidated Balance Sheet of the BCAR form. 7.4.25 Adjustments – measurement basesIndicate the Adjustments to reflect differences in balance sheet exposure amounts resulting from measurement bases used for accounting purposes (fair values) as set out in Schedule 45 – Balance Sheet Coverage by Risk Type and Reconciliation to Consolidated Balance Sheet of the BCAR form. 7.4.26 Adjustments – recognition basesIndicate the Adjustments to reflect differences in balance sheet exposure amounts resulting from recognition bases used for accounting purposes (settlement / trade date), as set out in Schedule 45 – Balance Sheet Coverage by Risk Type and Reconciliation to Consolidated Balance Sheet of the BCAR form.
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