[{"command":"settings","settings":{"pluralDelimiter":"\u0003","suppressDeprecationErrors":true,"ajaxPageState":{"libraries":"eJxLSSwBwqSc1GL9FDhTJwWbaHxyflGqTmpKAVgsvrikqDS5pLQoFSiekpqTWVwCAHokHhs","theme":"edp","theme_token":null},"ajaxTrustedUrl":[],"datatables":{"#datatable":{"bFilter":true,"bInfo":false,"bPaginate":false,"oLanguage":{"sSearch":""}}},"user":{"uid":0,"permissionsHash":"8d01659fc20cb721846daabf57eb90fb71008ac505f5a04a2eba14ec65702ed0"}},"merge":true},{"command":"add_css","data":[{"rel":"stylesheet","media":"all","href":"\/sites\/default\/files\/css\/css_RgNxs0ulClDPw9MZGg2Vc-xswXH1g5BBUExhjyXHOK0.css?delta=0\u0026language=en\u0026theme=edp\u0026include=eJxLSSwBwqSc1GL9FDgzPjm_KFUnNaUALBZfXFJUmlxSWpQKFE9JzcksLgEASfUVlg"},{"rel":"stylesheet","media":"all","href":"\/sites\/default\/files\/css\/css_AR1bxESN5kWS7CwgaiOjRexIiS6P4sC73qX9lZBjcHk.css?delta=1\u0026language=en\u0026theme=edp\u0026include=eJxLSSwBwqSc1GL9FDgzPjm_KFUnNaUALBZfXFJUmlxSWpQKFE9JzcksLgEASfUVlg"}]},{"command":"add_js","selector":"body","data":[{"src":"\/sites\/default\/files\/js\/js_Xp3A4SM-17Onstinevccs7xRd28MNqfaj2qPvrc0lZU.js?scope=footer\u0026delta=0\u0026language=en\u0026theme=edp\u0026include=eJxLSSwBwqSc1GL9FDhTJwWbaHxyflGqTmpKAVgsvrikqDS5pLQoFSiekpqTWVwCAHokHhs"}]},{"command":"openBootstrap4Dialog","selector":"#drupal-bootstrap4-modal","settings":null,"data":"\u003Cdiv class=\u0022datastructure-table-wrapper\u0022\u003E\u003Cdiv class=\u0022container\u0022\u003E\u003Cdiv class=\u0022datastructure-table\u0022\u003E\n\u003Cdiv class=\u0027social-media-sharing\u0027\u003E\n \u003C\/div\u003E\n\n\n\n\u003Ctable id=\u0022datatable\u0022 data-striping=\u00221\u0022 class=\u0022table\u0022\u003E\n \n \n \u003Cthead\u003E\n \u003Ctr\u003E\n \t\t\t \u003Cth class=\u0022code\u0022\u003ECode\u003C\/th\u003E\n \t\t\t \u003Cth class=\u0022description\u0022\u003EDescription\u003C\/th\u003E\n \u003C\/tr\u003E\n \u003C\/thead\u003E\n \n \u003Ctbody\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E01000\u003C\/td\u003E\n \u003Ctd\u003ETotal number of credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E01001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total number of credit institutions according to national law (not according to EU definition) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E01002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Credit institutions according to EU definition, which are excluded from the exercise [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E01011\u003C\/td\u003E\n \u003Ctd\u003ENumber of stand alone credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E01021\u003C\/td\u003E\n \u003Ctd\u003ENumber of credit institutions consolidated in banking groups\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E01031\u003C\/td\u003E\n \u003Ctd\u003ENumber of banking groups\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E02011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Interest receivable [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Interest receivable from fixed income securities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E02013\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other interest receivable [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Interest payable [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E02031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net interest income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Dividends and other income from variable yield securities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E02051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Commissions (net) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Trading and foreign exchange results [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E02070\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating income (net of other operating charges) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E02071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E03000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total operating expenses [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E03011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total general administrative expenses [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E03012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] General administrative expenses i.e. staff costs [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E03013\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] General administrative expenses i.e. other administrative expenses [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E03021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Value adjustments in respect of intangible and tangible assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E03031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating charges [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E03041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Specific taxes [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E03100\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total operating expenses excluding other operating expenses, that are netted out from other operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profits I [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E04002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profits II [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profits III [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E04021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net value adjustments (provisions and write offs) less Net value readjustment (net write back and recovery following earlier values adjustments) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net provisions for non-performing assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E04031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Value adjustments in respect of first positive or negative consolidation differences [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net increase of the funds for general banking risks [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E04051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net profits in subsidiaries and affiliattes consolidated in the equity method and net profits on sales of shares in undertaking (subsidiaries and affiliates) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Extraordinary profit or loss [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E04081\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tax charges [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E04101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Minority interests [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E05010\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of banks with cost\/income ratio over 80% (computed by dividing total operating expenses with total operating income) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E05011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of banks with cost\/income ratio over 80% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E05021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Asset share in the reference size-group of banks with cost\/income ratio over 80% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E05031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of the cost\/income ratio (%), lowest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E05032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of the cost\/income ratio (%), highest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with negative RoE (\u0026lt;0) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with negative RoE (\u0026lt;0) (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with RoE between 0-5% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with RoE between 0-5% (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with RoE between 5-10% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with RoE between 5-10% (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with RoE between 10-15% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06042\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with RoE between 10-15% (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with RoE between 15-20% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06052\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with RoE between 15-20% (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E06061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of institutions with RoE \u0026gt;20% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E06062\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Percentage of total banking assets of institutions with RoE \u0026gt;20% (i.e., assets of all banks for which tier 1 information is available to be used as a denominator) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Cash in hand, balances with central banks and post office banks (as defined in BAD directive) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Treasury bill and other bills eligible for refinancing with central banks [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Loans and advances to credit institutions [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Loans and advances to customers [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07050\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total debt securities including fixed-income securities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Debt securities including fixed-income securities issued by public bodies [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Debt securities including fixed-income securities issued by other borrowers [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Shares and other variable-yield securities, participating interest and shares in affiliated undertakings [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07081\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Intangible assets, tangible assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07091\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other assets, prepayments and accrued income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E07101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Positive first consolidation difference [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E07111\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Loss for the financial year [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total liabilities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Amounts owed to credit institutions [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Amounts owed to customers [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Debts evidenced by certificates [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other liabilities and accruals and deferred income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fund for general banking risks [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Provisions for liabilities and charges except fund for general banking risk [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Subordinated liabilities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08081\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Equity [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08091\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Negative first consolidation difference [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E08101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Minority interests in own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E08111\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profit or loss for the financial year [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E09011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Contingent liabilities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E09021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Commitments [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E09031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Derivatives [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E10000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total doubtful and non-performing assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E10011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Non-performing assets (on the basis of core 90-day criterion) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E10021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other doubtful assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E11000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total loss provisions [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E11001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total specific provisions [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E11011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Specific provisions for non-performing assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E11021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Specific provisions for other doubtful assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E11041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] General provisions against asset loss [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E11061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Specific provisions for contingent liabilities and commitments [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E11098\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E12011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of consolidated total assets (7.11) of the reference size-group of the institutions in the exercise, lowest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E12012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of consolidated total assets (7.11) of the reference size-group of the institutions in the exercise, highest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E12021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of non-performing assets net of specific provisions per capital of the reference size group, lowest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E12022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of non-performing assets net of specific provisions per capital of the reference size group, highest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E12031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of non-performing assets per total loans and advances of the reference size-group, lowest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E12032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Range of non-performing assets per total loans and advances of the reference size-group, highest [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E13011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total assets (information of foreign controlled subsidiaries and branches is reported, if their share of total assets over total national banking sector assets is \u0026lt; 2% for each reporting population) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E13021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total loans [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E13031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total deposits [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total banking book assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E14002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total banking book risk assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total banking and trading book assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E14004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total banking and trading book risk assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total on-balance sheet items, banking book, assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E14012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total on-balance sheet items, banking book, risk assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Off-balance sheet items (excluding credit risk on OTC derivatives contracts), banking book, assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E14022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total off-balance sheet items (excluding credit risk on OTC derivatives contracts), banking book, risk assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Off-balance sheet items concerning credit risk on OTC derivatives contracts, banking book, assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E14032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Items concerning credit risk on OTC derivatives contracts, banking book, risk assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E14101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total on-balance sheet assets in the banking and trading book [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total eligible own funds, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds, total elements to be included, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds, total elements to be included, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds, total elements to be deducted, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Subscribed share capital (insofar as it has been paid up) plus innovative capital instruments plus share premium accounts, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Subscribed share capital (insofar as it has been paid up) plus innovative capital instruments plus share premium accounts, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Reserves, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Reserves, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net minority interests, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net minority interests, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Consolidation differences (net), total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15042\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Consolidation differences (net), eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Revaluation reserves, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15052\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Revaluation reserves, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Funds for general banking risk, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15062\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Funds for general banking risk, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Value adjustments, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15072\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Value adjustments, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15081\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other items, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15082\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other items, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15083\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] General and statistical provisions, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15084\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] General and statistical provisions, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15085\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Perpetuals, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15086\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Perpetuals, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15087\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other elements, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15088\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other elements, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15091\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liabilities of members of credit institutions set up as cooperative societies, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15092\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liabilities of members of credit institutions set up as cooperative societies, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fixed-term cumulative preference shares plus subordinated loan capital plus hybrid capital, total value [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15102\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fixed-term cumulative preference shares plus subordinated loan capital plus hybrid capital, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15122\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own shares at book value held by the credit institution, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15132\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Intangible assets as ref. to in Art. 4 (9) of Bank Accounts Directive (86\/635\/EEC), eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15142\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Material negative results of the current financial year, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15152\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Holdings in other credit and financial institutions (\u0026gt;10%), eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15162\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Holdings in other credit and financial institutions (\u0026lt;=10%), eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15172\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Limits, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E15182\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Participations in insurance undertakings [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E15192\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other deductions if any [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total other own funds under capital adequacy directive, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for position risk, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total own funds requirement under capital adequacy directive, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirements under capital adequacy directive, total elements to be included, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirements under capital adequacy directive, total deductions, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Capital adequacy directive (i.e. trading book) data availability [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for traded debt instruments, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for equities, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16052\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for foreign exchange risk, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16062\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for commodity position risk, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16072\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement - global calculations, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16082\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for counterparty and settlement\/delivery risk, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16092\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for large exposures, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16100\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total other own funds under CAD, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16111\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net trading book profits, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16121\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Short-term subordinated loan capital, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16131\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Transferred from additional own funds (excess tier 2 capital) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E16151\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Illiquid assets, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E16161\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other deductions, used amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17010\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1, total eligible own funds (allocation of own funds) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1, total eligible own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1, own funds used under capital adequacy directive [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17020\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] The total amount of Tier 2 used under CAD [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 2, total eligible own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 2, own funds used under capital adequacy directive [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Used tier 3, own funds used under capital adequacy directive [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Unused tier 3, total eligible own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E17070\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk weighted assets\/total assets (off-balance sheet assets for the banking book plus on-balance sheet banking and trading book asset) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E17071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk weighted assets\/total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E18011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E18021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 2 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E18031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total own funds under capital adequacy directive [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E18040\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total own funds under CAD (annex V paragraph 2) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E18041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Deductions from the sum of tier 1 and tier 2 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E18051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Trading book own funds requirements under capital adequacy directive [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E18061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk adjusted assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E18071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk adjusted off-balance sheet items [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E18091\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Number of banks with overall solvency ratio below 9% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E18101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Asset share of banks in the reference size-group with overall solvency ratio below 9% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio \u0026lt;2 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented \u0026lt;2 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19013\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio \u0026lt;2 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19021\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 2-3 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19022\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 2-3 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19023\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 2-3 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19031\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 3-4 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19032\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 3-4 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19033\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 3-4 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19041\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 4-5 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19042\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 4-5 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19043\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 4-5 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19051\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 5-6 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19052\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 5-6 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19053\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 5-6 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19061\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 6-7 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19062\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 6-7 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19063\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 6-7 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19071\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 7-8 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19072\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 7-8 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19073\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 7-8 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19081\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 8-9 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19082\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 8-9 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19083\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 8-9 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19091\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 9-10 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19092\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 9-10 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19093\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 9-10 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19101\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 10-11 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19102\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 10-11 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19103\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 10-11 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19111\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 11-12 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19112\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 11-12 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19113\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 11-12 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19121\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 12-13 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19122\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 12-13 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19123\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 12-13 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19131\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 13-14 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19132\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 13-14 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19133\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 13-14 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19141\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 14-15 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19142\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 14-15 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19143\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 14-15 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19151\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio between 15-20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19152\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented between 15-20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19153\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio between 15-20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19161\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio \u0026gt;20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E19162\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risks asset represented \u0026gt;20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E19163\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio \u0026gt;20 [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21000\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21100\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21110\u003C\/td\u003E\n \u003Ctd\u003EInterest income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21111\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Cash and cash balances with central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21112\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Financial assets held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21113\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Financial assets designated at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21114\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Available-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21115\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21116\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21117\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Derivatives - Hedge accounting, interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21119\u003C\/td\u003E\n \u003Ctd\u003EInterest income, Other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21120\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21121\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Deposits from central banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21122\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Financial liabilities held for trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21123\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Financial liabilities designated at fair value through profit or loss)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21124\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Financial liabilities measured at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21125\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Derivatives - Hedge accounting, interest rate risk)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21129\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses), (Other liabilities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21130\u003C\/td\u003E\n \u003Ctd\u003E(Expenses on share capital repayable on demand)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21199\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21200\u003C\/td\u003E\n \u003Ctd\u003EDividend income [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21210\u003C\/td\u003E\n \u003Ctd\u003EDividend income, Financial assets held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21220\u003C\/td\u003E\n \u003Ctd\u003EDividend income, Financial assets designated at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21230\u003C\/td\u003E\n \u003Ctd\u003EDividend income, Available-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21299\u003C\/td\u003E\n \u003Ctd\u003EDividend income [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21300\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21310\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21320\u003C\/td\u003E\n \u003Ctd\u003E(Fee and commission expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21399\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21400\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Gains (losses) on financial transactions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21410\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21411\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss, Available-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21412\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss, Loans and receivables including finance leases\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21413\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss, Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21414\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss, Financial liabilities measured at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21419\u003C\/td\u003E\n \u003Ctd\u003ERealised gains (losses) on financial assets and liabilities not measured at fair value through profit or loss, Other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21420\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21421\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Equity instruments and related derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21422\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Interest rate instruments and related derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21423\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Foreign exchange trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21424\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Credit risk instruments and related derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21425\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Commodities and related derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21429\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities held for trading, Other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21430\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21440\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) from hedge accounting, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21450\u003C\/td\u003E\n \u003Ctd\u003ETrading and foreign exchange results [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21499\u003C\/td\u003E\n \u003Ctd\u003ETrading and foreign exchange results [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21500\u003C\/td\u003E\n \u003Ctd\u003EExchange differences, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21600\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on derecognition of assets other than held for sale, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21800\u003C\/td\u003E\n \u003Ctd\u003EOther operating income [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21898\u003C\/td\u003E\n \u003Ctd\u003EOther net operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21899\u003C\/td\u003E\n \u003Ctd\u003EOther operating income [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E21900\u003C\/td\u003E\n \u003Ctd\u003E(Other operating expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E21999\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E22000\u003C\/td\u003E\n \u003Ctd\u003E(Total operating expenses) [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E22100\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E22110\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs), (Staff expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E22120\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs), (General and administrative expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E22200\u003C\/td\u003E\n \u003Ctd\u003E(Depreciation)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E22210\u003C\/td\u003E\n \u003Ctd\u003E(Depreciation), (Property, Plant and Equipment)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E22220\u003C\/td\u003E\n \u003Ctd\u003E(Depreciation), (Investment Properties)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E22230\u003C\/td\u003E\n \u003Ctd\u003E(Depreciation), (Intangible assets [other than goodwill])\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E22999\u003C\/td\u003E\n \u003Ctd\u003E(Total operating expenses) [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23000\u003C\/td\u003E\n \u003Ctd\u003ETotal profit (loss) before tax from continuing operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23100\u003C\/td\u003E\n \u003Ctd\u003E(Provisions) [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23199\u003C\/td\u003E\n \u003Ctd\u003E(Provisions) [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23200\u003C\/td\u003E\n \u003Ctd\u003E(Impairment) [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23210\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on financial assets not measured at fair value through profit or loss)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23211\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on financial assets not measured at fair value through profit or loss), (Financial assets measured at cost [unquoted equity])\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23212\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on financial assets not measured at fair value through profit or loss), (Available-for-sale financial assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23213\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on financial assets not measured at fair value through profit or loss), (Loans and receivables [including finance leases])\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23214\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on financial assets not measured at fair value through profit or loss), (Held to maturity investments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23220\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23221\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Property, plant and equipment)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23222\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Investment properties)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23223\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Goodwill)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23224\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Intangible assets [other than goodwill])\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23225\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Investments in associates and joint ventures accounted for using the equity method)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23229\u003C\/td\u003E\n \u003Ctd\u003E(Impairment), (Impairment on non-financial assets), (Other)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23299\u003C\/td\u003E\n \u003Ctd\u003E(Impairment) [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23300\u003C\/td\u003E\n \u003Ctd\u003ENegative goodwill immediately recognised in profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23400\u003C\/td\u003E\n \u003Ctd\u003EShare of the profit (loss) of associates and joint ventures accounted for using the equity method\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23500\u003C\/td\u003E\n \u003Ctd\u003EProfit (loss) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E23699\u003C\/td\u003E\n \u003Ctd\u003ENet value adjustments\/impairments on financial assets [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E23799\u003C\/td\u003E\n \u003Ctd\u003ENet value adjustments\/impairments on non-financial assets [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E24000\u003C\/td\u003E\n \u003Ctd\u003ETotal profit (loss) after tax from continuing operations [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E24100\u003C\/td\u003E\n \u003Ctd\u003ETax (expense) income related to profit or loss from continuing operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E24999\u003C\/td\u003E\n \u003Ctd\u003ETotal profit (loss) after tax from continuing operations [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E25000\u003C\/td\u003E\n \u003Ctd\u003ETotal profit (loss) after tax and discontinued operations [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E25100\u003C\/td\u003E\n \u003Ctd\u003EProfit (loss) after tax from discontinued operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E26000\u003C\/td\u003E\n \u003Ctd\u003EProfit (loss) attributable to equity holders of the parent\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E26100\u003C\/td\u003E\n \u003Ctd\u003EProfit (loss) attributable to minority interest\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27010\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE \u0026lt; 0\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27020\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE 0-5%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27030\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE 