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 – Gross positive 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 – Net positive 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)[...] 7.4.12 Gross Common Equity Tier 1 Capital[...] 7.4.13 Total Deduction from Additional Tier 1 Capital[...] 7.4.14 Total Deduction from Tier 2 Capital[...] 7.4.15 Eligible stage 1 and stage 2 allowance[...] 7.4.16 Excess allowance[...] 7.4.17 Direct credit substitutes – credit derivatives – Standardized Approach[...] 7.4.18 Direct credit substitutes – credit derivatives – Foundation IRB approach[...] 7.4.19 Direct credit substitutes – credit derivatives – Advanced IRB approach[...] 7.4.20 Sale and repurchase agreements – Standardized approach[...] 7.4.21 Sale and repurchase agreements – Foundation IRB approach[...] 7.4.22 Sale and repurchase agreements – Advanced IRB approach[...] 7.4.23 Stage 1 and Stage 2 allowance on balance sheet assets[...] 7.4.24 “On-balance sheet” securitization exposures[...] 7.4.25 Adjustments – measurement bases[...] 7.4.26 Adjustments – recognition bases[...]
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