5-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27040\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE 10-15%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27050\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE 15-20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27060\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions with RoE \u0026gt;20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27510\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE \u0026lt; 0\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27520\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 0-5%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27530\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 5-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27540\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 10-15%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E27550\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 15-20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E27560\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE \u0026gt;20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31000\u003C\/td\u003E\n \u003Ctd\u003ETotal assets [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31005\u003C\/td\u003E\n \u003Ctd\u003ETotal assets, gross carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31010\u003C\/td\u003E\n \u003Ctd\u003ECash and cash balances with central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31020\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31021\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading, Derivatives held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31022\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading, Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31023\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31024\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31028\u003C\/td\u003E\n \u003Ctd\u003ECash and cash balances with central banks and Financial assets held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31030\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31031\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss, Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31032\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31033\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31038\u003C\/td\u003E\n \u003Ctd\u003ECash and cash balances with central banks; Financial assets held for trading and Available-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31040\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31041\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets, Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31042\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31043\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31050\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables including finance leases\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31051\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables including finance leases, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31052\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables including finance leases, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31060\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31061\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31062\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31070\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31071\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Fair value hedges\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31072\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Cash flow hedges\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31073\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Hedges of a net investment in a foreign operation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31074\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Fair value hedge of interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31075\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Cash flow hedge interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31080\u003C\/td\u003E\n \u003Ctd\u003EFair value changes of the hedged items in portfolio hedge of interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31090\u003C\/td\u003E\n \u003Ctd\u003ETangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31091\u003C\/td\u003E\n \u003Ctd\u003ETangible assets, Property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31092\u003C\/td\u003E\n \u003Ctd\u003ETangible assets, Investment property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31100\u003C\/td\u003E\n \u003Ctd\u003EIntangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31101\u003C\/td\u003E\n \u003Ctd\u003EIntangible assets, Goodwill\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31109\u003C\/td\u003E\n \u003Ctd\u003EIntangible assets, Other intangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31110\u003C\/td\u003E\n \u003Ctd\u003EInvestments in associates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31120\u003C\/td\u003E\n \u003Ctd\u003ETax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31121\u003C\/td\u003E\n \u003Ctd\u003ETax assets, Current tax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31122\u003C\/td\u003E\n \u003Ctd\u003ETax assets, Deferred tax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31130\u003C\/td\u003E\n \u003Ctd\u003EOther assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31140\u003C\/td\u003E\n \u003Ctd\u003ENon-current assets and disposal groups classified as held for sale\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31600\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31610\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (Financial assets designated at fair value through profit or loss, Available-for-sale financial assets, Loans and receivables, Held-to-maturity investments), carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31615\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances ( Loans and receivables, Available for sale and Hold to maturity), carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31620\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances, (Loans and receivables, Available for sale and Hold to maturity), gross carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31630\u003C\/td\u003E\n \u003Ctd\u003EDebt instruments (Loans and receivables, Available for sale and Hold to maturity), carrying amount including allowances for incurred but not reported losses on financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31670\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances and Debt instruments (Loans and receivables, Available for sale and Hold to maturity), carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31699\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31700\u003C\/td\u003E\n \u003Ctd\u003ETotal debt instruments [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31799\u003C\/td\u003E\n \u003Ctd\u003ETotal debt instruments [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31800\u003C\/td\u003E\n \u003Ctd\u003ETotal equity instruments including shares and other variable-yield securities [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31899\u003C\/td\u003E\n \u003Ctd\u003ETotal equity instruments including shares and other variable-yield securities [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E31909\u003C\/td\u003E\n \u003Ctd\u003EResidual assets [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E31999\u003C\/td\u003E\n \u003Ctd\u003ETotal assets [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32000\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32010\u003C\/td\u003E\n \u003Ctd\u003EDeposits from central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32020\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32021\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Derivatives held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32022\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Short positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32023\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Deposits from credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32024\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Deposits [other than from credit institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32025\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Debt certificates [including bonds intended for repurchase in short term]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32029\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading, Other financial liabilities held for trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32030\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32031\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss, Deposits from credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32032\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss, Deposits [other than from credit institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32033\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss, Debt certificates [including bonds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32034\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss, Subordinated liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32039\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss, Other financial liabilities designated at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32040\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32041\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost, Deposits from credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32042\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost, Deposits [other than from credit institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32043\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost, Debt certificates [including bonds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32044\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost, Subordinated liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32049\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost, Other financial liabilities measured at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32050\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities associated with transferred financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32060\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32061\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Fair value hedges\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32062\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Cash flow hedges\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32063\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Hedges of a net investment in a foreign operation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32064\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Fair value hedge of interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32065\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting, Cash flow hedge interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32070\u003C\/td\u003E\n \u003Ctd\u003EFair value changes of the hedged items in portfolio hedge of interest rate risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32080\u003C\/td\u003E\n \u003Ctd\u003EProvisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32081\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Restructuring\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32082\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Pending legal issues and tax litigation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32083\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Pensions and other post retirement benefit obligations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32084\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Credit commitments and guarantees\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32085\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Onerous contracts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32089\u003C\/td\u003E\n \u003Ctd\u003EProvisions, Other provisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32090\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32091\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities, Current tax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32092\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities, Deferred tax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32100\u003C\/td\u003E\n \u003Ctd\u003EOther liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32110\u003C\/td\u003E\n \u003Ctd\u003EShare capital repayable on demand\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32120\u003C\/td\u003E\n \u003Ctd\u003ELiabilities included in disposal groups classified as held for sale\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32600\u003C\/td\u003E\n \u003Ctd\u003EAmounts owned to credit institutions [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32699\u003C\/td\u003E\n \u003Ctd\u003EAmounts owed to credit institutions [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32700\u003C\/td\u003E\n \u003Ctd\u003EAmounts owned to customers other than credit institutions [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32799\u003C\/td\u003E\n \u003Ctd\u003EAmounts owed to customers (other than credit institutions) [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32800\u003C\/td\u003E\n \u003Ctd\u003ETotal debt certificates [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32899\u003C\/td\u003E\n \u003Ctd\u003ETotal debt certificates [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E32909\u003C\/td\u003E\n \u003Ctd\u003EResidual liabilities (non-IFRS and non-portfolio reporting IFRS banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E32999\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33000\u003C\/td\u003E\n \u003Ctd\u003ETotal equity [full sample]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33100\u003C\/td\u003E\n \u003Ctd\u003EIssued capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33110\u003C\/td\u003E\n \u003Ctd\u003EIssued capital, Paid in capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33120\u003C\/td\u003E\n \u003Ctd\u003EIssued capital, Unpaid capital which has been called up\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33200\u003C\/td\u003E\n \u003Ctd\u003EShare premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33300\u003C\/td\u003E\n \u003Ctd\u003EOther Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33310\u003C\/td\u003E\n \u003Ctd\u003EOther Equity, Equity component of compound financial instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33390\u003C\/td\u003E\n \u003Ctd\u003EOther Equity, Other equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33400\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33410\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Tangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33420\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Intangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33430\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Hedge of net investments in foreign operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33440\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Foreign currency translation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33450\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Cash flow hedges\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33460\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Available-for-sale financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33470\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Non-current assets or disposal groups held for sale\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33490\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences, Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33500\u003C\/td\u003E\n \u003Ctd\u003EReserves including retained earnings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33600\u003C\/td\u003E\n \u003Ctd\u003E(Treasury shares)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33700\u003C\/td\u003E\n \u003Ctd\u003EIncome from current year\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33800\u003C\/td\u003E\n \u003Ctd\u003E(Interim dividends)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33900\u003C\/td\u003E\n \u003Ctd\u003EMinority interest\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33910\u003C\/td\u003E\n \u003Ctd\u003EMinority interest, Revaluation reserves and other valuation differences\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E33990\u003C\/td\u003E\n \u003Ctd\u003EMinority interest, Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E33999\u003C\/td\u003E\n \u003Ctd\u003ETOTAL EQUITY [non-IFRS and non-portfolio reporting IFRS banks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E34000\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities and equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E35110\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments, Given\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E35120\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments, Received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E35210\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees, Given\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E35220\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees, Guarantees received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E35230\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees, Credit derivatives received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E35310\u003C\/td\u003E\n \u003Ctd\u003EOther commitments, Given to another counterparty\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E35320\u003C\/td\u003E\n \u003Ctd\u003EOther commitments, Received from another counterparty\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E35410\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments given, financial guarantees given, other commitments given to other counterparties\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36100\u003C\/td\u003E\n \u003Ctd\u003ETotal doubtful and non-performing loans [loans and debt securities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36110\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances [Past due( \u0026gt; 90 days)]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36120\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances and Debt instruments [Past due (\u0026gt; 90 days)]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36200\u003C\/td\u003E\n \u003Ctd\u003ETotal loss provisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36300\u003C\/td\u003E\n \u003Ctd\u003ETotal impaired assets [loans and debt securities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36400\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Fair value of impaired assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36410\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Fair value of impaired assets], Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36420\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Fair value of impaired assets], Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36430\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Fair value of impaired assets], Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36500\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Total net carrying amount]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36510\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Total net carrying amount], Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36520\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Total net carrying amount], Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36530\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [Total net carrying amount], Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36610\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36611\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Loans and receivables, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36612\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Loans and receivables, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36620\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36621\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Held-to-maturity investments, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36622\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Impaired assets], Held-to-maturity investments, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36650\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets ( Loans and advances) gross carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36660\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets (Debt instruments) gross carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36670\u003C\/td\u003E\n \u003Ctd\u003ETotal impaired assets (Equity and Debt instruments, Loans and advances, Other financial assets), net carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36680\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets (Loans and advances, Debt instruments) gross carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36690\u003C\/td\u003E\n \u003Ctd\u003EPast due (\u0026gt;90 days) loans and debt instruments; total gross impaired loans and debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36710\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36711\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Loans and receivables, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36712\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Loans and receivables, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36720\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36721\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Held-to-maturity investments, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36722\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for individually assessed financial assets], Held-to-maturity investments, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36810\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36811\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Loans and receivables, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36812\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Loans and receivables, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36820\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36821\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Held-to-maturity investments, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36822\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Allowances for collectively assessed financial assets], Held-to-maturity investments, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36830\u003C\/td\u003E\n \u003Ctd\u003ETotal specific allowances for individually and collectively assessed financial assets (Loans and advances)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36831\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables [Allowances for collectively assessed financial assets], of which allowances for incurred but not reported losses, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36832\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables [Allowances for collectively assessed financial assets], of which allowances for incurred but not reported losses, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36840\u003C\/td\u003E\n \u003Ctd\u003ETotal specific allowances for individually and collectively assessed financial assets (Loans and advances and Debt instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36841\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments [Allowances for collectively assessed financial assets], of which allowances for incurred but not reported losses, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36842\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments [Allowances for collectively assessed financial assets], of which allowances for incurred but not reported losses, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36850\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for individually and collectively assessed financial assets and Allowances for incurred but not reported losses on financial assets (Loan and advances and Debt instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36860\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for individually and collectively assessed financial assets and Allowances for incurred but not reported losses on financial assets (Loan and advances; Debt instruments and Equity instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36910\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36911\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Loans and receivables, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36912\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Loans and receivables, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36920\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Held-to-maturity investments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E36921\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Held-to-maturity investments, Debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E36922\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables and held-to-maturity investments [Total net carrying amount], Held-to-maturity investments, Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41000\u003C\/td\u003E\n \u003Ctd\u003ETotal own funds for solvency purposes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41100\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41110\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41111\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible capital, Paid up capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41112\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible Capital, (Own shares)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41113\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible capital, Share premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41115\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible Capital, Non-innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41116\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible Capital, Innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41119\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible capital, Other instruments eligible as capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41120\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Eligible reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41130\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Funds for general banking risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41140\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Other country specific original own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41141\u003C\/td\u003E\n \u003Ctd\u003EOther country specific original own funds - Of which Non-innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41142\u003C\/td\u003E\n \u003Ctd\u003EOther country specific original own funds - Of which Innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41143\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, Other country specific original own funds, of which Hybrid instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41150\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, (Other deductions from original own funds)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41151\u003C\/td\u003E\n \u003Ctd\u003E(Other deductions from Original Own Funds) - Of which (Excess on limits for non innovative instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41152\u003C\/td\u003E\n \u003Ctd\u003E(Other deductions from Original Own Funds) - Of which (Excess on limits for innovative instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41153\u003C\/td\u003E\n \u003Ctd\u003EOriginal own funds, (Other deductions from original own funds), of which Excess on the limits for hybrid instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41160\u003C\/td\u003E\n \u003Ctd\u003EMinority interest\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41161\u003C\/td\u003E\n \u003Ctd\u003EMinority interest - Of which Non-innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41162\u003C\/td\u003E\n \u003Ctd\u003EMinority interest - Of which Innovative instruments subject to limit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41163\u003C\/td\u003E\n \u003Ctd\u003EMinority interest, of which Hybrid instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41200\u003C\/td\u003E\n \u003Ctd\u003EAdditional own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41210\u003C\/td\u003E\n \u003Ctd\u003EAdditional own funds, Core additional own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41211\u003C\/td\u003E\n \u003Ctd\u003ECore Additional Own Funds - Of which Excess on limits for original own funds transferred to core additional own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41220\u003C\/td\u003E\n \u003Ctd\u003EAdditional own funds, Supplementary additional own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41230\u003C\/td\u003E\n \u003Ctd\u003EAdditional own funds, (Deductions from additional own funds)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41300\u003C\/td\u003E\n \u003Ctd\u003E(Deductions from original and additional own funds)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41400\u003C\/td\u003E\n \u003Ctd\u003ETotal original own funds for general solvency purposes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41500\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds for general solvency purposes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41600\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds specific to cover market risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E41700\u003C\/td\u003E\n \u003Ctd\u003E(Deductions from total own funds)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E41810\u003C\/td\u003E\n \u003Ctd\u003EMemorandum items, IRB provision excess (shortfall)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42000\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42010\u003C\/td\u003E\n \u003Ctd\u003ETotal original own funds for general solvency purposes excluding hybrid instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42100\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42105\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42110\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42111\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Central governments or central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42112\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Regional governments or local authorities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42113\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Administrative bodies and non-commercial undertakings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42114\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Multilateral Development Banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42115\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, International Organisations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42116\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42117\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42118\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42119\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Secured by real estate property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42120\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Past due items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42121\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Items belonging to regulatory high-risk categories\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42122\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42123\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Short-term claims on institutions and corporate\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42124\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Collective investments undertakings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42129\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA exposure classes, Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42130\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42131\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42132\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42133\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42134\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42135\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42139\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], IRB exposure classes, Other non-credit obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42140\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA], SA Securitization positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42155\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42160\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42161\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Foundation IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42162\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Foundation IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42163\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Foundation IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42170\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42171\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Advanced IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42172\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Advanced IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42173\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Advanced IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42174\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Advanced IRB Approach, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42180\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42190\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Securitization positions IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42195\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Standardised approach [SA] and Internal ratings based approach [IRB], Securitisation positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42199\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit and dilution risks and free deliveries, Internal ratings based Approach [IRB], Other non credit-obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42200\u003C\/td\u003E\n \u003Ctd\u003ESettlement\/delivery risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42300\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42310\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under standardised approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42311\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under standardised approaches, Traded debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42312\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under standardised approaches, Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42313\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under standardised approaches, Foreign Exchange\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42314\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under standardised approaches, Commodities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42320\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks, Position, foreign exchange and commodity risks under internal models\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42400\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42410\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks, Basic indicator approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42420\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks, Standardised\/Alternative Standardised approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42430\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks, Advanced measurement approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42900\u003C\/td\u003E\n \u003Ctd\u003EOther and transitional capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42910\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Other and transitional capital requirements, Complements to overall floor for Capital Requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E42915\u003C\/td\u003E\n \u003Ctd\u003EOther and transitional capital requirements, Complements to overall floor for Capital Requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E42990\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Other and transitional capital requirements, Other own funds requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E43100\u003C\/td\u003E\n \u003Ctd\u003ECredit risk [number of institutions by approach], Standardised Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E43200\u003C\/td\u003E\n \u003Ctd\u003ECredit risk [number of institutions by approach], Foundation Internal ratings based Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E43300\u003C\/td\u003E\n \u003Ctd\u003ECredit risk [number of institutions by approach], Advanced Internal ratings based Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E43400\u003C\/td\u003E\n \u003Ctd\u003ETotal number of institutions (using one or more of the credit risk approaches)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E44100\u003C\/td\u003E\n \u003Ctd\u003EMarket risk [number of institutions by approach], Standardised Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E44200\u003C\/td\u003E\n \u003Ctd\u003EMarket risk [number of institutions by approach], Internal Models\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E44300\u003C\/td\u003E\n \u003Ctd\u003ETotal number of institutions (using one or more of the market risk approaches)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E45100\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements, operational risk [number of institutions by approach], Basic Indicator Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E45200\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements, operational risk [number of institutions by approach], Standardised Approach \/ Alternative Standardised\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E45300\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements, operational risk [number of institutions by approach], Advanced Measurement Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E45400\u003C\/td\u003E\n \u003Ctd\u003ETotal number of institutions (using one or more of the operational risk approaches)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46110\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026lt;8% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46120\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 8-10% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46130\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 10-12% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46140\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 12-14% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46150\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026gt;14% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46210\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026lt;8% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46220\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 8-10% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46230\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 10-12% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46240\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 12-14% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46250\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026gt;14% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46310\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026lt;8% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46320\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 8-10% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46330\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 10-12% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E46340\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio 12-14% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E46350\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio \u0026gt;14% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47110\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026lt;4% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47120\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 4-6% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47130\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 6-8% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47140\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 8-12% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47150\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026gt;12% [number of institutions]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47210\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026lt;4% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47220\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 4-6% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47230\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 6-8% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47240\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 8-12% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47250\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026gt;12% [capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47310\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026lt;4% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47320\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 4-6% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47330\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 6-8% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E47340\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio 8-12% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E47350\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio \u0026gt;12% [assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48100\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48105\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48110\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48111\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Central governments or central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48112\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Regional governments or local authorities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48113\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Administrative bodies and non-commercial undertakings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48114\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Multilateral Development Banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48115\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, International Organisations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48116\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48117\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48118\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48119\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Secured by real estate property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48120\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Past due items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48121\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Items belonging to regulatory high-risk categories\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48122\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48123\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Short-term claims on institutions and corporate\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48124\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Collective investments undertakings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48129\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA exposure classes, Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48130\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48131\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48132\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48133\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48134\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48135\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48139\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], IRB exposure classes, Other non-credit obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48140\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Standardised approach [SA], SA Securitization positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48155\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48160\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48161\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48162\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48163\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48170\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48171\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48172\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48173\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48174\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48180\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48190\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Securitization positions IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48199\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Total exposures to credit, counterparty credit and dilution risks and free deliveries [post-ccf, post-crm], Internal ratings based Approach [IRB], Other non credit-obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48200\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48205\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Standardised approach [SA]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48210\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Standardised approach [SA], SA exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48211\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Central governments or central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48212\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Regional governments or local authorities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48213\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Administrative bodies and non-commercial undertakings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48214\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Multilateral Development Banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48215\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes International Organisations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48216\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48217\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48218\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48219\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Secured by real estate property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48220\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Past due items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48221\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Items belonging to regulatory high-risk categories\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48222\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48223\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Short-term claims on institutions and corporate\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48224\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Collective investments undertakings (CIU)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48229\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - SA exposure classes Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48230\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Standardised approach [SA], IRB exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48231\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48232\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48233\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48234\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48235\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48239\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm] - Standardised approach [SA] - IRB exposure classes Other non-credit obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48240\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Standardised approach [SA], SA Securitization positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48255\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48260\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48261\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48262\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48263\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48264\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Foundation IRB Approach, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48270\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48271\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48272\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48273\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48274\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Advanced IRB Approach, Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48280\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48290\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Securitization positions IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48299\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures to credit risks [pre-ccf, pre-crm], Internal ratings based Approach [IRB], Other non credit-obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48300\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48305\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Standardised approach [SA]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48310\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Standardised approach [SA], SA exposure classes\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48340\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Standardised approach [SA], SA Securitization positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48355\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48360\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB], Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48361\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Foundation IRB Approach Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48362\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Foundation IRB Approach Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48363\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Foundation IRB Approach Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48364\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Foundation IRB Approach Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48370\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB], Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48371\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Advanced IRB Approach Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48372\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Advanced IRB Approach Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48373\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Advanced IRB Approach Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48374\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions - Internal ratings based Approach [IRB] - Advanced IRB Approach Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48380\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB], Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48390\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB], Securitization positions IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48399\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions, Internal ratings based Approach [IRB], Other non credit-obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48400\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach, Expected loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48460\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach, Expected loss, Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48461\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Foundation IRB Approach Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48462\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Foundation IRB Approach Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48463\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Foundation IRB Approach Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48464\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Foundation IRB Approach Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48470\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach, Expected loss, Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48471\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Advanced IRB Approach Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48472\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Advanced IRB Approach Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48473\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Advanced IRB Approach Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48474\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach - Expected loss - Advanced IRB Approach Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48480\u003C\/td\u003E\n \u003Ctd\u003EInternal ratings based Approach, Expected loss, Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48510\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average probability of default\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48516\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average probability of default, Foundation IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48517\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average probability of default, Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48518\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average probability of default, Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48520\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average loss given default\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48527\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average loss given default, Advanced IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E48528\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted average loss given default, Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E48531\u003C\/td\u003E\n \u003Ctd\u003E[only for 2009 reporting scheme, including data for end-2008] Internal ratings based Approach, Exposure weighted maturity value [days]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49000\u003C\/td\u003E\n \u003Ctd\u003ENumber of large exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49100\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and pre-credit risk provisioning\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49110\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and pre-credit risk provisioning; Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49120\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and pre-credit risk provisioning; Derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49130\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and pre-credit risk provisioning; Off-balance sheet\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49140\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and pre-credit risk provisioning; Indirect exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49200\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and after credit risk provisioning\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49210\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and after credit risk provisioning; Banking Book\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49220\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures pre-CRM and after credit risk provisioning [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49300\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures after CRM and after application of exemptions and weighting\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E49310\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures after CRM and after application of exemptions and weighting; Banking book\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E49320\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures after CRM and after application of exemptions and weighting [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E50001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total non-performing and doubtful loans (net of provisions) per total own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E50002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total non-performing and doubtful loans (gross) per total own funds [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E50003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total non-performing and doubtful loans per total loans and advances [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E50004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Provisioning (stock) per total non-performing and doubtful loans [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E50005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Provisioning (stock) per total loans and advances [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Cash and balances per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total debt securities including fixed-income securities issued by other borrowers per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total debt securities including fixed-income securities issued by public bodies per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total debt securities including fixed-income securities [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Loans and advances to customers per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51006\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liquid asset ratio 1 (cash and t-bills) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51007\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liquid asset ratio 2 (ratio 1 plus loans to credit institutions) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51008\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liquid asset ratio 3 (ratio 2 plus debt securities by public bodies) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51009\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Loans and advances to credit institutions per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51010\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other assets per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Shares and participating interests per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tangible assets and intangibles per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E51013\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Treasury bills per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E51014\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Liquid asset ratio (cash and loans to credit institutions) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E52001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Cost-to-income per total operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E53001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Administrative cost per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E53002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating charges (value adjustments and specific taxes) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E53003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total operating expenses per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E53004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Staff costs per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E54001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Administrative costs per total costs [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E54002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating charges (excl.value adjustments and specific taxes) per total costs [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E54003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Staff costs per total costs [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E55001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fees and commissions (net) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E55002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net interest income per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E55003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Interest payable per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E55004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Interest receivable per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E55005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net non-interest income per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E55006\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total operating income per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E55007\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating income per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E55008\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Trading and forex results per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E56001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fees and commissions (net) per total operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E56002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net interest income per operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E56003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net non-interest income per operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E56004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other operating income per operating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E56005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Trading and forex results peroperating income [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E57001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Amounts owed to customers (deposit) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E57002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Amounts owed to credit institutions per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E57003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Debt evidence by certificates per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E57004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Fund for general banking risks per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E57005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Subordinated liabilities per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E57006\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Equity per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E57007\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Accruals and other liabilities per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E57008\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other liabilities per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E57009\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profit or loss for the financial year per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E57010\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Provisions for liabilities and charges (stock) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E58001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Credit lines per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E58002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Guaranties and other commitments per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E58003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Derivatives ratio indicator [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E59001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Extraordinary items (net) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E59002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Net increase of funds for general banking risks per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E59003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Specific provisions per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E59004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Operating profits per total assets (Profit I) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E59005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profits II (after provisions, before tax and extraordinary items) per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E59006\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profit III (after provisions, before tax and extraordinary items) per own funds (ROE) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E59007\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Profit III (after provisions, before tax and extraordinary items) per total assets (ROA) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E59008\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tax charges per total assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for equities, eligible amounts per total own funds requirement under capital adequacy directive, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60002\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for forein exchange risk, eligible amounts per total own funds requirement under capital adequacy directive, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60003\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Other own funds requirements, eligible amounts per total own funds requirement under capital adequacy directive, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60004\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Own funds requirement for traded debt instruments, eligible amounts per total own funds requirement under capital adequacy directive, eligible amounts [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60005\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk weighted off-balance-sheet items per total risk-adjusted assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60006\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Risk weighted assets per total risk-adjusted assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60007\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Overall solvency ratio indicator [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60008\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio between 7% and 8% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60009\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio between 8% and 9% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60010\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio between 9% and 10% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60011\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio between 10% and 11% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60012\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio between 11% and 13% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60013\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio above 13% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60014\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Share of risk adjusted assets of banks with overall solvency ratio below 7% [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E60015\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Tier 1 ratio indicator [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E60016\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Trading book (risk-adjusted) per total risk-adjusted assets [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E61000\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total assets of domestically owned banks (% of total national banking sector assets) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E62001\u003C\/td\u003E\n \u003Ctd\u003E[old CBD reporting scheme] Total assets of domestic credit institutions (percentage of total assets of all domestic credit institutions) [used until 2008 including data up to end-2007]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72001\u003C\/td\u003E\n \u003Ctd\u003EOperating profits per total assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72002\u003C\/td\u003E\n \u003Ctd\u003ETotal profit before tax from continuing operations [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72003\u003C\/td\u003E\n \u003Ctd\u003EReturn on equity [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72004\u003C\/td\u003E\n \u003Ctd\u003EReturn on assets [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72005\u003C\/td\u003E\n \u003Ctd\u003E(Provisions) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72006\u003C\/td\u003E\n \u003Ctd\u003E(Impairment) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72007\u003C\/td\u003E\n \u003Ctd\u003E(Impairment of which Impairment on financial assets not measured at fair value through profit or loss) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72009\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) equity (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72010\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) regulatory capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72011\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72100\u003C\/td\u003E\n \u003Ctd\u003ECost-to-income ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72101\u003C\/td\u003E\n \u003Ctd\u003ECost-income ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72200\u003C\/td\u003E\n \u003Ctd\u003ETotal operating expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72211\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72212\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72220\u003C\/td\u003E\n \u003Ctd\u003EDepreciation [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72311\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72312\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72320\u003C\/td\u003E\n \u003Ctd\u003EDepreciation [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72400\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72410\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72411\u003C\/td\u003E\n \u003Ctd\u003EInterest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72412\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72420\u003C\/td\u003E\n \u003Ctd\u003EDividend income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72421\u003C\/td\u003E\n \u003Ctd\u003ETotal impairment on financial assets not measured at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72430\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72440\u003C\/td\u003E\n \u003Ctd\u003EGains losses on financial transactions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72441\u003C\/td\u003E\n \u003Ctd\u003ERealised gains and losses on financial assets and liabilities not measured at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72442\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets held for trading and liabilities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72443\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets and liabilities at fair value through profit and loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72450\u003C\/td\u003E\n \u003Ctd\u003ETrading and foreign exchange results [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72460\u003C\/td\u003E\n \u003Ctd\u003ENet non-interest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72490\u003C\/td\u003E\n \u003Ctd\u003EOther net operating income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72510\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72511\u003C\/td\u003E\n \u003Ctd\u003EInterest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72512\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72513\u003C\/td\u003E\n \u003Ctd\u003ENet interest income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72520\u003C\/td\u003E\n \u003Ctd\u003EDividend income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72521\u003C\/td\u003E\n \u003Ctd\u003ETotal impairment on financial assets not measured at fair value through profit or loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72522\u003C\/td\u003E\n \u003Ctd\u003ENet income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72523\u003C\/td\u003E\n \u003Ctd\u003EImpairments on financial assets to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72524\u003C\/td\u003E\n \u003Ctd\u003EDividend income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72530\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72531\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72540\u003C\/td\u003E\n \u003Ctd\u003EGains losses on financial transactions [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72541\u003C\/td\u003E\n \u003Ctd\u003ERealised gains and losses on financial assets and liabilities not measured at fair value through profit or loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72542\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets held for trading and liabilities [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72543\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets and liabilities at fair value through profit and loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72544\u003C\/td\u003E\n \u003Ctd\u003ENet realised gains (losses) on financial assets and liabilities not measured at fair value through profit and loss to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72545\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities held for trading to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72546\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities designated at fair value through profit or loss to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72560\u003C\/td\u003E\n \u003Ctd\u003ENet non-interest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E72590\u003C\/td\u003E\n \u003Ctd\u003EOther net operating income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E72591\u003C\/td\u003E\n \u003Ctd\u003ENet other operating income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73002\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73003\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and available-for-sale assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73004\u003C\/td\u003E\n \u003Ctd\u003EInterbank market dependence [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73005\u003C\/td\u003E\n \u003Ctd\u003EFunding base stability ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73006\u003C\/td\u003E\n \u003Ctd\u003ELoan-to-deposit ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73007\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73008\u003C\/td\u003E\n \u003Ctd\u003ECash, trading, and AFS assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73101\u003C\/td\u003E\n \u003Ctd\u003ECash and cash balances with central banks [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73102\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73103\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73104\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73105\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables including finance leases [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73106\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73107\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73108\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73111\u003C\/td\u003E\n \u003Ctd\u003EInvestments in associates, subsidiaries and joint ventures [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73151\u003C\/td\u003E\n \u003Ctd\u003ECash ratio [% of cash and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73152\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets [% of cash, trading assets and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73153\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and available-for-sale assets [% of cash, trading, available-for-sale assets and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73160\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73161\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (excluding Trading book) to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73170\u003C\/td\u003E\n \u003Ctd\u003ETotal debt instruments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73180\u003C\/td\u003E\n \u003Ctd\u003ETotal equity instruments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73190\u003C\/td\u003E\n \u003Ctd\u003EOther residual assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73191\u003C\/td\u003E\n \u003Ctd\u003ETangible and intangible assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73201\u003C\/td\u003E\n \u003Ctd\u003EDeposits from central banks [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73202\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73203\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73204\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73205\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities associated with transferred financial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73206\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73208\u003C\/td\u003E\n \u003Ctd\u003EProvisions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73260\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits from credit institutions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73270\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits other than from credit institutions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73279\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits - other than from credit institutions [% of total assets from non-portfolio reporting IFRS]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73280\u003C\/td\u003E\n \u003Ctd\u003ETotal debt certificates including bonds [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73281\u003C\/td\u003E\n \u003Ctd\u003ECustomer deposits to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73282\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital to (total assets - intangible assets) (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73283\u003C\/td\u003E\n \u003Ctd\u003EDebt securities to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73284\u003C\/td\u003E\n \u003Ctd\u003EDeposits from credit institutions to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73285\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading to total liabilities and equity (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73286\u003C\/td\u003E\n \u003Ctd\u003EDebt-to-equity ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73290\u003C\/td\u003E\n \u003Ctd\u003EOther residual liabilities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73300\u003C\/td\u003E\n \u003Ctd\u003ETotal equity [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73301\u003C\/td\u003E\n \u003Ctd\u003EEquity to total liabilities and equity (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73309\u003C\/td\u003E\n \u003Ctd\u003ETangible Equity [% of tangible total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73310\u003C\/td\u003E\n \u003Ctd\u003EIssued capital [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73340\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73350\u003C\/td\u003E\n \u003Ctd\u003EReserves including retained earnings [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73370\u003C\/td\u003E\n \u003Ctd\u003EIncome from current year [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73390\u003C\/td\u003E\n \u003Ctd\u003EMinority interest [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73400\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73461\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments given [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73462\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees and other commitments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73463\u003C\/td\u003E\n \u003Ctd\u003EOff-balance sheet items to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73601\u003C\/td\u003E\n \u003Ctd\u003ENet impaired debt after allowances [% of carrying amount of debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73602\u003C\/td\u003E\n \u003Ctd\u003ENet impaired loans and advances after allowances [% of carrying amount of loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73603\u003C\/td\u003E\n \u003Ctd\u003ENet impaired loans, debt instruments and loans and advances after allowances [% of carrying amount of debt instruments, loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73604\u003C\/td\u003E\n \u003Ctd\u003ENet impaired loans, debt instruments and loans and advances after allowances [% of own funds for solvency purposes]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73605\u003C\/td\u003E\n \u003Ctd\u003EGross impaired debt instruments [% of carrying amount of debt instruments incl allowances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73606\u003C\/td\u003E\n \u003Ctd\u003EGross impaired loans and advances [% of carrying amount of loans and advances incl allowances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73607\u003C\/td\u003E\n \u003Ctd\u003EGross impaired loans, debt instruments and loans and advances [% of carrying amount of debt instruments, loans and advances incl allowances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73608\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt instruments [% of gross impaired debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73609\u003C\/td\u003E\n \u003Ctd\u003EAllowances for loans [% of gross amount of impaired loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73610\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt instruments and loans [% of gross amount of debt instruments, impaired loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73611\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt instruments [% of total debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73612\u003C\/td\u003E\n \u003Ctd\u003EAllowances for loans and advances [% of total loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73613\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt instruments and loans and advances [% of total debt instruments and total loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73614\u003C\/td\u003E\n \u003Ctd\u003EGross total doubtful and non-performing loans [% of total debt instruments and total loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73615\u003C\/td\u003E\n \u003Ctd\u003EGross total doubtful and non-performing loans [% of total own funds for solvency purposes]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73616\u003C\/td\u003E\n \u003Ctd\u003ENet total doubtful and non-performing loans [% of total own funds for solvency purposes]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73617\u003C\/td\u003E\n \u003Ctd\u003ETotal loss provisions [% of total gross doubtful and non-performing loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73618\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired equity instruments [% of total net carrying amount of available-for-sale equity instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73619\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired debt instruments [% of total net carrying amount of available-for-sale debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73620\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired loans and advances [% of total net carrying amount of available-for-sale loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73621\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired loans and advances [% of total net carrying amount of available-for-sale assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73622\u003C\/td\u003E\n \u003Ctd\u003EPast due (\u0026gt;90 days) loans to total loans and advances (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73623\u003C\/td\u003E\n \u003Ctd\u003EPast due (\u0026gt;90 days) loans and debt instruments to total loans and debt instruments (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73624\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio (specific allowances for loans to total gross impaired loans)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73625\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio (specific allowances for loans and debt instruments to total gross impaired loans and debt instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73626\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio (all allowances for loans and debt instruments to total gross impaired loans and debt instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73627\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and past due (\u0026gt;90 days) loans to total loans (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73628\u003C\/td\u003E\n \u003Ctd\u003EImpaired financial assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E73629\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt instruments to total debt instruments (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E73630\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairments on financial assets to total (gross) assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74001\u003C\/td\u003E\n \u003Ctd\u003EOverall solvency ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74002\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74003\u003C\/td\u003E\n \u003Ctd\u003ECapital buffer [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74004\u003C\/td\u003E\n \u003Ctd\u003EMinimum Regulatory Capital (MRC) for total exposures to credit, counterparty credit and dilution risks and free deliveries (post-CCF and post-CRM) [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74005\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio (excluding hybrid instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74006\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74007\u003C\/td\u003E\n \u003Ctd\u003ETotal capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74140\u003C\/td\u003E\n \u003Ctd\u003ETotal original own funds for general solvency purposes [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74150\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds for general solvency purposes [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74160\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds for specific to cover market risks [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74170\u003C\/td\u003E\n \u003Ctd\u003EDeductions from total own funds [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74200\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weights for credit risk [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74210\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit, dilution and delivery risks [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74211\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit, dilution and delivery risks - Standardised approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74212\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit, dilution and delivery risks - Standardised approach - Securitisation position [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74213\u003C\/td\u003E\n \u003Ctd\u003EStandardised approach capital requirements of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74214\u003C\/td\u003E\n \u003Ctd\u003ECredit risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74216\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit, dilution and delivery risks - Internal ratings based approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74217\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for credit, counterparty credit, dilution and delivery risks - Internal ratings based approach - Securitisation position [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74218\u003C\/td\u003E\n \u003Ctd\u003EIRB approach capital requirements of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74219\u003C\/td\u003E\n \u003Ctd\u003ESecuritisation (SA) capital requirements and Securitization positions IRB of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74220\u003C\/td\u003E\n \u003Ctd\u003ESettlement\/delivery risk [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74221\u003C\/td\u003E\n \u003Ctd\u003ESettlement and delivery risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74230\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74231\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks - Standardised approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74232\u003C\/td\u003E\n \u003Ctd\u003EMarket risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74236\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for position, foreign exchange and commodity risks - Internal ratings based approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74240\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74241\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks - Basic Indicator Approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74242\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks - Standardised Approach\/Alternative Standardised [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74243\u003C\/td\u003E\n \u003Ctd\u003ETotal capital requirements for operational risks - Advanced Measurement Approach [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74244\u003C\/td\u003E\n \u003Ctd\u003EOperational risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74260\u003C\/td\u003E\n \u003Ctd\u003EOther capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74290\u003C\/td\u003E\n \u003Ctd\u003EOther capital requirements [% of capital requirements]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74305\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Standardised approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74360\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Foundation Internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74370\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Advanced Internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74401\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Central governments and central banks [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74402\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Institutions [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74403\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Corporates [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74404\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Retail [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74440\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Securitisation positions [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74505\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74560\u003C\/td\u003E\n \u003Ctd\u003EFoundation Internal Ratings-Based Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74570\u003C\/td\u003E\n \u003Ctd\u003EAdvanced Internal Ratings-Based Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74601\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach for Market Risk [% of Total capital requirements for position, foreign exchange and commodity risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74602\u003C\/td\u003E\n \u003Ctd\u003EInternal Models for Market Risk [% of Total capital requirements for position, foreign exchange and commodity risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74701\u003C\/td\u003E\n \u003Ctd\u003EBasic Indicator Approach for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74702\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach \/ Alternative Standardised for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74703\u003C\/td\u003E\n \u003Ctd\u003EAdvanced Measurement Approach for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74801\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio \u0026lt; 8%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74802\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 8%-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74803\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 10%-12%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E74810\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 12%-14%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E74820\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio \u0026gt; 14%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75001\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Impaired loans to total loans ratio and Tier 1 capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75002\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Impaired loans to total loans ratio and Past due (\u0026gt;90 days) loans to total loans and advances ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75003\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Past due (\u0026gt;90 days) loans to total loans and advances ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75004\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Return on (average) equity ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75005\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Cash, trading, and AFS assets to total assets ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75006\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Past due (\u0026gt;90 days) loans to total loans and advances ratio and Deposits from credit institutions to total liabilities ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75007\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Deposits from credit institutions to total liabilities ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75008\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Cash, trading, and AFS assets to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75009\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Return on (average) assets ratio and Financial assets held for trading to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75010\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Loans and advances (excl. Trading book) to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75011\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Off-balance sheet items to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75012\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Cash, trading, and AFS assets to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75013\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Financial assets held for trading to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003E75014\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Loans and advances (excl. Trading book) to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003E75015\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Off-balance sheet items to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA0000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL ASSETS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA0010\u003C\/td\u003E\n \u003Ctd\u003ECash, cash balances at central banks and other demand deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1000\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1100\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1111\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - On demand [call] and short notice [current account]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1112\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Credit card debt\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1113\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Trade receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1114\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Finance leases\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1115\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Reverse repurchase loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1116\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Other term loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1117\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - Advances that are not loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1120\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - other than loans on demand\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1121\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - other than loans on demand - of which mortgage loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1131\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - of which mortgage loans [Loans collateralised by immovable property]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1132\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - of which other collateralised loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1133\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - of which project finance loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1134\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - of which credit for consumption\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1135\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances - of which lending for house purchase\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1140\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (excluding cash balances at central banks and other demand deposits)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1200\u003C\/td\u003E\n \u003Ctd\u003EDebt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1210\u003C\/td\u003E\n \u003Ctd\u003EDebt securities - of which covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1220\u003C\/td\u003E\n \u003Ctd\u003EDebt securities - of which asset back securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1230\u003C\/td\u003E\n \u003Ctd\u003EDebt securities - of which at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1300\u003C\/td\u003E\n \u003Ctd\u003EEquity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1301\u003C\/td\u003E\n \u003Ctd\u003EEquity instruments (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1400\u003C\/td\u003E\n \u003Ctd\u003EDerivatives - assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1401\u003C\/td\u003E\n \u003Ctd\u003EDerivatives - assets (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1410\u003C\/td\u003E\n \u003Ctd\u003EDerivatives (assets) - trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1420\u003C\/td\u003E\n \u003Ctd\u003EDerivatives (assets) - hedge accounting\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA1800\u003C\/td\u003E\n \u003Ctd\u003EDebt instruments (Loans and advances and Debt securities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA1900\u003C\/td\u003E\n \u003Ctd\u003EOther financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA2110\u003C\/td\u003E\n \u003Ctd\u003EFair value changes of the hedged items in portfolio hedge of interest rate risk - assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA2120\u003C\/td\u003E\n \u003Ctd\u003EInvestments in associates, subsidiaries and joint ventures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA3000\u003C\/td\u003E\n \u003Ctd\u003ETangible and intangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA3100\u003C\/td\u003E\n \u003Ctd\u003ETangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA3200\u003C\/td\u003E\n \u003Ctd\u003EIntangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA4000\u003C\/td\u003E\n \u003Ctd\u003ETax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA4100\u003C\/td\u003E\n \u003Ctd\u003ETax assets - Current tax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA4200\u003C\/td\u003E\n \u003Ctd\u003ETax assets - Deferred tax assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6110\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Assets which meet the requirements of articles 416 and 417 of CRR - Value according to Article 418 of CRR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6120\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Assets which meet the requirements of articles 416 and 417 of CRR - Amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6130\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Assets which meet the requirements of articles 416 and 417 of CRR - Undrawn amount of line\/Value according to Article 418 of CRR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6140\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Amount of exposure to central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6150\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Value according to Article 418 of CRR - transferable assets representing claims on or guaranteed by the central government of a Member State, on a region with fiscal autonomy to raise and collect taxes, or of a third country in the domesti\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6160\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Value according to Article 418 of CRR - transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6170\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - Value according to Article 418 of CRR - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6210\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6220\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6230\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds - Withdrawable central bank reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6240\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds - Central bank assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6250\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds - Central government assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6260\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Other liquid assets which can be included in the category of Central Bank exposures or Publically Guaranteed exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6270\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 1 extremely high quality covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6280\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 2A assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6290\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets - TOTAL UNADJUSTED LIQUID ASSETS - Total unadjusted LEVEL 2B assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6310\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Liquidity buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6320\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Net liquidity outflow\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6400\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - unadjusted\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6401\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - unadjusted - cash, reserves and central bank assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6403\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - unadjusted - other L1 securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6404\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - unadjusted - EHCQB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6410\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 asset collaterals and secured cash adjustments for 30 days outflows and inflows\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6420\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - adjusted amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6421\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - adjusted amount, excluding EHQCB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6422\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 1 assets - adjusted amount, EHQCB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6500\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 2 assets - unadjusted\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6510\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 2 asset collaterals adjustments for 30 days outflows and inflows\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6520\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Level 2 assets - adjusted amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6521\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE-Level 2 assets -adjusted amount, Level 2A\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6522\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE-Level 2 assets -adjusted amount, Level 2B\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6600\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - Excess liquidity asset amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA6700\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - total outflows\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA6800\u003C\/td\u003E\n \u003Ctd\u003ELIQUIDITY COVERAGE - reduction for inflow\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7100\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7110\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Central bank assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7120\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Liquid assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7130\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Securities other than liquid assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7140\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7141\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Loans - of which: residential mortgages\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7150\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Interdependent assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7160\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Assets within a group or an IPS if subject to preferential treatment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7170\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7180\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Contributions to CCP default fund\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA7190\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA7200\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Required stable funding - Off-balance sheet items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA9100\u003C\/td\u003E\n \u003Ctd\u003EOther assets (other than cash, financial assets,fair value changes, investments, tangibles, intangibles, tax assets and assets classified as held for sale)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA9200\u003C\/td\u003E\n \u003Ctd\u003ENon-current assets and disposal groups classified as held for sale\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA9300\u003C\/td\u003E\n \u003Ctd\u003EOther assets (other than loans and advances, debt securities and equity instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA9400\u003C\/td\u003E\n \u003Ctd\u003EResidual assets (other than cash, loans and advances, debt securities and equity instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EA9500\u003C\/td\u003E\n \u003Ctd\u003EHaircuts for trading assets at fair value\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EA9600\u003C\/td\u003E\n \u003Ctd\u003EOther assets (other than cash, cash balances at central banks and other demand deposits, derivatives, equity instruments, debt securities, loans and advances, investments in subsidiaries, joint ventures and associates and intangible assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ001\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 1 assets - total\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ002\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 2 assets - total\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ003\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 3 assets - total\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ011\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 1 assets - derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ012\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 1 assets - equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ013\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 1 assets - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ014\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 1 assets - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ021\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 2 assets - derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ022\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 2 assets - equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ023\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 2 assets - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ024\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 2 assets - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ031\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 3 assets - derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ032\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 3 assets - equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ033\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 3 assets - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ034\u003C\/td\u003E\n \u003Ctd\u003EFV hierarchy - Level 3 assets - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ100\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances subject to impairment review\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ110\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances subject to impairment review - collateralised by immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EAQ120\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances subject to impairment review - credit for consumption\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EAQ130\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances subject to impairment review - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1110\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE \u0026lt; 0\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1120\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE 0-5%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1130\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE 5-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1140\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE 10-15%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1150\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE 15-20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1160\u003C\/td\u003E\n \u003Ctd\u003ENo. of institutions with RoE \u0026gt;20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1210\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE \u0026lt; 0\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1220\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 0-5%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1230\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 5-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1240\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 10-15%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED1250\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE 15-20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED1260\u003C\/td\u003E\n \u003Ctd\u003E% of total banking assets of institutions with RoE \u0026gt;20%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3130\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Solvency ratio (%) \u0026lt; 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3140\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Solvency ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3150\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Solvency ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3160\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Solvency ratio (%) 16 - 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3170\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Solvency ratio (%) \u0026gt; 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3230\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Solvency ratio (%) \u0026lt; 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3240\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Solvency ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3250\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Solvency ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3260\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Solvency ratio (%) 16 - 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3270\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Solvency ratio (%) \u0026gt; 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3330\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Solvency ratio (%) \u0026lt; 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3340\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Solvency ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3350\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Solvency ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED3360\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Solvency ratio (%) 16 - 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED3370\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Solvency ratio (%) \u0026gt; 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4120\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Tier 1 ratio (%) \u0026lt; 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4125\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Tier 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4140\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Tier 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4150\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Tier 1 ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4160\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Tier 1 ratio (%) \u0026gt; 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4220\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Tier 1 ratio (%) \u0026lt; 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4225\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Tier 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4240\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Tier 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4250\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Tier 1 ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4260\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Tier 1 ratio (%) \u0026gt; 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4320\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Tier 1 ratio (%) \u0026lt; 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4325\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Tier 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4340\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Tier 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED4350\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Tier 1 ratio (%) 12-16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED4360\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Tier 1 ratio (%) \u0026gt;16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5110\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity tier 1 ratio (%) \u0026lt; 4\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5115\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity tier 1 ratio (%) 4 - 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5125\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity ties 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5130\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity tier 1 ratio (%) \u0026lt;= 10\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5140\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity ties 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5150\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity ties 1 ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5160\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity ties 1 ratio (%) \u0026gt; 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5170\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity tier 1 ratio (%) between 10 - 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5180\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Core equity tier 1 ratio (%) \u0026gt; 20\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5210\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) \u0026lt; 4\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5215\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) 4 - 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5225\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5240\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5250\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5260\u003C\/td\u003E\n \u003Ctd\u003ETotal assets - Core equity tier 1 ratio (%) \u0026gt; 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5310\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) \u0026lt; 4\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5315\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) 4 - 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5325\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) 6 - 8\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5340\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) 8 - 12\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED5350\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) 12 - 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED5360\u003C\/td\u003E\n \u003Ctd\u003ECapital requirements - Core equity tier 1 ratio (%) \u0026gt; 16\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED7110\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Leverage ratio (%) \u0026lt;= 3\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED7120\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Leverage ratio (%) between 3 - 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED7130\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Leverage ratio (%) \u0026gt; 6\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED8110\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Liquidity coverage ratio (%) \u0026lt;= 100\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ED8120\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Liquidity coverage ratio (%) between 100 - 150\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ED8130\u003C\/td\u003E\n \u003Ctd\u003ENumber of institutions - Liquidity coverage ratio (%) \u0026gt; 150\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT \/ TOTAL EXPOSURES\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE0010\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - total\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0020\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposure - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE0030\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0035\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - loans and advances (excluding cash balances at central banks and other demand deposits)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE0036\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - loans and advances (excluding cash balances at central banks and other demand deposits) - collateralised by immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0037\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - loans and advances (excluding cash balances at central banks and other demand deposits) - credit for consumption\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE0038\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - loans and advances (excluding cash balances at central banks and other demand deposits) - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0040\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - off-balance sheet exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE0050\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE0060\u003C\/td\u003E\n \u003Ctd\u003EAmount of exposures - Cash balances at central banks and other demand deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE1000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL EXPOSURES FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE1010\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures collateralised by immovable residential property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE1020\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures collateralised by immovable commercial property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE1100\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Risk exposure amount for contributions to the default fund of a CCP\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE1200\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk excluding instruments subject to securitisation credit risk treatment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE1300\u003C\/td\u003E\n \u003Ctd\u003ESecuritisation positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2000\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2100\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2105\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Central governments or central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2110\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Regional governments or local authorities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2115\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Public sector entities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2120\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Multilateral Development Banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2125\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - International Organisations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2130\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2135\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2136\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Corporates - of which SMEs\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2140\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2141\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Retail - of which SMEs\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2145\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Secured by mortgages on immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2146\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Secured by mortgages on immovable property - of which SMEs\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2150\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Exposures in default\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2155\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Items associated with particular high risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2160\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2165\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Claims on institutions and corporates with a short-term credit assessment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2170\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Collective investments undertakings (CIU)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2175\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE2190\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - SA exposure classes excluding securitisation positions - Other items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE2200\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Standardised approach (SA) - Securitisation positions SA\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3000\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3100\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3110\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3120\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3130\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3131\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Corporates - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3132\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Corporates - Specialised Lending\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3139\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when neither own estimates of LGD nor Conversion Factors are used - Corporates - Other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3200\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3210\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Central governments and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3220\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3230\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3231\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Corporates - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3232\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Corporates - Specialised Lending\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3239\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Corporates - Other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3240\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3241\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail - Secured by real estate SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3242\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail - Secured by real estate non-SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3243\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail - Qualifying revolving\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3244\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail - Other SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3245\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - IRB approaches when own estimates of LGD and\/or Conversion Factors are used - Retail - Other non-SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE324C\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB approach - corporates (SME, specialised lending and other)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE324E\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB approach - retail (secured by real estate property SME and non-SME)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE324I\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB approach - institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE324O\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB - Retail - Other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE324Q\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB approach - retail (qualifying revolving, other SME and other non-SME)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE324R\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB - Retail - Secured by real estate property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3300\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - Equity IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3400\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - Securitisation positions IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE3500\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - Internal ratings based Approach (IRB) - Other non credit-obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE3X31\u003C\/td\u003E\n \u003Ctd\u003EExposures to credit risk - IRB - Corporates - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE4000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT\/DELIVERY\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE5000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE5100\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE5110\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) - Traded debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE5120\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) - Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE5130\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) - Foreign Exchange\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE5140\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) - Commodities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE5200\u003C\/td\u003E\n \u003Ctd\u003EExposures to market risk - Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE6000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE6100\u003C\/td\u003E\n \u003Ctd\u003EExposures to operational risk - Basic indicator approach (BIA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE6200\u003C\/td\u003E\n \u003Ctd\u003EExposures to operational risk - Standardised (STA) \/ Alternative Standardised (ASA) approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE6300\u003C\/td\u003E\n \u003Ctd\u003EExposures to operational risk - Advanced measurement approaches (AMA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE7000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE7100\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for credit valuation adjustment - Advanced method\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE7200\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for credit valuation adjustment - Standardised method\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE7300\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for credit valuation adjustment - Based on OEM\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE8000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE9000\u003C\/td\u003E\n \u003Ctd\u003EOTHER RISK EXPOSURE AMOUNTS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE9100\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional stricter prudential requirements based on Art 458\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE9110\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional stricter prudential requirements based on Art 458 - Of which requirements for large exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE9120\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional stricter prudential requirements based on Art 458 - Of which due to modified risk weights for targeting asset bubbles in the residential and commercial property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE9130\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional stricter prudential requirements based on Art 458 - Of which due to intra financial sector exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE9140\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional stricter prudential requirements based on Art 459\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EE9200\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts - Of which Additional risk exposure amount due to Article 3 CRR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EE9300\u003C\/td\u003E\n \u003Ctd\u003EOTHER RISK EXPOSURE AMOUNTS (other, due to fixed overheads and related to large exposures in the trading book)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EECR00\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for credit risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL000\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures (total)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEL001\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - institutions (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL002\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - corporates (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEL003\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - corporates - SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL004\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - retail (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEL005\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - retail - secured by immovable property - non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL006\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - retail - qualifying revolving (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEL007\u003C\/td\u003E\n \u003Ctd\u003EExposure weighted average LGD (%) - retail - other (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL100\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures - Over 10% of capital or 300 mln.\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEL200\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEL300\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures - Unregulated financial entities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEOR00\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for other risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEPD01\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - institutions (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEPD02\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - corporates (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEPD03\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - corporates - SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEPD04\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - retail (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEPD05\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - retail - secured by immovable property - non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEPD06\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - retail - qualifying revolving (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEPD07\u003C\/td\u003E\n \u003Ctd\u003EPD assigned to the obligor grade or pool (%) - retail - other (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EERW01\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - institutions (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EERW02\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - corporates (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EERW03\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - corporates - SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EERW04\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - retail (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EERW05\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - retail - secured by immovable property - non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EERW06\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - retail - qualifying revolving (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EERW07\u003C\/td\u003E\n \u003Ctd\u003ERisk weight (%) - retail - other (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEV001\u003C\/td\u003E\n \u003Ctd\u003EExposure value - institutions (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEV002\u003C\/td\u003E\n \u003Ctd\u003EExposure value - corporates (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEV003\u003C\/td\u003E\n \u003Ctd\u003EExposure value - corporates - SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEV004\u003C\/td\u003E\n \u003Ctd\u003EExposure value - retail (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEV005\u003C\/td\u003E\n \u003Ctd\u003EExposure value - retail - secured by immovable property - non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEV006\u003C\/td\u003E\n \u003Ctd\u003EExposure value - retail - qualifying revolving (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEV007\u003C\/td\u003E\n \u003Ctd\u003EExposure value - retail - Other (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEW130\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - institutions (standardised approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEW135\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - corporates (standardised approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEW140\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - retail (standardised approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEW145\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - secured by mortgages on immovable property (standardised approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEW24C\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - corporates (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEW24I\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - institutions (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EEW24Q\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - retail (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EEW24R\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted exposure amount to the total exposure amount - retail - secured by real estate (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI0001\u003C\/td\u003E\n \u003Ctd\u003EAverage size of banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI0002\u003C\/td\u003E\n \u003Ctd\u003EShare (total assets) of domestic credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2001\u003C\/td\u003E\n \u003Ctd\u003EOperating profits per total assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2002\u003C\/td\u003E\n \u003Ctd\u003ETotal profit before tax from continuing operations [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2003\u003C\/td\u003E\n \u003Ctd\u003EReturn on equity [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2004\u003C\/td\u003E\n \u003Ctd\u003EReturn on assets [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2005\u003C\/td\u003E\n \u003Ctd\u003E(Provisions) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2006\u003C\/td\u003E\n \u003Ctd\u003E(Impairment) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2007\u003C\/td\u003E\n \u003Ctd\u003E(Impairment of which Impairment on financial assets not measured at fair value through profit or loss) [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2009\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) equity (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2010\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) regulatory capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2011\u003C\/td\u003E\n \u003Ctd\u003EReturn on (average) assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2012\u003C\/td\u003E\n \u003Ctd\u003EProfit contribution of foreign activities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2100\u003C\/td\u003E\n \u003Ctd\u003ECost-to-income ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2101\u003C\/td\u003E\n \u003Ctd\u003ECost-income ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2110\u003C\/td\u003E\n \u003Ctd\u003ECost of risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2120\u003C\/td\u003E\n \u003Ctd\u003ENet interest margin [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2200\u003C\/td\u003E\n \u003Ctd\u003ETotal operating expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2211\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2212\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2220\u003C\/td\u003E\n \u003Ctd\u003EDepreciation [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2311\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2312\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2320\u003C\/td\u003E\n \u003Ctd\u003EDepreciation [% of total expenses]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2400\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2410\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2411\u003C\/td\u003E\n \u003Ctd\u003EInterest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2412\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2420\u003C\/td\u003E\n \u003Ctd\u003EDividend income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2421\u003C\/td\u003E\n \u003Ctd\u003ETotal impairment on financial assets not measured at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2430\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2440\u003C\/td\u003E\n \u003Ctd\u003EGains losses on financial transactions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2441\u003C\/td\u003E\n \u003Ctd\u003ERealised gains and losses on financial assets and liabilities not measured at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2442\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets held for trading and liabilities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2443\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets and liabilities at fair value through profit and loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2450\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial instruments and exchange rate differences, excluding impairments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2460\u003C\/td\u003E\n \u003Ctd\u003ENet non-interest income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2490\u003C\/td\u003E\n \u003Ctd\u003EOther net operating income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2510\u003C\/td\u003E\n \u003Ctd\u003ENet interest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2511\u003C\/td\u003E\n \u003Ctd\u003EInterest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2512\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2513\u003C\/td\u003E\n \u003Ctd\u003ENet interest income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2514\u003C\/td\u003E\n \u003Ctd\u003EInterest income from Loans and receivables [% of total interest income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2515\u003C\/td\u003E\n \u003Ctd\u003EInterest income from Financial assets measured at amortised costs [% of total interest income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2520\u003C\/td\u003E\n \u003Ctd\u003EDividend income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2521\u003C\/td\u003E\n \u003Ctd\u003ETotal impairment on financial assets not measured at fair value through profit or loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2522\u003C\/td\u003E\n \u003Ctd\u003ENet income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2523\u003C\/td\u003E\n \u003Ctd\u003EImpairments on financial assets to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2524\u003C\/td\u003E\n \u003Ctd\u003EDividend income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2525\u003C\/td\u003E\n \u003Ctd\u003ERisk costs to operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2526\u003C\/td\u003E\n \u003Ctd\u003ENet gains or losses on financial assets and liabilities held for trading to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2527\u003C\/td\u003E\n \u003Ctd\u003ENet trading (and investment) income to operating income [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2530\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2531\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2540\u003C\/td\u003E\n \u003Ctd\u003EGains losses on financial transactions [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2541\u003C\/td\u003E\n \u003Ctd\u003ERealised gains and losses on financial assets and liabilities not measured at fair value through profit or loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2542\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets held for trading and liabilities [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2543\u003C\/td\u003E\n \u003Ctd\u003EGains and losses on financial assets and liabilities at fair value through profit and loss [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2544\u003C\/td\u003E\n \u003Ctd\u003ENet realised gains (losses) on financial assets and liabilities not measured at fair value through profit and loss to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2545\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities held for trading to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2546\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities designated at fair value through profit or loss to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2550\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial instruments and exchange rate differences, excluding impairments [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2560\u003C\/td\u003E\n \u003Ctd\u003ENet non-interest income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI2590\u003C\/td\u003E\n \u003Ctd\u003EOther net operating income [% of total income]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI2591\u003C\/td\u003E\n \u003Ctd\u003ENet other operating income to total operating income (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3002\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3003\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and available-for-sale assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3004\u003C\/td\u003E\n \u003Ctd\u003EInterbank market dependence [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3005\u003C\/td\u003E\n \u003Ctd\u003EFunding base stability ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3006\u003C\/td\u003E\n \u003Ctd\u003ELoan-to-deposit ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3007\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3008\u003C\/td\u003E\n \u003Ctd\u003ECash, trading, and AFS assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3009\u003C\/td\u003E\n \u003Ctd\u003EShort-term wholesale funding ratio [% of total items providing stable funding]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3010\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets to short-term liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3011\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets [% of items requiring stable funding]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3012\u003C\/td\u003E\n \u003Ctd\u003EShare of central bank and publically guaranteed exposures within liquid assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3013\u003C\/td\u003E\n \u003Ctd\u003ECustomer deposits to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3014\u003C\/td\u003E\n \u003Ctd\u003EProportion of market funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3015\u003C\/td\u003E\n \u003Ctd\u003EInterbank loans (% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3016\u003C\/td\u003E\n \u003Ctd\u003EInterbank deposits (% of total liabilities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3017\u003C\/td\u003E\n \u003Ctd\u003ELiquidity Coverage Ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3018\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3050\u003C\/td\u003E\n \u003Ctd\u003EWholesale funding [% of total liabilities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3051\u003C\/td\u003E\n \u003Ctd\u003ESecured wholesale funding [% of wholesale funding]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3052\u003C\/td\u003E\n \u003Ctd\u003EAsset encumbrance ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3053\u003C\/td\u003E\n \u003Ctd\u003EEncumbered assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3054\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and fair value through other comprehensive income assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3063\u003C\/td\u003E\n \u003Ctd\u003EUnencumbered assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3100\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3101\u003C\/td\u003E\n \u003Ctd\u003ECash and cash balances with central banks [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3102\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3103\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets designated at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3104\u003C\/td\u003E\n \u003Ctd\u003EAvailable-for-sale financial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3105\u003C\/td\u003E\n \u003Ctd\u003ELoans and receivables including finance leases [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3106\u003C\/td\u003E\n \u003Ctd\u003EHeld-to-maturity investments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3107\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3108\u003C\/td\u003E\n \u003Ctd\u003ENon-trading financial assets mandatorily at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3109\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets at fair value through other comprehensive income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3110\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets at amortised cost [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3111\u003C\/td\u003E\n \u003Ctd\u003EInvestments in associates, subsidiaries and joint ventures [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3112\u003C\/td\u003E\n \u003Ctd\u003ENon-trading non-derivative financial assets measured at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3113\u003C\/td\u003E\n \u003Ctd\u003ENon-trading non-derivative financial assets measured at fair value to equity [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3114\u003C\/td\u003E\n \u003Ctd\u003ENon-trading debt instruments measured at a cost-based method [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3115\u003C\/td\u003E\n \u003Ctd\u003EOther non-trading non-derivative financial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3151\u003C\/td\u003E\n \u003Ctd\u003ECash ratio [% of cash and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3152\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets [% of cash, trading assets and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3153\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and available-for-sale assets [% of cash, trading, available-for-sale assets and loans]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3154\u003C\/td\u003E\n \u003Ctd\u003ECash ratio [% of cash and amortised cost assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3155\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets [% of cash, trading and amortised cost assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3156\u003C\/td\u003E\n \u003Ctd\u003ECash, trading and fair value through other comprehensive income assets [% of cash, trading, fair value through other comprehensive income and amortised cost assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3160\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3161\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (excluding Trading book) to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3170\u003C\/td\u003E\n \u003Ctd\u003ETotal debt securities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3180\u003C\/td\u003E\n \u003Ctd\u003ETotal equity instruments [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3190\u003C\/td\u003E\n \u003Ctd\u003EOther residual assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3191\u003C\/td\u003E\n \u003Ctd\u003ETangible and intangible assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3192\u003C\/td\u003E\n \u003Ctd\u003EMarket value of derivative positions on asset side(% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3193\u003C\/td\u003E\n \u003Ctd\u003EOff-balance sheet exposures [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3200\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3201\u003C\/td\u003E\n \u003Ctd\u003EDeposits from central banks [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3202\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3203\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities designated at fair value through profit or loss [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3204\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities measured at amortised cost [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3205\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities associated with transferred financial assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3206\u003C\/td\u003E\n \u003Ctd\u003EDerivatives-Hedge accounting [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3207\u003C\/td\u003E\n \u003Ctd\u003ENon-trading non-derivative financial liabilities measured at a cost-based method [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3208\u003C\/td\u003E\n \u003Ctd\u003EProvisions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3209\u003C\/td\u003E\n \u003Ctd\u003EDeposits [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3211\u003C\/td\u003E\n \u003Ctd\u003EDeposits from credit institutions and other financial corporations to total funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3212\u003C\/td\u003E\n \u003Ctd\u003EDeposits from non-financial corporations to total funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3213\u003C\/td\u003E\n \u003Ctd\u003EDeposits from households to total funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3214\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3260\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits from credit institutions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3270\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits other than from credit institutions [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3279\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits - other than from credit institutions [% of total assets from non-portfolio reporting IFRS]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3280\u003C\/td\u003E\n \u003Ctd\u003ETotal debt securities issued [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3281\u003C\/td\u003E\n \u003Ctd\u003ECustomer deposits to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3282\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital to (total assets - intangible assets) (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3283\u003C\/td\u003E\n \u003Ctd\u003EDebt securities to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3284\u003C\/td\u003E\n \u003Ctd\u003EDeposits from credit institutions to total liabilities (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3285\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading to total liabilities and equity (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3286\u003C\/td\u003E\n \u003Ctd\u003EDebt-to-equity ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3290\u003C\/td\u003E\n \u003Ctd\u003EOther residual liabilities [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3292\u003C\/td\u003E\n \u003Ctd\u003EMarket value of derivative positions on liability side(% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3300\u003C\/td\u003E\n \u003Ctd\u003ETotal equity [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3301\u003C\/td\u003E\n \u003Ctd\u003EAccumulated other comprehensive income [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3302\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3303\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3309\u003C\/td\u003E\n \u003Ctd\u003ETangible Equity [% of tangible total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3310\u003C\/td\u003E\n \u003Ctd\u003EIssued capital [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3340\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves and other valuation differences [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3350\u003C\/td\u003E\n \u003Ctd\u003EReserves including retained earnings [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3370\u003C\/td\u003E\n \u003Ctd\u003EIncome from current year [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3390\u003C\/td\u003E\n \u003Ctd\u003EMinority interest [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3400\u003C\/td\u003E\n \u003Ctd\u003ETotal assets \/ Total equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3401\u003C\/td\u003E\n \u003Ctd\u003ELarge exposure as % total credit\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3402\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures as % of bank capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3410\u003C\/td\u003E\n \u003Ctd\u003EWEIGHTED AVERAGE LEVERAGE RATIO (%) - fully phased-in definition (Top 5 banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3420\u003C\/td\u003E\n \u003Ctd\u003EWEIGHTED AVERAGE LEVERAGE RATIO (%) - fully phased-in definition (O-SII banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3461\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments given [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3462\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees given [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3463\u003C\/td\u003E\n \u003Ctd\u003EOther commitments given [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3471\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments received [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3472\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees received [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3473\u003C\/td\u003E\n \u003Ctd\u003EOther commitments received [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3601\u003C\/td\u003E\n \u003Ctd\u003ENet impaired debt securities after allowances [% of carrying amount of debt securities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3602\u003C\/td\u003E\n \u003Ctd\u003ENet impaired loans and advances after allowances [% of carrying amount of loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3603\u003C\/td\u003E\n \u003Ctd\u003ENet impaired debt instruments after allowances [% of carrying amount of debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3604\u003C\/td\u003E\n \u003Ctd\u003ENet impaired debt instruments after allowances (FINREP) [% of own funds (full sample)]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3605\u003C\/td\u003E\n \u003Ctd\u003EGross impaired debt instruments [% of gross carrying amount of debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3606\u003C\/td\u003E\n \u003Ctd\u003EGross impaired loans and advances [% of gross carrying amount of loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3607\u003C\/td\u003E\n \u003Ctd\u003EGross impaired debt instruments [% of gross carrying amount of debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3608\u003C\/td\u003E\n \u003Ctd\u003EAllowances for impaired debt securities [% of gross impaired debt securities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3609\u003C\/td\u003E\n \u003Ctd\u003EAllowances for impaired loans and advances [% of gross amount of impaired loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3610\u003C\/td\u003E\n \u003Ctd\u003EAllowances for impaired debt instruments [% of gross amount of debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3611\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt securities [% of total gross debt securities]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3612\u003C\/td\u003E\n \u003Ctd\u003EAllowances for loans and advances [% of total gross loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3613\u003C\/td\u003E\n \u003Ctd\u003EAllowances for debt instruments [% of total gross debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3614\u003C\/td\u003E\n \u003Ctd\u003EGross non-performing debt instruments [% of total gross debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3615\u003C\/td\u003E\n \u003Ctd\u003EGross non-performing debt instruments [% of total own funds for solvency purposes]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3616\u003C\/td\u003E\n \u003Ctd\u003ENet non-performing debt instruments [% of total own funds for solvency purposes]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3617\u003C\/td\u003E\n \u003Ctd\u003ETotal accumulated impairment [% of total gross non-performing debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3618\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired equity instruments [% of total net carrying amount of available-for-sale equity instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3619\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired debt instruments [% of total net carrying amount of available-for-sale debt instruments]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3620\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired loans and advances [% of total net carrying amount of available-for-sale loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3621\u003C\/td\u003E\n \u003Ctd\u003EFair value of impaired loans and advances [% of total net carrying amount of available-for-sale assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3622\u003C\/td\u003E\n \u003Ctd\u003E(Net) Non-performing debt instruments per (Gross) Non-performing exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3623\u003C\/td\u003E\n \u003Ctd\u003E(Net) Non-performing debt instruments less collateral received and financial guarantees received per (Gross) Non-performing exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3624\u003C\/td\u003E\n \u003Ctd\u003EPerforming debt instruments past due 60 days per total debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3625\u003C\/td\u003E\n \u003Ctd\u003E(Gross) Foreborne debt instruments per (Gross) Total debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3626\u003C\/td\u003E\n \u003Ctd\u003E(Gross) Total performing foreborne debt instruments per (Gross) Total debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3627\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairment, accumulated changes in fair value due to credit risk and provisions per (Gross) Foreborne debt instruments (Total, performing, Non-performing)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3628\u003C\/td\u003E\n \u003Ctd\u003EImpaired financial assets to total assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3629\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt instruments to total debt instruments (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3630\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairments on financial assets to total (gross) assets (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3631\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3632\u003C\/td\u003E\n \u003Ctd\u003EGross non-performing loans and advances [% of total gross loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3633\u003C\/td\u003E\n \u003Ctd\u003EGross forborne loans and advances [% of total gross loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3634\u003C\/td\u003E\n \u003Ctd\u003EGross forborne performing loans and advances [% of total gross performing loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3635\u003C\/td\u003E\n \u003Ctd\u003EGross forborne non-performing loans and advances [% of total gross non-performing loans and advances]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3636\u003C\/td\u003E\n \u003Ctd\u003E(Gross) Non-performing debt securities per (Gross) Total debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3637\u003C\/td\u003E\n \u003Ctd\u003E(Gross) Non-performing off-balance sheet exposures (Gross) Total off-balance sheet exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3641\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3642\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3643\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - off-balance sheet exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3644\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - other exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3645\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - total exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3646\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - Cash balances at central banks and other demand deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3647\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - loans and advances (excluding cash balances at central banks and other demand deposits)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3651\u003C\/td\u003E\n \u003Ctd\u003EPerforming debt instruments past due between 30 and 90 days per Total debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3660\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio - loans and advances subject to impairment review\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3700\u003C\/td\u003E\n \u003Ctd\u003EEXPOSURE WEIGHTED AVERAGE RISK WEIGHT (%) - Retail, Secured by real estate property, of which Non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI3710\u003C\/td\u003E\n \u003Ctd\u003EEXPOSURE WEIGHTED AVERAGE LGD (%) - Retail, Secured by real estate property, of which Non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI3720\u003C\/td\u003E\n \u003Ctd\u003EPD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) - Retail, Secured by real estate property, of which Non-SME (IRB approach)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4001\u003C\/td\u003E\n \u003Ctd\u003ESolvency ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4002\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4003\u003C\/td\u003E\n \u003Ctd\u003ECapital buffer [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4004\u003C\/td\u003E\n \u003Ctd\u003EMinimum Regulatory Capital (MRC) for total exposures to credit, counterparty credit and dilution risks and free deliveries (post-CCF and post-CRM) [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4005\u003C\/td\u003E\n \u003Ctd\u003ETier 1 ratio (excluding hybrid instruments)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4006\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4007\u003C\/td\u003E\n \u003Ctd\u003ETotal capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4008\u003C\/td\u003E\n \u003Ctd\u003ECommon equity Tier 1 ratio [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4009\u003C\/td\u003E\n \u003Ctd\u003ETier 1 buffer [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4010\u003C\/td\u003E\n \u003Ctd\u003ECommon equity Tier 1 buffer [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4011\u003C\/td\u003E\n \u003Ctd\u003ERisk-weighted assets [% of total assets]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4100\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4110\u003C\/td\u003E\n \u003Ctd\u003ECommon equity Tier 1 capital [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4111\u003C\/td\u003E\n \u003Ctd\u003ECET1 capital of which capital instruments eligible as CET1 capital [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4112\u003C\/td\u003E\n \u003Ctd\u003ECET1 capital of which retained earnings [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4113\u003C\/td\u003E\n \u003Ctd\u003ECET1 capital of which adjustments to CET1 [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4114\u003C\/td\u003E\n \u003Ctd\u003ECET1 capital of which deductions from CET1 [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4120\u003C\/td\u003E\n \u003Ctd\u003EAdditional Tier 1 capital [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4130\u003C\/td\u003E\n \u003Ctd\u003ETier 2 capital [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4140\u003C\/td\u003E\n \u003Ctd\u003ETotal original own funds for general solvency purposes [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4150\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds for general solvency purposes [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4160\u003C\/td\u003E\n \u003Ctd\u003ETotal additional own funds for specific to cover market risks [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4170\u003C\/td\u003E\n \u003Ctd\u003EDeductions from total own funds [% of own funds]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4200\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weights for credit risk [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4210\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts for credit, counterparty credit, dilution and delivery risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4211\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - standardised approach (SA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4212\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - standardised approach - securitisation position\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4213\u003C\/td\u003E\n \u003Ctd\u003EStandardised approach capital requirements of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4214\u003C\/td\u003E\n \u003Ctd\u003ECredit risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4216\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - internal ratings based approach (IRB)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4217\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - internal ratings based approach - securitisation position\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4218\u003C\/td\u003E\n \u003Ctd\u003EIRB approach capital requirements of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4219\u003C\/td\u003E\n \u003Ctd\u003ESecuritisation (SA) capital requirements and Securitization positions IRB of total capital requirements for credit, counterparty credit and dilution risk and free deliveries (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4220\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for settlement \/ delivery risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4221\u003C\/td\u003E\n \u003Ctd\u003ESettlement and delivery risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4230\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for position, foreign exchange and commodity risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4231\u003C\/td\u003E\n \u003Ctd\u003EMarket risk - standardised approach (SA)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4232\u003C\/td\u003E\n \u003Ctd\u003EMarket risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4236\u003C\/td\u003E\n \u003Ctd\u003EMarket risk - internal ratings based approach (IRB)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4240\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for operational risks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4241\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - basic indicator approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4242\u003C\/td\u003E\n \u003Ctd\u003EOperational Risk - standardised approach \/ alternative standardised\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4243\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - advanced measurement approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4244\u003C\/td\u003E\n \u003Ctd\u003EOperational risk capital requirements of total capital requirements (ratio)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4250\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weights for credit risk [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4260\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for credit valuation adjustment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4261\u003C\/td\u003E\n \u003Ctd\u003ECVA - advanced method\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4262\u003C\/td\u003E\n \u003Ctd\u003ECVA - standardised method\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4263\u003C\/td\u003E\n \u003Ctd\u003ECVA - based on OEM\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4270\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount related to large exposures in the trading book\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4290\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4300\u003C\/td\u003E\n \u003Ctd\u003EOriginal Exposure IRB [% of total original exposure]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4305\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Standardised approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4350\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - standardised approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4351\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - foundation internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4352\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - advanced internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4360\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Foundation Internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4370\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Advanced Internal ratings based approach [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4401\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Central governments and central banks [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4402\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Institutions [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4403\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Corporates [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4404\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Retail [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4420\u003C\/td\u003E\n \u003Ctd\u003EMinimum regulatory capital [MRC] for total exposures to credit, counterparty credit and dilution risks and free deliveries [pre-CCF and pre-CRM] [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4440\u003C\/td\u003E\n \u003Ctd\u003EAverage risk-weight for credit risk - Securitisation positions [%]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4505\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4560\u003C\/td\u003E\n \u003Ctd\u003EFoundation Internal Ratings-Based Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4570\u003C\/td\u003E\n \u003Ctd\u003EAdvanced Internal Ratings-Based Approach for Credit Risk [% of Total capital requirements for credit, counterparty credit and dilution risks and free deliveries]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4601\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach for Market Risk [% of Total capital requirements for position, foreign exchange and commodity risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4602\u003C\/td\u003E\n \u003Ctd\u003EInternal Models for Market Risk [% of Total capital requirements for position, foreign exchange and commodity risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4701\u003C\/td\u003E\n \u003Ctd\u003EBasic Indicator Approach for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4702\u003C\/td\u003E\n \u003Ctd\u003EStandardised Approach \/ Alternative Standardised for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4703\u003C\/td\u003E\n \u003Ctd\u003EAdvanced Measurement Approach for Operational Risk [% of Total capital requirements for operational risks]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4801\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio \u0026lt; 8%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4802\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 8%-10%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4803\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 10%-12%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI4810\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio 12%-14%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI4820\u003C\/td\u003E\n \u003Ctd\u003EDistribution of over all solvency ratio (%) Assets - Overall solvency ratio \u0026gt; 14%\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5001\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Impaired loans to total loans ratio and Tier 1 capital ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5002\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Impaired loans to total loans ratio and Past due (\u0026gt;90 days) loans to total loans and advances ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5003\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Past due (\u0026gt;90 days) loans to total loans and advances ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5004\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Return on (average) equity ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5005\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Cash, trading, and AFS assets to total assets ratio and Tier 1 capital to (total assets - intangible assets) ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5006\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Past due (\u0026gt;90 days) loans to total loans and advances ratio and Deposits from credit institutions to total liabilities ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5007\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Deposits from credit institutions to total liabilities ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5008\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Cash, trading, and AFS assets to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5009\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs Return on (average) assets ratio and Financial assets held for trading to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5010\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Loans and advances (excl. Trading book) to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5011\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Return on (average) assets ratio and Off-balance sheet items to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5012\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Cash, trading, and AFS assets to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5013\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Financial assets held for trading to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI5014\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Loans and advances (excl. Trading book) to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI5015\u003C\/td\u003E\n \u003Ctd\u003ECorrelation coeficient between KRIs - Tier 1 capital to (total assets - intangible assets) ratio and Off-balance sheet items to total assets ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7000\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7005\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans ratio (excluding cash balances at central banks and other demand deposits)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7006\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans ratio (excluding cash balances at central banks and other demand deposits) - collateralised by immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7007\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans ratio (excluding cash balances at central banks and other demand deposits) - credit for consumption\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7008\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans ratio (excluding cash balances at central banks and other demand deposits) - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7100\u003C\/td\u003E\n \u003Ctd\u003ELevel 1 assets at fair value (% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7200\u003C\/td\u003E\n \u003Ctd\u003ELevel 2 assets at fair value (% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7300\u003C\/td\u003E\n \u003Ctd\u003ELevel 3 assets at fair value (% of total assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7400\u003C\/td\u003E\n \u003Ctd\u003EStage 1 loans and advances (% of loans and advances subject to impairment review)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7500\u003C\/td\u003E\n \u003Ctd\u003EStage 2 loans and advances (% of loans and advances subject to impairment review)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7510\u003C\/td\u003E\n \u003Ctd\u003EStage 2 loans and advances (% of loans and advances subject to impairment review) - collateralised by immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7520\u003C\/td\u003E\n \u003Ctd\u003EStage 2 loans and advances (% of loans and advances subject to impairment review) - credit for consumption\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7530\u003C\/td\u003E\n \u003Ctd\u003EStage 2 loans and advances (% of loans and advances subject to impairment review) - SME\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EI7600\u003C\/td\u003E\n \u003Ctd\u003EStage 3 loans and advances (% of loans and advances subject to impairment review)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EI7700\u003C\/td\u003E\n \u003Ctd\u003EPurchased or originated credit-impaired loans and advances (% of loans and advances subject to impairment review)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4111\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4112\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4113\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4114\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4115\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4116\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments - Households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4121\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4122\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4123\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4124\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4125\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4131\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4132\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4133\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4134\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4135\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4211\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4212\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4213\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4214\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4215\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4216\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt instruments (FBE) - Households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4221\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for loans and advances - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4222\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for loans and advances - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4223\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for loans and advances - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4224\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for loans and advances - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4225\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for loans and advances- Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4231\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt securities - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4232\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt securities - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4233\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt securities - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EK4234\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt securities - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EK4235\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) for debt securities - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA101\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairment and accumulated change in fair value due to credit risk of debt instruments by country - Debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA102\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairment and accumulated change in fair value due to credit risk of debt instruments by country - Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA161\u003C\/td\u003E\n \u003Ctd\u003EShare of defaulted exposures by sector and country - Central governments or central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA162\u003C\/td\u003E\n \u003Ctd\u003EShare of defaulted exposures by sector and country - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA163\u003C\/td\u003E\n \u003Ctd\u003EShare of defaulted exposures by sector and country - Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA164\u003C\/td\u003E\n \u003Ctd\u003EShare of defaulted exposures by sector and country - Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA171\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Central banks and central governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA172\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA173\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Corporates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA174\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Retail\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA175\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA176\u003C\/td\u003E\n \u003Ctd\u003EShare of observed new amounts of defaults for the period (or increase of defaults for the period) by sector and countries - Other non-credit obligation assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA221\u003C\/td\u003E\n \u003Ctd\u003EShare of fair value level for assets - Level 1\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA222\u003C\/td\u003E\n \u003Ctd\u003EShare of fair value level for assets - Level 2\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA223\u003C\/td\u003E\n \u003Ctd\u003EShare of fair value level for assets - Level 3\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA241\u003C\/td\u003E\n \u003Ctd\u003ERatio of forborne assets by country - Debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA242\u003C\/td\u003E\n \u003Ctd\u003ERatio of forborne assets by country - Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA291\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio (loans and debt securities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA292\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio (impaired loans)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA293\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of impaired debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA321\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing loans and advances by counterparty sector - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA322\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing loans and advances by counterparty sector - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA323\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing loans and advances by counterparty sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA324\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing loans and advances by counterparty sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA325\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing loans and advances by counterparty sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA331\u003C\/td\u003E\n \u003Ctd\u003ELevel of non performing debt securities by counterparty sector - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA332\u003C\/td\u003E\n \u003Ctd\u003ELevel of non performing debt securities by counterparty sector - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA333\u003C\/td\u003E\n \u003Ctd\u003ELevel of non performing debt securities by counterparty sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA334\u003C\/td\u003E\n \u003Ctd\u003ELevel of non performing debt securities by counterparty sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA335\u003C\/td\u003E\n \u003Ctd\u003ELevel of non performing debt securities by counterparty sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA381\u003C\/td\u003E\n \u003Ctd\u003EForborne exposures to non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA382\u003C\/td\u003E\n \u003Ctd\u003EForborne exposures to households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA3_1\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and debt securities to total gross debt securities and loans and advances (NPE)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA3_2\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans to total gross loans and advances (NPL)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA3_3\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities to total gross debt securities (NPDS)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA411\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA412\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA413\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA421\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance (gross amount) (FBE)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA422\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance - Loans and advances (gross amount) (FBL)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA423\u003C\/td\u003E\n \u003Ctd\u003ELevel of forbearance - Debt securities (gross amount) (FBDS)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA471\u003C\/td\u003E\n \u003Ctd\u003ELevel of performing forborne loans not under probation (of total loans) (all gross)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA472\u003C\/td\u003E\n \u003Ctd\u003ELevel of performing forborne loans under probation (of total loans) (all gross)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA473\u003C\/td\u003E\n \u003Ctd\u003ELevel of non-performing forborne loans (of total loans) (all gross)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA481\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and debt securities to total gross debt securities and loans and advances (NPE at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA482\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans to total gross loans and advances (NPL at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA483\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities to total gross debt securities (NPDS at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA491\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and debt securities to total gross debt securities and loans and advances (NPE at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA492\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans to total gross loans and advances (NPL at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA493\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities to total gross debt securities (NPDS at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA4_1\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA4_2\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA4_3\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA4_4\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA4_5\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA4_6\u003C\/td\u003E\n \u003Ctd\u003EShare of non performing debt instruments by counterparty sector - Households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA501\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and debt securities (at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA502\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances (at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA503\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities (at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA511\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and debt securities (at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA512\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing loans and advances (at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA513\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio of non-performing debt securities (at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA521\u003C\/td\u003E\n \u003Ctd\u003EForborne loans and debt securities to total gross debt securities and loans and advances (FBE at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA522\u003C\/td\u003E\n \u003Ctd\u003EForborne loans to total gross loans and advances (FBL at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA523\u003C\/td\u003E\n \u003Ctd\u003EForborne debt securities to total gross debt securities (FBDS at amortised cost)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA531\u003C\/td\u003E\n \u003Ctd\u003EForborne loans and debt securities to total gross debt securities and loans and advances (FBE at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA532\u003C\/td\u003E\n \u003Ctd\u003EForborne loans to total gross loans and advances (FBL at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA533\u003C\/td\u003E\n \u003Ctd\u003EForborne debt securities to total gross debt securities (FBDS at fair value other than trading)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA5_1\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA5_2\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA5_3\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA5_4\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA5_5\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA5_6\u003C\/td\u003E\n \u003Ctd\u003ENon performing debt securities and loans by country (residency counterparty) - Households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA6_1\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets by type - Equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA6_2\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets by type - Debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA6_3\u003C\/td\u003E\n \u003Ctd\u003EImpaired assets by type - Loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA7_1\u003C\/td\u003E\n \u003Ctd\u003EImpaired equity instruments by sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA7_2\u003C\/td\u003E\n \u003Ctd\u003EImpaired equity instruments by sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA7_3\u003C\/td\u003E\n \u003Ctd\u003EImpaired equity instruments by sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA8_1\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt securities by sector - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA8_2\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt securities by sector - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA8_3\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt securities by sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA8_4\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt securities by sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA8_5\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt securities by sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA9_1\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - Central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA9_2\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - General governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA9_3\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - Credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA9_4\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - Other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKA9_5\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - Non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKA9_6\u003C\/td\u003E\n \u003Ctd\u003EImpaired loans and advances by sector - Households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ01\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and debt securities net of impairments to prudential own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ02\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and debt securities net of impairments to Tier one capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ11\u003C\/td\u003E\n \u003Ctd\u003EShare of exposures in default\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ12\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions compared to original exposure\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ13\u003C\/td\u003E\n \u003Ctd\u003ERisk Weight ratio (credit risk)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ14\u003C\/td\u003E\n \u003Ctd\u003EPost-CRM exposure to original exposure\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ15\u003C\/td\u003E\n \u003Ctd\u003EEL amount compared to original exposure\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ18\u003C\/td\u003E\n \u003Ctd\u003EShare of resecuritisations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ19\u003C\/td\u003E\n \u003Ctd\u003EShare of impaired and past due \u0026gt;90 days collateralised loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ20\u003C\/td\u003E\n \u003Ctd\u003EQuality of Off-Balance Sheet exposures (share of NP OBS exposures)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ21\u003C\/td\u003E\n \u003Ctd\u003ENet allowances for credit losses - debt securities and loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ23\u003C\/td\u003E\n \u003Ctd\u003EShare of large exposures in default\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ25\u003C\/td\u003E\n \u003Ctd\u003EPast due (\u0026gt;90 days) but not impaired loans to total loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ26\u003C\/td\u003E\n \u003Ctd\u003EImpaired and past due loans to total loans subject to impairment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ27\u003C\/td\u003E\n \u003Ctd\u003ENet allowances by type of instrument - loans and advances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ28\u003C\/td\u003E\n \u003Ctd\u003EPast due (\u0026gt;90 days) but not impaired loans and debt securities to total loans and debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ30\u003C\/td\u003E\n \u003Ctd\u003ETotal coverage ratio for debt securities and loans subject to impairment (incl. specific and collective allowances)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ31\u003C\/td\u003E\n \u003Ctd\u003EImpaired financial assets to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ32\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt instruments to total debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ33\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairments on financial assets to total (gross) assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ34\u003C\/td\u003E\n \u003Ctd\u003EImpairments on financial assets to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ35\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of impairments on financial assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ36\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of past due (\u0026gt;90 days) loans and debt instruments and total gross impaired loans and debt instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ37\u003C\/td\u003E\n \u003Ctd\u003EForborne non-performing exposures to total forborne exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ39\u003C\/td\u003E\n \u003Ctd\u003EProportion of perfoming forborne exposures under probation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ40\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio for unimpaired loans and debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ43\u003C\/td\u003E\n \u003Ctd\u003E% growth of defaulted exposures during the period\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ44\u003C\/td\u003E\n \u003Ctd\u003EVariation of allowances\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKAQ45\u003C\/td\u003E\n \u003Ctd\u003EVariation of write-offs of securities by type of instrument - equity instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKAQ46\u003C\/td\u003E\n \u003Ctd\u003ENet allowances by type of instrument - debt securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO01\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKCO02\u003C\/td\u003E\n \u003Ctd\u003EExposures over 10% of capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO03\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures to institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKCO04\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures to unregulated financial entities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO05\u003C\/td\u003E\n \u003Ctd\u003ENon-domestic assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKCO06\u003C\/td\u003E\n \u003Ctd\u003ELoans collateralised by immovable property\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO07\u003C\/td\u003E\n \u003Ctd\u003EResidential mortgage loans to households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKCO08\u003C\/td\u003E\n \u003Ctd\u003ECRE loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO09\u003C\/td\u003E\n \u003Ctd\u003EInterests in SPE\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKCO10\u003C\/td\u003E\n \u003Ctd\u003EInterests in asset managers\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKCO11\u003C\/td\u003E\n \u003Ctd\u003EInterests in other unconsolidated structured entities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD01\u003C\/td\u003E\n \u003Ctd\u003EAsset encumbrance to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD02\u003C\/td\u003E\n \u003Ctd\u003EEncumbrance of eligible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD03\u003C\/td\u003E\n \u003Ctd\u003EEncumbrance of government bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD04\u003C\/td\u003E\n \u003Ctd\u003EEncumbrance of collateral\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD05\u003C\/td\u003E\n \u003Ctd\u003EOvercollateralisation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD06\u003C\/td\u003E\n \u003Ctd\u003EContingent encumbrance\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD07\u003C\/td\u003E\n \u003Ctd\u003EEncumbered assets at central bank\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD08\u003C\/td\u003E\n \u003Ctd\u003ETotal deposito covered by a Deposit Guarantee Scheme % to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD09\u003C\/td\u003E\n \u003Ctd\u003EDebt securities to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD10\u003C\/td\u003E\n \u003Ctd\u003EDeposits from credit institutions to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD11\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (excl. Trading book) to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD12\u003C\/td\u003E\n \u003Ctd\u003EDebt-to-equity ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD13\u003C\/td\u003E\n \u003Ctd\u003EOff-balance sheet items to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD14\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD15\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of total loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD16\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of total customer deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD17\u003C\/td\u003E\n \u003Ctd\u003ELoan-to-deposit ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD18\u003C\/td\u003E\n \u003Ctd\u003ECustomer deposits to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD19\u003C\/td\u003E\n \u003Ctd\u003EProportion of short term liabilities with encumbered assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD20\u003C\/td\u003E\n \u003Ctd\u003EProxy of secured funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD21\u003C\/td\u003E\n \u003Ctd\u003EAvailable collateral for encumbrance to total liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD22\u003C\/td\u003E\n \u003Ctd\u003EShare of deposits in non-domestic markets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD23\u003C\/td\u003E\n \u003Ctd\u003EShare of financial liabilities in non-domestic markets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD24\u003C\/td\u003E\n \u003Ctd\u003EShare of deposits of households and non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD25\u003C\/td\u003E\n \u003Ctd\u003EUse of subordinated financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD26\u003C\/td\u003E\n \u003Ctd\u003EGains and losses of financial liabilities at fair value to their carrying amount\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD27\u003C\/td\u003E\n \u003Ctd\u003EAverage interest expense of debt securities issued at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD28\u003C\/td\u003E\n \u003Ctd\u003ECovered bonds to total financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD29\u003C\/td\u003E\n \u003Ctd\u003EAsset-backed securities to total financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD30\u003C\/td\u003E\n \u003Ctd\u003EConvertible compound financial instruments to total financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD31\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities in the accounting and regulatory scope of consolidation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD32\u003C\/td\u003E\n \u003Ctd\u003ELoan-to-deposit ratio for households and non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKFD33\u003C\/td\u003E\n \u003Ctd\u003EAsset encumbrance ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKFD34\u003C\/td\u003E\n \u003Ctd\u003EAverage interest expense of deposits at amortised cost\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ01\u003C\/td\u003E\n \u003Ctd\u003ECore Funding Ratio (% of total liabilities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ02\u003C\/td\u003E\n \u003Ctd\u003EShort-term Wholesale Funding Ratio (% of total items providing stable funding)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ03\u003C\/td\u003E\n \u003Ctd\u003ELiquid Assets to Short-Term Liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ04\u003C\/td\u003E\n \u003Ctd\u003ELiquid Assets Ratio (% of items requiring stable funding)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ05\u003C\/td\u003E\n \u003Ctd\u003EWithdrawable Funding (% of items providing stable funding)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ06\u003C\/td\u003E\n \u003Ctd\u003ETerm Funding (% of items providing stable funding)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ07\u003C\/td\u003E\n \u003Ctd\u003EShare of Central Bank and Publically Guaranteed Exposures within Liquid Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ08\u003C\/td\u003E\n \u003Ctd\u003ERepos to total items providing stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ09\u003C\/td\u003E\n \u003Ctd\u003EFunding via Derivatives (% of total items providing stable funding)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ10\u003C\/td\u003E\n \u003Ctd\u003EFirm Specific Currency Concentration\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ11\u003C\/td\u003E\n \u003Ctd\u003ECash and trading assets to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ12\u003C\/td\u003E\n \u003Ctd\u003ECash, trading, and AFS assets to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ13\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ14\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading to total liabilities and equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ15\u003C\/td\u003E\n \u003Ctd\u003EExtremely high liquid assets to Total liquid assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKLQ16\u003C\/td\u003E\n \u003Ctd\u003ERetail outflows to retail inflows\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKLQ17\u003C\/td\u003E\n \u003Ctd\u003ELiquidity coverage ratio (%)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR01\u003C\/td\u003E\n \u003Ctd\u003EOTC trading derivatives to total trading derivatives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR02\u003C\/td\u003E\n \u003Ctd\u003ECommodities trading derivatives to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR03\u003C\/td\u003E\n \u003Ctd\u003ECommodities derivatives to total assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR04\u003C\/td\u003E\n \u003Ctd\u003ETotal long positions in non-reporting currencies to total long positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR05\u003C\/td\u003E\n \u003Ctd\u003ETotal short positions in non-reporting currencies to total short positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR06\u003C\/td\u003E\n \u003Ctd\u003EShare of risk exposure amounts of traded debt instruments to risk exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR07\u003C\/td\u003E\n \u003Ctd\u003EShare of risk exposure amounts of equity to risk exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR08\u003C\/td\u003E\n \u003Ctd\u003EShare of risk exposure amounts of foreign exchange to risk exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR09\u003C\/td\u003E\n \u003Ctd\u003EShare of risk exposure amounts of commodities to risk exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR10\u003C\/td\u003E\n \u003Ctd\u003EStress Indicator\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR11\u003C\/td\u003E\n \u003Ctd\u003ETotal unsettled transactions to risk weighted exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR12\u003C\/td\u003E\n \u003Ctd\u003ETotal unsettled transactions more than 46 days to total unsettled transactions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKMR13\u003C\/td\u003E\n \u003Ctd\u003EProportion of derivatives and SFT to total risk weighted exposure amounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKMR14\u003C\/td\u003E\n \u003Ctd\u003ETotal Long and Short positions on Commodities to Total Exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOR01\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for Op Risk (% of Total Risk Exposure)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOR02\u003C\/td\u003E\n \u003Ctd\u003EOpR BIA Risk Exposure (% of Total Risk Exposure OpR)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOR03\u003C\/td\u003E\n \u003Ctd\u003EOpR STA\/ASA Risk Exposure (% of Total Risk Exposure OpR)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOR04\u003C\/td\u003E\n \u003Ctd\u003EOpR AMA Risk Exposure (% of Total Risk Exposure OpR)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOR05\u003C\/td\u003E\n \u003Ctd\u003ETotal OpR Loss as Percentage of Own Funds Requirements for OpR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOR06\u003C\/td\u003E\n \u003Ctd\u003EInternal Fraud Loss as percentage of total OpR Loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOR07\u003C\/td\u003E\n \u003Ctd\u003EExternal Fraud Loss as percentage of Total OpR Loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOR08\u003C\/td\u003E\n \u003Ctd\u003EBusiness Disruption and System Failures Loss as percentage of Total OpR Loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOR09\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpRisk compared to Total Risk Exposure for Credit Risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOR10\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for Trading Risk compared to Total Risk Exposure for OpRisk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOTH1\u003C\/td\u003E\n \u003Ctd\u003ECash and other demand deposits on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOTH2\u003C\/td\u003E\n \u003Ctd\u003EEquity instruments on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOTH3\u003C\/td\u003E\n \u003Ctd\u003EDebt securities on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOTH4\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKOTH5\u003C\/td\u003E\n \u003Ctd\u003EDerivatives on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKOTH6\u003C\/td\u003E\n \u003Ctd\u003EOther assets on Total Assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF01\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses as percentage of total administrative expenses\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF02\u003C\/td\u003E\n \u003Ctd\u003EStaff expenses per total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF03\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses per total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF04\u003C\/td\u003E\n \u003Ctd\u003ETax rate on continuing operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF05\u003C\/td\u003E\n \u003Ctd\u003EInterest income from households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF06\u003C\/td\u003E\n \u003Ctd\u003EInterest income from credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF07\u003C\/td\u003E\n \u003Ctd\u003EPercentage of interest income earned domestically\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF08\u003C\/td\u003E\n \u003Ctd\u003EPercentage of interest expenses spend domestically\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF09\u003C\/td\u003E\n \u003Ctd\u003EPercentage of dividend income earned domestically\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF10\u003C\/td\u003E\n \u003Ctd\u003EPercentage of fee and commission income earned domestically\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF11\u003C\/td\u003E\n \u003Ctd\u003EPercentage of total net operating income earned domestically\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF12\u003C\/td\u003E\n \u003Ctd\u003EStructure of fee and commission income net - Payment services\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF13\u003C\/td\u003E\n \u003Ctd\u003EStructure of fee and commission income net - Structured Finance\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF14\u003C\/td\u003E\n \u003Ctd\u003EStructure of fee and commission income net - Asset management\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF15\u003C\/td\u003E\n \u003Ctd\u003EPercentage of total profit or loss earned\/lost in domestic activities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF16\u003C\/td\u003E\n \u003Ctd\u003EPercentage of total profit or loss earned\/lost in non-domestic-activities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF17\u003C\/td\u003E\n \u003Ctd\u003EReturn on Investment (RoE analysis)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF18\u003C\/td\u003E\n \u003Ctd\u003EGearing (RoE analysis)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF19\u003C\/td\u003E\n \u003Ctd\u003ENon Operating Earning (RoE analysis)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF20\u003C\/td\u003E\n \u003Ctd\u003ETax effect (RoE analysis)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF21\u003C\/td\u003E\n \u003Ctd\u003EReturn on equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF22\u003C\/td\u003E\n \u003Ctd\u003EReturn on regulatory capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF23\u003C\/td\u003E\n \u003Ctd\u003ECost-income ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF24\u003C\/td\u003E\n \u003Ctd\u003EReturn on assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF25\u003C\/td\u003E\n \u003Ctd\u003ENet interest income to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF26\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF27\u003C\/td\u003E\n \u003Ctd\u003EDividend income to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF28\u003C\/td\u003E\n \u003Ctd\u003ENet realised gains (losses) on financial assets \u0026amp; liabilities not measured at fair value through profit and loss to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF29\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities held for trading to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF30\u003C\/td\u003E\n \u003Ctd\u003ENet gains on financial assets and liabilities designated at fair value through profit or loss to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF31\u003C\/td\u003E\n \u003Ctd\u003ENet other operating income to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF32\u003C\/td\u003E\n \u003Ctd\u003ENet income to total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF33\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of total operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF34\u003C\/td\u003E\n \u003Ctd\u003EAverage interest income for households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF35\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF36\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for general governments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF37\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF38\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for other financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF39\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for non-financial corporations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF40\u003C\/td\u003E\n \u003Ctd\u003EAsset-deposit spread for households\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKPF41\u003C\/td\u003E\n \u003Ctd\u003ENet interest margin\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKPF42\u003C\/td\u003E\n \u003Ctd\u003EProvisions for pending legal issues and tax litigation as % of own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKS2_1\u003C\/td\u003E\n \u003Ctd\u003EShare of SME exposures in exposures to the real economy (corporates, retail and secured by IP) for SA\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKS2_2\u003C\/td\u003E\n \u003Ctd\u003EShare of SME exposures in exposures to the real economy (corporates and retail) for IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKS6_1\u003C\/td\u003E\n \u003Ctd\u003ERisk weight ratio for SME exposures for SA\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKS6_2\u003C\/td\u003E\n \u003Ctd\u003ERisk weight ratio for SME exposures for IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKS7_1\u003C\/td\u003E\n \u003Ctd\u003ERisk weight ratio for SME exposures subject to SME Supporting Factor for SA\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKS7_2\u003C\/td\u003E\n \u003Ctd\u003ERisk weight ratio for SME exposures subject to SME Supporting Factor for IRB Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM01\u003C\/td\u003E\n \u003Ctd\u003EShare of SME exposures in total exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM03\u003C\/td\u003E\n \u003Ctd\u003EShare of SME exposures subject to SME supporting factor in total exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM04\u003C\/td\u003E\n \u003Ctd\u003E% change (year on year) of SME exposures during the period\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM05\u003C\/td\u003E\n \u003Ctd\u003E% (year on year) growth of SME exposures subject to SME Supporting Factor during the period\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM08\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures (IRB only)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM09\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures subject to SME Supporting Factor (IRB only)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM10\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures (IRB only)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM11\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures subject to SME Supporting Factor (IRB only)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM12\u003C\/td\u003E\n \u003Ctd\u003EShare of SME exposures in default in total SME exposures\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM13\u003C\/td\u003E\n \u003Ctd\u003E% change (year-on-year) of defaulted SME exposures during the period\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM14\u003C\/td\u003E\n \u003Ctd\u003EPost-CRM SME exposure to original SME exposure\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSM15\u003C\/td\u003E\n \u003Ctd\u003EPost-CRM SME exposure subject to SME Supporting Factor to original exposure\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSM16\u003C\/td\u003E\n \u003Ctd\u003EIncrease in CET1 capital ratio with the application of SME supporting factor\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV01\u003C\/td\u003E\n \u003Ctd\u003ETier 1 Capital Ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV02\u003C\/td\u003E\n \u003Ctd\u003ETotal Capital Ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV03\u003C\/td\u003E\n \u003Ctd\u003ECET1 Ratio\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV04\u003C\/td\u003E\n \u003Ctd\u003ECredit risk capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV05\u003C\/td\u003E\n \u003Ctd\u003EStandardised approach capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV06\u003C\/td\u003E\n \u003Ctd\u003ESecuritisation capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV07\u003C\/td\u003E\n \u003Ctd\u003EIRB approach capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV08\u003C\/td\u003E\n \u003Ctd\u003EMarket risk capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV09\u003C\/td\u003E\n \u003Ctd\u003EOperational risk capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV10\u003C\/td\u003E\n \u003Ctd\u003ESettlement and delivery risk capital requirements of total capital requirements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV11\u003C\/td\u003E\n \u003Ctd\u003EOther capital requirements of total capital requirements (proxy for Basel floors)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV12\u003C\/td\u003E\n \u003Ctd\u003ELeverage Ratio (fully phased-in definition of Tier 1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV13\u003C\/td\u003E\n \u003Ctd\u003ELeverage Ratio (transitional definition of Tier 1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV14\u003C\/td\u003E\n \u003Ctd\u003ERegulatory own funds to Accounting own funds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV15\u003C\/td\u003E\n \u003Ctd\u003ETransitional adjustments due to Grandfathered CET1 Instruments to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV16\u003C\/td\u003E\n \u003Ctd\u003EIRB shortfall to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV17\u003C\/td\u003E\n \u003Ctd\u003ENet DTA that rely on future profitability to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV18\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET 1 due to Prudential Filters to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV19\u003C\/td\u003E\n \u003Ctd\u003EDeductable Goodwill and Other Intangible Assets to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV20\u003C\/td\u003E\n \u003Ctd\u003EDefined Benefit Plan Assets to Total Tier 1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV21\u003C\/td\u003E\n \u003Ctd\u003ECapital and Share Premium to Total Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV22\u003C\/td\u003E\n \u003Ctd\u003EAccumulated OCI to Total Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV23\u003C\/td\u003E\n \u003Ctd\u003ERetained Earnings and Reserves to Total Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV24\u003C\/td\u003E\n \u003Ctd\u003ETreasury Shares to Total Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV25\u003C\/td\u003E\n \u003Ctd\u003EMinority Interests to Total Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV26\u003C\/td\u003E\n \u003Ctd\u003EEquity to total liabilities and equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV27\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital to (total assets - intangible assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV28\u003C\/td\u003E\n \u003Ctd\u003EAnnual growth rate of risk weighted assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EKSV29\u003C\/td\u003E\n \u003Ctd\u003ECET 1 (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EKSV30\u003C\/td\u003E\n \u003Ctd\u003ETotal capital ratio (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL0000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL LIABILITIES\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1000\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1009\u003C\/td\u003E\n \u003Ctd\u003ESubordinated financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1100\u003C\/td\u003E\n \u003Ctd\u003EDeposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1110\u003C\/td\u003E\n \u003Ctd\u003EDeposits - Current accounts \/ overnight deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1120\u003C\/td\u003E\n \u003Ctd\u003EDeposits -Deposits with agreed maturity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1130\u003C\/td\u003E\n \u003Ctd\u003EDeposits - Deposits redeemable at notice\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1140\u003C\/td\u003E\n \u003Ctd\u003EDeposits - Repurchase agreements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1150\u003C\/td\u003E\n \u003Ctd\u003EDeposits (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1199\u003C\/td\u003E\n \u003Ctd\u003ESubordinated financial liabilities - Deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1200\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1210\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Certificates of deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1220\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Asset-backed securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1230\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Covered bonds\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1240\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Hybrid contracts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1250\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1251\u003C\/td\u003E\n \u003Ctd\u003ESubordinated financial liabilities - debt securities issued (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1290\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Other debt securities issued\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1291\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Other debt securities issued - Convertible compound financial instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1292\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued - Other debt securities issued - Non-convertible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1299\u003C\/td\u003E\n \u003Ctd\u003ESubordinated financial liabilities - Debt securities issued\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1300\u003C\/td\u003E\n \u003Ctd\u003EShort positions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1320\u003C\/td\u003E\n \u003Ctd\u003EShort positions - Debt Securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1330\u003C\/td\u003E\n \u003Ctd\u003EShort positions - Equity Instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1400\u003C\/td\u003E\n \u003Ctd\u003EDerivatives - liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1401\u003C\/td\u003E\n \u003Ctd\u003EDerivatives - liabilities (balance sheet)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1450\u003C\/td\u003E\n \u003Ctd\u003EDerivatives (financial liabilities)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL1451\u003C\/td\u003E\n \u003Ctd\u003EDerivatives (financial liabilities) - trading\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL1900\u003C\/td\u003E\n \u003Ctd\u003EOther financial liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL2100\u003C\/td\u003E\n \u003Ctd\u003EFair value changes of the hedged items in portfolio hedge of interest rate risk - liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL3000\u003C\/td\u003E\n \u003Ctd\u003EProvisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL4000\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL4100\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities - Current tax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL4200\u003C\/td\u003E\n \u003Ctd\u003ETax liabilities - Deferred tax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL5100\u003C\/td\u003E\n \u003Ctd\u003ERetail funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL5110\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Sight deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL5121\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Fixed-term deposits with an initial maturity \u0026lt; 30 days\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL5122\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Fixed-term deposits with an initial maturity \u0026gt; 30 days\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL5123\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Term deposits withdrawable within the following 30 days\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL5124\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Term deposits not withdrawable within the following 30 days\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL5130\u003C\/td\u003E\n \u003Ctd\u003ERetail funding - Savings accounts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL5200\u003C\/td\u003E\n \u003Ctd\u003EWholesale funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL5210\u003C\/td\u003E\n \u003Ctd\u003EWholesale funding - Unsecured\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL5220\u003C\/td\u003E\n \u003Ctd\u003EWholesale funding - Secured\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6100\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6110\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Capital items and instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6120\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Retail deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6121\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Retail deposits - of which: maturity \u0026lt; 6 months\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6122\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Retail deposits - of which: maturity \u0026gt;= 6 months to \u0026lt; 1 year\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6123\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Retail deposits - of which: maturity \u0026gt;= 1 year\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6130\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Other non-financial customers (except central banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6131\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Other non-financial customers (except central banks) - of which: maturity \u0026lt; 6 months\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6132\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Other non-financial customers (except central banks) - of which: maturity \u0026gt;= 6 months to \u0026lt; 1 year\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6133\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Other non-financial customers (except central banks) - of which: maturity \u0026gt;= 1 year\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6140\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Operational deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6150\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Liabilities and committed facilities within a group or an IPS if subject to preferential treatment\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6160\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Financial customers and central banks\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6161\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Financial customers and central banks - of which: liabilities provided by the ECB or the central bank of a Member State\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6170\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Liabilities provided where the counterparty cannot be determined\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL6180\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Independent liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL6190\u003C\/td\u003E\n \u003Ctd\u003ENet stable funding ratio calculation - Available stable funding - Other liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL9100\u003C\/td\u003E\n \u003Ctd\u003EOther liabilities (other than financial liabilities, fair value changes, provisions, tax liabilities, shares repayable on demans and liabilities classified as held for sale)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL9200\u003C\/td\u003E\n \u003Ctd\u003ELiabilities included in disposal groups classified as held for sale\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL9300\u003C\/td\u003E\n \u003Ctd\u003EShare capital repayable on demand (e.g. cooperative shares)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL9400\u003C\/td\u003E\n \u003Ctd\u003EResidual liabilities (other than deposits, debt securities issued and provisions)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EL9500\u003C\/td\u003E\n \u003Ctd\u003EHaircuts for trading liabilities at fair value\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EL9600\u003C\/td\u003E\n \u003Ctd\u003EOther liabilities (other than deposits, debt securities issued, derivatives and provisions)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE000\u003C\/td\u003E\n \u003Ctd\u003ETOTAL EQUITY\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE110\u003C\/td\u003E\n \u003Ctd\u003ECapital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE120\u003C\/td\u003E\n \u003Ctd\u003EShare premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE130\u003C\/td\u003E\n \u003Ctd\u003EEquity instruments issued other than capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE140\u003C\/td\u003E\n \u003Ctd\u003EOther Equity\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE200\u003C\/td\u003E\n \u003Ctd\u003EAccumulated other comprehensive income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE300\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE400\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings, revaluation reserves, fair value reserves and other reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE410\u003C\/td\u003E\n \u003Ctd\u003ERevaluation reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE420\u003C\/td\u003E\n \u003Ctd\u003EFair value reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE500\u003C\/td\u003E\n \u003Ctd\u003EOther equity (other than paid up capital, share premium, accumulated other comprehensive income, retained earnings, revaluation reserves, fair value reserves, other reserves, minority interests)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE510\u003C\/td\u003E\n \u003Ctd\u003EOther Reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE520\u003C\/td\u003E\n \u003Ctd\u003EFirst consolidation differences\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE600\u003C\/td\u003E\n \u003Ctd\u003E(Treasury shares)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE710\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss attributable to owners of the parent\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE720\u003C\/td\u003E\n \u003Ctd\u003E(Interim dividends)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELE730\u003C\/td\u003E\n \u003Ctd\u003EMinority interest\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELE999\u003C\/td\u003E\n \u003Ctd\u003ETOTAL LIABILITIES AND EQUITY\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELF000\u003C\/td\u003E\n \u003Ctd\u003EOff-balance sheet items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELF100\u003C\/td\u003E\n \u003Ctd\u003ECollateral received by the reporting institution own debt securities issued\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELF110\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments - Given\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELF120\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees - Given\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELF130\u003C\/td\u003E\n \u003Ctd\u003EOther commitments - Given\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELF210\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments - Received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ELF220\u003C\/td\u003E\n \u003Ctd\u003EFinancial guarantees - Received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ELF230\u003C\/td\u003E\n \u003Ctd\u003EOther commitments - Received\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4111\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - Central banks (denominator of K4111)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4112\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - General governments (denominator of K4112)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4113\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - Credit institutions (denominator of K4113)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4114\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - Other financial corporations (denominator of K4114)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4115\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - Non-financial corporations (denominator of K4115)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4116\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt instruments unites - Households (denominator of K4116)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4121\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances - Central banks (denominator of K4121)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4122\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances - General governments (denominator of K4122)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4123\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances - Credit institutions (denominator of K4123)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4124\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances - Other financial corporations (denominator of K4124)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4125\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances - Non-financial corporations (denominator of K4125)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4131\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities - Central banks (denominator of K4131)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4132\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities - General governments (denominator of K4132)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4133\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities - Credit institutions (denominator of K4133)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4134\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities - Other financial corporations (denominator of K4134)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4135\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities - Non-financial corporations (denominator of K4135)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4211\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Central banks (denominator of K4211)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4212\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - General governments (denominator of K4212)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4213\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Credit institutions (denominator of K4213)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4214\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Other financial corporations (denominator of K4214)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4215\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Non-financial corporations (denominator of K4215)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4216\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Households (denominator of K4216)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4221\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Central banks (denominator of K4221)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4222\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - General governments (denominator of K4222)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4223\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Credit institutions (denominator of K4223)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4224\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Other financial corporations (denominator of K4224)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4225\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Non-financial corporations (denominator of K4225)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4231\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Central banks (denominator of K4231)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4232\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - General governments (denominator of K4232)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4233\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Credit institutions (denominator of K4233)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EM4234\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Other financial corporations (denominator of K4234)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EM4235\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS - Non-financial corporations (denominator of K4235)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA101\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount (denominator of KA101)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA102\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount (denominator of KA102)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA161\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KA161)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA162\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KA162)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA163\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KA163)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA164\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KA164)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA171\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA171)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA172\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA172)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA173\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA173)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA174\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA174)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA175\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA175)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA176\u003C\/td\u003E\n \u003Ctd\u003Eexposures in default at the beginning of period [SA plus IRB] (denominator of KA176)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA221\u003C\/td\u003E\n \u003Ctd\u003ESum of levels 1 to 3 for assets (denominator of KA221)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA222\u003C\/td\u003E\n \u003Ctd\u003ESum of levels 1 to 3 for assets (denominator of KA222)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA223\u003C\/td\u003E\n \u003Ctd\u003ESum of levels 1 to 3 for assets (denominator of KA223)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA241\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount (denominator of KA241)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA242\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount (denominator of KA242)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA291\u003C\/td\u003E\n \u003Ctd\u003ETotal gross impaired loans and debt securities (denominator of KA291)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA292\u003C\/td\u003E\n \u003Ctd\u003ETotal gross impaired loans (denominator of KA292)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA293\u003C\/td\u003E\n \u003Ctd\u003ETotal gross impaired loans and debt securities (denominator of KA293)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA321\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Central Banks (denominator of KA321)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA322\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - General governments (denominator of KA322)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA323\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Credit institutions (denominator of KA323)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA324\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Other financial corporations (denominator of KA324)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA325\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Non-financial corporations (denominator of KA325)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA331\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Central banks (denominator of KA331)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA332\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - General governments (denominator of KA332)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA333\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Credit institutions (denominator of KA333)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA334\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Other financial corporations (denominator of KA334)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA335\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts - Non-financial corporations (denominator of KA335)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA381\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbearance measures (denominator of KA381)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA382\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbearance measures (denominator of KA382)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA3_1\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities and loans and advances (denominator of KA3_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA3_2\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances (denominator of KA3_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA3_3\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities (denominator of KA3_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA411\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances and non-performing debt securities (denominator of KA411)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA412\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances (denominator of KA412)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA413\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing non-performing debt securities (denominator of KA413)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA421\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS (denominator of KA421)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA422\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS (denominator of KA422)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA423\u003C\/td\u003E\n \u003Ctd\u003ETotal corresponding instruments on BS (denominator of KA423)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA471\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of loans and advances (denominator of KA471)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA472\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of loans and advances (denominator of KA472)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA473\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of loans and advances (denominator of KA473)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA481\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities and loans and advances at amortised cost (denominator of KA481)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA482\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances at amortised cost (denominator of KA482)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA483\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities at amortised cost (denominator of KA483)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA491\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities and loans and advances at fair value (denominator of KA491)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA492\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances at fair value (denominator of KA492)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA493\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities at fair value (denominator of KA493)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA4_1\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA4_2\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA4_3\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA4_4\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA4_5\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA4_6\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA4_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA501\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at amortised cost (denominator of KA501)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA502\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at amortised cost (denominator of KA502)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA503\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at amortised cost (denominator of KA503)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA511\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at fair value (denominator of KA511)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA512\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at fair value (denominator of KA512)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA513\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at fair value (denominator of KA513)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA521\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances and debt securities at amortised cost (denominator of KA521)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA522\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances at amortised cost (denominator of KA522)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA523\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities at amortised cost (denominator of KA523)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA531\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances and debt securities at fair value (denominator of KA531)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA532\u003C\/td\u003E\n \u003Ctd\u003ETotal gross loans and advances at fair value (denominator of KA532)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA533\u003C\/td\u003E\n \u003Ctd\u003ETotal gross debt securities at fair value (denominator of KA533)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA5_1\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA5_2\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA5_3\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA5_4\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA5_5\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA5_6\u003C\/td\u003E\n \u003Ctd\u003ETotal gross carrying amounts (denominator of KA5_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA6_1\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA6_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA6_2\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA6_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA6_3\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA6_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA7_1\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA7_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA7_2\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA7_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA7_3\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA7_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA8_1\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA8_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA8_2\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA8_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA8_3\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA8_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA8_4\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA8_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA8_5\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA8_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA9_1\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA9_2\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA9_3\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA9_4\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMA9_5\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMA9_6\u003C\/td\u003E\n \u003Ctd\u003ETotal amount of impaired assets (denominator of KA9_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ01\u003C\/td\u003E\n \u003Ctd\u003ETotal own funds for solvency purposes (denominator of KAQ01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ02\u003C\/td\u003E\n \u003Ctd\u003ETier one capital solvency purposes (denominator of KAQ02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ11\u003C\/td\u003E\n \u003Ctd\u003ETotal original exposure value (SA plus IRB) (denominator of KAQ11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ12\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KAQ12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ13\u003C\/td\u003E\n \u003Ctd\u003EExposure value (SA plus IRB) (denominator of KAQ13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ14\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (SA plus IRB) (denominator of KAQ14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ15\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure (IRB) (denominator of KAQ15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ18\u003C\/td\u003E\n \u003Ctd\u003Etotal securitised exposure value [SA plus IRB] (denominator of KAQ18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ19\u003C\/td\u003E\n \u003Ctd\u003EGross collateralised loans (denominator of KAQ19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ20\u003C\/td\u003E\n \u003Ctd\u003Etotal OBS exposures (denominator of KAQ20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ21\u003C\/td\u003E\n \u003Ctd\u003EGross Carrying amounts (denominator of KAQ21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ23\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures (original exposures) (denominator of KAQ23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ25\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances subject to impairment (denominator of KAQ25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ26\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances subject to impairmen [gross amounts] (denominator of KAQ26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ27\u003C\/td\u003E\n \u003Ctd\u003ENet allowances on loans and advances for the last period (Q-4 if calculated from year to year -sliding-) (denominator of KAQ27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ28\u003C\/td\u003E\n \u003Ctd\u003ETotal debt securities and loans and advances subject to impairment (denominator of KAQ28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ30\u003C\/td\u003E\n \u003Ctd\u003ETotal gross impaired loans and debt securities (denominator of KAQ30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ31\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KAQ31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ32\u003C\/td\u003E\n \u003Ctd\u003ETotal debt instruments subject to impairment (denominator of KAQ32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ33\u003C\/td\u003E\n \u003Ctd\u003ETotal gross assets (denominator of KAQ33)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ34\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KAQ34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ37\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbearance measures (denominator of KAQ37)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ39\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbearance measures (denominator of KAQ39)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ40\u003C\/td\u003E\n \u003Ctd\u003EUnimpaired loans and debt securities (denominator of KAQ40)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ44\u003C\/td\u003E\n \u003Ctd\u003ETotal allowances on assets subject to impairment for the last period (Q-4 if calculated from year to year -sliding-) (denominator of KAQ44)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMAQ45\u003C\/td\u003E\n \u003Ctd\u003ENet write-offs on equity instruments for the last period (Q-4 if calculated from year to year -sliding-) (denominator of KAQ45)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMAQ46\u003C\/td\u003E\n \u003Ctd\u003ENet allowances on debt securities for the last period (Q-4 if calculated from year to year -sliding-) (denominator of KAQ46)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO01\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures (denominator of KCO01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMCO02\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures (denominator of KCO02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO03\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures (denominator of KCO03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMCO04\u003C\/td\u003E\n \u003Ctd\u003ETotal exposures (denominator of KCO04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO05\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KCO05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMCO06\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances (denominator of KCO06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO07\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances (denominator of KCO07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMCO08\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances (denominator of KCO08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO09\u003C\/td\u003E\n \u003Ctd\u003ETotal assets and OBSI (denominator of KCO09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMCO10\u003C\/td\u003E\n \u003Ctd\u003ETotal assets and OBSI (denominator of KCO10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMCO11\u003C\/td\u003E\n \u003Ctd\u003ETotal assets and OBSI (denominator of KCO11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD01\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KFD01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD02\u003C\/td\u003E\n \u003Ctd\u003Eencumbered plus unencumbered eligible assets (denominator of KFD02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD03\u003C\/td\u003E\n \u003Ctd\u003Eencumbered plus unencumbered assets issued by general government (denominator of KFD03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD04\u003C\/td\u003E\n \u003Ctd\u003Etotal collateral received available for encumbrance (denominator of KFD04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD05\u003C\/td\u003E\n \u003Ctd\u003Ematching liabilities (denominator of KFD05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD06\u003C\/td\u003E\n \u003Ctd\u003Eencumbered assets (denominator of KFD06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD07\u003C\/td\u003E\n \u003Ctd\u003Eencumbered assets (denominator of KFD07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD08\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KFD08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD09\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD10\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD11\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KFD11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD12\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KFD12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD13\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KFD13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD17\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits (denominator of KFD17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD18\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD19\u003C\/td\u003E\n \u003Ctd\u003EResidual maturity of liabilities - encumbered assets (denominator of KFD19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD20\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD21\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD22\u003C\/td\u003E\n \u003Ctd\u003EDeposits in domestic and non-domestic activities (denominator of KFD22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD23\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities in domestic and non-domestic activities (denominator of KFD23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD24\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits (denominator of KFD24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD25\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD26\u003C\/td\u003E\n \u003Ctd\u003ECarrying amount of financial liabilities held for trading and designated at fair value through profit or loss (denominator of KFD26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD27\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued at amortised cost (denominator of KFD27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD28\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD29\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD30\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (denominator of KFD30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD31\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities under the regulatory scope of consolidation (denominator of KFD31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD32\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits to non-financial corporations and households (denominator of KFD32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMFD33\u003C\/td\u003E\n \u003Ctd\u003ETotal assets and collateral (denominator of KFD33)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMFD34\u003C\/td\u003E\n \u003Ctd\u003EDeposits at amortised cost (denominator of KFD34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ01\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities and own funds (denominator of KLQ01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ02\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ03\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding in less than 12 months (denominator of KLQ03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ04\u003C\/td\u003E\n \u003Ctd\u003ETotal items requiring stable funding (denominator of KLQ04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ05\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ06\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ07\u003C\/td\u003E\n \u003Ctd\u003ETotal liquid assets (denominator of KLQ07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ08\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ09\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ10\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding (denominator of KLQ10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ11\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KLQ11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ12\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KLQ12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ13\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KLQ13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ14\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities and equity (denominator of KLQ14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ15\u003C\/td\u003E\n \u003Ctd\u003ETotal liquid assets (denominator of KLQ15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMLQ16\u003C\/td\u003E\n \u003Ctd\u003EMonies due from retail customers (denominator of KLQ16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMLQ17\u003C\/td\u003E\n \u003Ctd\u003ENet liquidity outflow (denominator of KLQ17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR01\u003C\/td\u003E\n \u003Ctd\u003ETotal assets and derivatives for trading (denominator of KMR01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR02\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KMR02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR03\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KMR03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR04\u003C\/td\u003E\n \u003Ctd\u003ETotal long positions including reporting currency (denominator of KMR04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR05\u003C\/td\u003E\n \u003Ctd\u003ETotal short positions including reporting currency (denominator of KMR05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR06\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts (denominator of KMR06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR07\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts (denominator of KMR07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR08\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts (denominator of KMR08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR09\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts (denominator of KMR09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR10\u003C\/td\u003E\n \u003Ctd\u003EMax (Value at Risk average and last day) (denominator of KMR10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR11\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts (denominator of KMR11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR12\u003C\/td\u003E\n \u003Ctd\u003ETotal unsettled transactions at settlement price (trading and non-trading) (denominator of KMR12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMMR13\u003C\/td\u003E\n \u003Ctd\u003ETotal risk weighted exposure amounts (denominator of KMR13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMMR14\u003C\/td\u003E\n \u003Ctd\u003ETotal Original Exposures (denominator of KMR14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOR01\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure Amount (denominator of KOR01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOR02\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (denominator of KOR02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOR03\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (denominator of KOR03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOR04\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (denominator of KOR04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOR05\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure Amount for OpR * 0.08 (denominator of KOR05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOR06\u003C\/td\u003E\n \u003Ctd\u003ETotal OpR Loss Amount (denominator of KOR06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOR07\u003C\/td\u003E\n \u003Ctd\u003ETotal OpR Loss Amount (denominator of KOR07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOR08\u003C\/td\u003E\n \u003Ctd\u003ETotal OpR Loss Amount (denominator of KOR08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOR09\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for Credit Risk (denominator of KOR09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOR10\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (denominator of KOR10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOTH1\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOTH2\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOTH3\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOTH4\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMOTH5\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMOTH6\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KOTH6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF01\u003C\/td\u003E\n \u003Ctd\u003EAdministrative Expenses (denominator of KPF01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF02\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income net (denominator of KPF02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF03\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income net (denominator of KPF03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF04\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss before tax from continuing operations (denominator of KPF04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF05\u003C\/td\u003E\n \u003Ctd\u003EInterest Income (denominator of KPF05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF06\u003C\/td\u003E\n \u003Ctd\u003EInterest Income (denominator of KPF06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF07\u003C\/td\u003E\n \u003Ctd\u003EInterest Income earned in domestic and non-domestic activities (denominator of KPF07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF08\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses spend in domestic and non-domestic activities (denominator of KPF08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF09\u003C\/td\u003E\n \u003Ctd\u003EDividend income earned in domestic and non-domestic activities (denominator of KPF09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF10\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income earned in domestic and non-domestic activities (denominator of KPF10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF11\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income net earned in domestic and non-domestic activities (denominator of KPF11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF12\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income (denominator of KPF12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF13\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income (denominator of KPF13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF14\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income (denominator of KPF14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF15\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss earned or lost in domestic and non-domestic activities (denominator of KPF15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF16\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss earned or lost in domestic and non-domestic activities (denominator of KPF16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF17\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (denominator of KPF17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF18\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF19\u003C\/td\u003E\n \u003Ctd\u003ENet operating Profit =Total operating income net (denominator of KPF19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF20\u003C\/td\u003E\n \u003Ctd\u003EEarnings before Income Tax = Profit or (-) loss before tax from continuing operations (denominator of KPF20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF21\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF22\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount * 0,08 (denominator of KPF22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF23\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF24\u003C\/td\u003E\n \u003Ctd\u003ETotal assets (denominator of KPF24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF25\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF26\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF27\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF28\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF29\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF30\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF31\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF32\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (denominator of KPF32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF34\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances to households (denominator of KPF34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF35\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF35)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF36\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF36)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF37\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF37)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF38\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF38)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF39\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF39)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF40\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KPF40)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMPF41\u003C\/td\u003E\n \u003Ctd\u003EInterest earning assets (denominator of KPF41)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMPF42\u003C\/td\u003E\n \u003Ctd\u003EOwn funds (denominator of KPF42)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMS2_1\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure to corporates and retail (SA) (denominator of KS2_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMS2_2\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposure to corporates and retail (IRB) (denominator of KS2_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMS6_1\u003C\/td\u003E\n \u003Ctd\u003ESME exposure value (SA) (denominator of KS6_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMS6_2\u003C\/td\u003E\n \u003Ctd\u003ESME exposure value (IRB) (denominator of KS6_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMS7_1\u003C\/td\u003E\n \u003Ctd\u003EExposure value of exposures s.t. SF (SA) (denominator of KS7_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMS7_2\u003C\/td\u003E\n \u003Ctd\u003ESME\/SF exposure value (IRB) (denominator of KS7_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSM01\u003C\/td\u003E\n \u003Ctd\u003ETotal original exposure (SAplusIRB) (denominator of KSM01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSM03\u003C\/td\u003E\n \u003Ctd\u003ETotal original exposure (SAplusIRB) (denominator of KSM03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSM08\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures (IRB only) (denominator of KSM08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSM09\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures subject to SME Supporting Factor (IRB only) (denominator of KSM09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSM10\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures (IRB only) (denominator of KSM10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSM11\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures subject to SME Supporting Factor (IRB only) (denominator of KSM11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSM14\u003C\/td\u003E\n \u003Ctd\u003ESME Original exposure (SA plus IRB) (denominator of KSM14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSM15\u003C\/td\u003E\n \u003Ctd\u003ESME Original exposure (SA plus IRB) (denominator of KSM15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSM16\u003C\/td\u003E\n \u003Ctd\u003EIncrease in CET1 capital ratio with the application of SME supporting factor (denominator of KSM16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV01\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV02\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV03\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV04\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV05\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries (denominator of KSV05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV06\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries (denominator of KSV06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV07\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries (denominator of KSV07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV08\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV09\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV10\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV11\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount (denominator of KSV11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV12\u003C\/td\u003E\n \u003Ctd\u003ETotal Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital (denominator of KSV12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV13\u003C\/td\u003E\n \u003Ctd\u003ETotal Leverage Ratio exposure - using a transitional definition of Tier 1 capital (denominator of KSV13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV14\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV15\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV16\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV17\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV18\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV19\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV20\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (denominator of KSV20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV21\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV22\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV23\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV24\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV25\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (denominator of KSV25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV26\u003C\/td\u003E\n \u003Ctd\u003ETotal equity and liabilities (denominator of KSV26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV27\u003C\/td\u003E\n \u003Ctd\u003ETotal assets excluding intangible assets (denominator of KSV27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV29\u003C\/td\u003E\n \u003Ctd\u003ECET1 - fully phased-in definition (denominator of KSV29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV30\u003C\/td\u003E\n \u003Ctd\u003ETotal own funds - fully phased-in definition (denominator of KSV30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV31\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - exposure values excluding deductions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV33\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - Other on-balance sheet items\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV34\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - derivatives (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV35\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - securities financing transactions (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV36\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - off-balance sheet items (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV37\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - deductions of exposures to public sector entities funding general interest investments (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV38\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - asset amount deducted from Tier 1 capital (fully phased-in definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV39\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - asset amount deducted or added from Tier 1 capital (transitional definition)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV40\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - Regular-way purchases and sales awaiting settlement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EMSV41\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - Cash pooling arrangements\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EMSV42\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio calculation - Deductions of exposures promoting public policy objectives\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4111\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - Central banks (numerator of K4111)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4112\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - General governments (numerator of K4112)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4113\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - Credit institutions (numerator of K4113)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4114\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - Other financial corporations (numerator of K4114)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4115\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - Non-financial corporations (numerator of K4115)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4116\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt instruments - Households (numerator of K4116)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4121\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and advances - Central banks (numerator of K4121)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4122\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and advances - General governments (numerator of K4122)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4123\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and advances - Credit institutions (numerator of K4123)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4124\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and advances - Other financial corporations (numerator of K4124)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4125\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and advances - Non-financial corporations (numerator of K4125)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4131\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities - Central banks (numerator of K4131)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4132\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities - General governments (numerator of K4132)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4133\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities - Credit institutions (numerator of K4133)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4134\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities - Other financial corporations (numerator of K4134)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4135\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities - Non-financial corporations (numerator of K4135)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4211\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - Central banks (numerator of K4211)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4212\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - General governments (numerator of K4212)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4213\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - Credit institutions (numerator of K4213)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4214\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - Other financial corporations (numerator of K4214)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4215\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - Non-financial corporations (numerator of K4215)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4216\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt instruments - Households (numerator of K4216)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4221\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances - Central banks (numerator of K4221)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4222\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances - General governments (numerator of K4222)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4223\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances - Credit institutions (numerator of K4223)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4224\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances - Other financial corporations (numerator of K4224)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4225\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances - Non-financial corporations (numerator of K4225)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4231\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities - Central banks (numerator of K4231)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4232\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities - General governments (numerator of K4232)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4233\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities - Credit institutions (numerator of K4233)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EN4234\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities - Other financial corporations (numerator of K4234)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EN4235\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities - Non-financial corporations (numerator of K4235)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA101\u003C\/td\u003E\n \u003Ctd\u003EAmount of accumulated impairment and accumulated change in fair value due to credit risk of debt instruments by country - Debt securities (numerator of KA101)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA102\u003C\/td\u003E\n \u003Ctd\u003EAmount of accumulated impairment and accumulated change in fair value due to credit risk of debt instruments by country - Loans and advances (numerator of KA102)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA161\u003C\/td\u003E\n \u003Ctd\u003EExposures in default (SA plus IRB) by sector and country - Central governments or central banks (numerator of KA161)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA162\u003C\/td\u003E\n \u003Ctd\u003EExposures in default (SA plus IRB) by sector and country - Institutions (numerator of KA162)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA163\u003C\/td\u003E\n \u003Ctd\u003EExposures in default (SA plus IRB) by sector and country - Corporates (numerator of KA163)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA164\u003C\/td\u003E\n \u003Ctd\u003EExposures in default (SA plus IRB) by sector and country - Retail (numerator of KA164)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA171\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Central banks and central governments (numerator of KA171)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA172\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Institutions (numerator of KA172)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA173\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Corporates (numerator of KA173)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA174\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Retail (numerator of KA174)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA175\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Equity (numerator of KA175)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA176\u003C\/td\u003E\n \u003Ctd\u003EObserved new defaults for the period [SA plus IRB] by sector and countries - Other non-credit obligation assets (numerator of KA176)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA221\u003C\/td\u003E\n \u003Ctd\u003ELevel of FV hierarchy for assets - Level 1 (numerator of KA221)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA222\u003C\/td\u003E\n \u003Ctd\u003ELevel of FV hierarchy for assets - Level 2 (numerator of KA222)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA223\u003C\/td\u003E\n \u003Ctd\u003ELevel of FV hierarchy for assets - Level 3 (numerator of KA223)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA241\u003C\/td\u003E\n \u003Ctd\u003EForborne assets by country - Debt securities (numerator of KA241)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA242\u003C\/td\u003E\n \u003Ctd\u003EForborne assets by country - Loans and advances (numerator of KA242)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA291\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and debt securities (numerator of KA291)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA292\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans (numerator of KA292)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA293\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities (numerator of KA293)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA321\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances - Central banks (numerator of KA321)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA322\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances - General governments (numerator of KA322)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA323\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances - Credit institutions (numerator of KA323)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA324\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances - Other financial corporations (numerator of KA324)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA325\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances - Non-financial corporations (numerator of KA325)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA331\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities - Central banks (numerator of KA331)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA332\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities - General governments (numerator of KA332)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA333\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities - Credit institutions (numerator of KA333)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA334\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities - Other financial corporations (numerator of KA334)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA335\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities - Non-financial corporations (numerator of KA335)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA381\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbearance measures, non-financial corporations (numerator of KA381)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA382\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of exposures with forbeareance measures, households (numerator of KA382)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA3_1\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities and loans and advances (numerator of KA3_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA3_2\u003C\/td\u003E\n \u003Ctd\u003ENon-performing loans and advances (numerator of KA3_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA3_3\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt securities (numerator of KA3_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA411\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans and debt securities (numerator of KA411)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA412\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for loans (numerator of KA412)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA413\u003C\/td\u003E\n \u003Ctd\u003ESpecific allowances for debt securities (numerator of KA413)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA421\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures (numerator of KA421)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA422\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures (numerator of KA422)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA423\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures (numerator of KA423)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA471\u003C\/td\u003E\n \u003Ctd\u003EPerforming exposures with forbearance measures - of which performing forborne exposures under probation (numerator of KA471)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA472\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances of which performing forborne exposures under probation (numerator of KA472)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA473\u003C\/td\u003E\n \u003Ctd\u003ENon-performing exposures with forbearance measures (numerator of KA473)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA481\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at amortised cost (numerator of KA481)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA482\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at amortised cost (numerator of KA482)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA483\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at amortised cost (numerator of KA483)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA491\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at fair value (numerator of KA491)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA492\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at fair value (numerator of KA492)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA493\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at fair value (numerator of KA493)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA4_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - Central banks (numerator of AQ4_1) (numerator of KA4_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA4_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - General governments (numerator of KA4_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA4_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - Credit institutions (numerator of KA4_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA4_4\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - Other financial corporations (numerator of KA4_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA4_5\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - Non-financial corporations (numerator of KA4_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA4_6\u003C\/td\u003E\n \u003Ctd\u003EAmount of non-performing debt instruments - Households (numerator of KA4_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA501\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at amortised cost (numerator of KA501)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA502\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at amortised cost (numerator of KA502)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA503\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at amortised cost (numerator of KA503)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA511\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing exposures at fair value (numerator of KA511)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA512\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing loans and advances at fair value (numerator of KA512)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA513\u003C\/td\u003E\n \u003Ctd\u003ETotal gross non-performing debt securities at fair value (numerator of KA513)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA521\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances and debt securities at amortised cost (numerator of KA521)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA522\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances at amortised cost (numerator of KA522)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA523\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities at amortised cost (numerator of KA523)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA531\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances and debt securities at fair value (numerator of KA531)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA532\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for loans and advances at fair value (numerator of KA532)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA533\u003C\/td\u003E\n \u003Ctd\u003EExposures with forbearance measures for debt securities at fair value (numerator of KA533)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA5_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - Central banks (numerator of KA5_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA5_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - General governments (numerator of KA5_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA5_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - Credit institutions (numerator of KA5_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA5_4\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - Other financial corporations (numerator of KA5_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA5_5\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - Non-financial corporations (numerator of KA5_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA5_6\u003C\/td\u003E\n \u003Ctd\u003EAmount of non performing debt securities and loans by country (residency counterparty) - Households (numerator of KA5_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA6_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired assets by type - Equity instruments (numerator of KA6_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA6_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired assets by type - Debt securities (numerator of KA6_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA6_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired assets by type - Loans and advances (numerator of KA6_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA7_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired equity instruments by sector - Credit institutions (numerator of KA7_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA7_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired equity instruments by sector - Other financial corporations (numerator of KA7_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA7_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired equity instruments by sector - Non-financial corporations (numerator of KA7_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA8_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired debt securities by sector - Central banks (numerator of KA8_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA8_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired debt securities by sector - General governments (numerator of KA8_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA8_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired debt securities by sector - Credit institutions (numerator of KA8_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA8_4\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired debt securities by sector - Other financial corporations (numerator of KA8_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA8_5\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired debt securities by sector - Non-financial corporations (numerator of KA8_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA9_1\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - Central banks (numerator of KA9_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA9_2\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - General governments (numerator of KA9_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA9_3\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - Credit institutions (numerator of KA9_3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA9_4\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - Other financial corporations (numerator of KA9_4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENA9_5\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - Non-financial corporations (numerator of KA9_5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENA9_6\u003C\/td\u003E\n \u003Ctd\u003EAmount of impaired loans and advances by sector - Households (numerator of KA9_6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ01\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt instruments (loans and debt securities) net of provisions (numerator of KAQ01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ02\u003C\/td\u003E\n \u003Ctd\u003ENon-performing debt instruments (loans and debt securities) net of provisions (numerator of KAQ02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ11\u003C\/td\u003E\n \u003Ctd\u003EExposures in default SA plus exposures in default IRB (numerator of KAQ11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ12\u003C\/td\u003E\n \u003Ctd\u003EValue adjustments and provisions (SA plus IRB) (numerator of KAQ12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ13\u003C\/td\u003E\n \u003Ctd\u003ERW exposure (SA plus IRB) (numerator of KAQ13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ14\u003C\/td\u003E\n \u003Ctd\u003EExposure value (SA plus IRB) (numerator of KAQ14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ15\u003C\/td\u003E\n \u003Ctd\u003EEL amount (numerator of KAQ15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ18\u003C\/td\u003E\n \u003Ctd\u003ERe-securitisation exposures [SA plus IRB] (numerator of KAQ18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ19\u003C\/td\u003E\n \u003Ctd\u003EGross impaired and past due collateralised loans (numerator of KAQ19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ20\u003C\/td\u003E\n \u003Ctd\u003EOBS NP exposures (numerator of KAQ20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ21\u003C\/td\u003E\n \u003Ctd\u003ENet allowances for credit losses [closing balance - opening balance] (numerator of KAQ21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ23\u003C\/td\u003E\n \u003Ctd\u003EDefaulted original exposures (numerator of KAQ23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ25\u003C\/td\u003E\n \u003Ctd\u003EPast due loans \u0026gt; 90 days (numerator of KAQ25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ26\u003C\/td\u003E\n \u003Ctd\u003EImpaired and past due loans (numerator of KAQ26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ27\u003C\/td\u003E\n \u003Ctd\u003ENet allowances on loans and advances for the period (numerator of KAQ27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ28\u003C\/td\u003E\n \u003Ctd\u003EPast due loans and debt securities \u0026gt; 90 days (numerator of KAQ28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ30\u003C\/td\u003E\n \u003Ctd\u003ESpecific and collective allowances for loans and debt securities (numerator of KAQ30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ31\u003C\/td\u003E\n \u003Ctd\u003EImpaired financial assets (numerator of KAQ31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ32\u003C\/td\u003E\n \u003Ctd\u003EImpaired debt instruments (numerator of KAQ32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ33\u003C\/td\u003E\n \u003Ctd\u003EAccumulated impairments on financial assets (numerator of KAQ33)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ34\u003C\/td\u003E\n \u003Ctd\u003EImpairments or reversals of impairments on financial assets not measured at fair value (numerator of KAQ34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ37\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of non-performing exposures with forbearance measures (numerator of KAQ37)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ39\u003C\/td\u003E\n \u003Ctd\u003EGross carrying amount of performing forborne exposures (numerator of KAQ39)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ40\u003C\/td\u003E\n \u003Ctd\u003EIncurred But Not Reported Losses (numerator of KAQ40)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ44\u003C\/td\u003E\n \u003Ctd\u003ETotal allowances on assets subject to impairment for the period (numerator of KAQ44)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENAQ45\u003C\/td\u003E\n \u003Ctd\u003ENet write-offs on equity instruments for the period (numerator of KAQ45)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENAQ46\u003C\/td\u003E\n \u003Ctd\u003ENet allowances on debt securities for the period (numerator of KAQ46)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO01\u003C\/td\u003E\n \u003Ctd\u003ETotal large exposures (numerator of KCO01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENCO02\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures over 10% capital (numerator of KCO02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO03\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures to institutions (numerator of KCO03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENCO04\u003C\/td\u003E\n \u003Ctd\u003ELarge exposures to unregulated financial entities (numerator of KCO04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO05\u003C\/td\u003E\n \u003Ctd\u003EAssets from non domestic activities (numerator of KCO05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENCO06\u003C\/td\u003E\n \u003Ctd\u003ELoans collateralised by immovable property (numerator of KCO06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO07\u003C\/td\u003E\n \u003Ctd\u003EResidential mortgage loans to households (numerator of KCO07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENCO08\u003C\/td\u003E\n \u003Ctd\u003ECommercial RE mortgage loans (to non-financial corporations) (numerator of KCO08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO09\u003C\/td\u003E\n \u003Ctd\u003EAssets and off-balance sheet items in securitisation SPEs (numerator of KCO09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENCO10\u003C\/td\u003E\n \u003Ctd\u003EAssets and off-balance sheet items in asset managers (numerator of KCO10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENCO11\u003C\/td\u003E\n \u003Ctd\u003EAssets and off-balance sheet items in other unconsolidated structured entities (numerator of KCO11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD01\u003C\/td\u003E\n \u003Ctd\u003EEncumbered assets (numerator of KFD01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD02\u003C\/td\u003E\n \u003Ctd\u003EEncumbered eligible assets (numerator of KFD02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD03\u003C\/td\u003E\n \u003Ctd\u003EEncumbered assets issued by general goverments (numerator of KFD03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD04\u003C\/td\u003E\n \u003Ctd\u003EEncumbered collateral (numerator of KFD04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD05\u003C\/td\u003E\n \u003Ctd\u003EEncumbered assets (numerator of KFD05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD06\u003C\/td\u003E\n \u003Ctd\u003EAdditional amount of encumbered assets in the 30% decrease scenario (numerator of KFD06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD07\u003C\/td\u003E\n \u003Ctd\u003ECentral bank funding (numerator of KFD07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD08\u003C\/td\u003E\n \u003Ctd\u003EDeposits covered by a Deposit Guarantee Scheme (numerator of KFD08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD09\u003C\/td\u003E\n \u003Ctd\u003EDebt securities issued (numerator of KFD09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD10\u003C\/td\u003E\n \u003Ctd\u003EDeposits from credit institutions (numerator of KFD10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD11\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances excluding trading book (numerator of KFD11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD12\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities (numerator of KFD12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD13\u003C\/td\u003E\n \u003Ctd\u003ELoan commitments, financial guarantees given and other commitments (numerator of KFD13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD17\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances (numerator of KFD17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD18\u003C\/td\u003E\n \u003Ctd\u003ETotal deposits other than from credit institutions (numerator of KFD18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD19\u003C\/td\u003E\n \u003Ctd\u003EResidual maturity of liabilities - encumbered assets up to 1 month (numerator of KFD19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD20\u003C\/td\u003E\n \u003Ctd\u003ECarrying amount of selected financial liabilities (numerator of KFD20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD21\u003C\/td\u003E\n \u003Ctd\u003EFair value of central bank eligible collateral received available for encumbrance (numerator of KFD21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD22\u003C\/td\u003E\n \u003Ctd\u003EDeposits in non-domestic activities (numerator of KFD22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD23\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities in non-domestic activities (numerator of KFD23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD24\u003C\/td\u003E\n \u003Ctd\u003EDeposits of households and non-financial corporations not held for trading (numerator of KFD24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD25\u003C\/td\u003E\n \u003Ctd\u003ESubordinated financial liabilities at cost and at fair value (numerator of KFD25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD26\u003C\/td\u003E\n \u003Ctd\u003EGains or losses on financial liabilities held for trading by instrument plus gains or losses on liabilities designated at fair value through profit or loss (numerator of KFD26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD27\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses of debt securities issued at amortised cost (numerator of KFD27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD28\u003C\/td\u003E\n \u003Ctd\u003ECovered bonds at cost and at fair value (numerator of KFD28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD29\u003C\/td\u003E\n \u003Ctd\u003EAsset-backed securities at cost and at fair value (numerator of KFD29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD30\u003C\/td\u003E\n \u003Ctd\u003EConvertive compound financial instruments at cost and at fair value (numerator of KFD30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD31\u003C\/td\u003E\n \u003Ctd\u003ETotal liabilities under the accounting scope of consolidation (numerator of KFD31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD32\u003C\/td\u003E\n \u003Ctd\u003ETotal loans and advances to non-financial corporations and households (numerator of KFD32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENFD33\u003C\/td\u003E\n \u003Ctd\u003ETotal encumbered assets and collateral (numerator of KFD33)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENFD34\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses of deposits at amortised cost (numerator of KFD34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ01\u003C\/td\u003E\n \u003Ctd\u003ELiabilities providing stable funding (numerator of KLQ01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ02\u003C\/td\u003E\n \u003Ctd\u003EShort-term liabilities from customers that are not financial customers plus Short-term liabilities from customers that are financial customers (numerator of KLQ02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ03\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets (numerator of KLQ03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ04\u003C\/td\u003E\n \u003Ctd\u003ELiquid assets (numerator of KLQ04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ05\u003C\/td\u003E\n \u003Ctd\u003EWithdrawable retail deposits plus Withdrawable liabilities from customers that are not financial customers plus Withdrawable liabilities from customers that are financial customers (numerator of KLQ05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ06\u003C\/td\u003E\n \u003Ctd\u003ETerm retail deposits plus Term liabilities from customers that are not financial customers plus Term liabilities from customers that are financial customers (numerator of KLQ06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ07\u003C\/td\u003E\n \u003Ctd\u003ECentral Bank Exposures plus Claims \/ Guaranteed by Central Banks and other public institutions (numerator of KLQ07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ08\u003C\/td\u003E\n \u003Ctd\u003ERepurchase agreements held for trading (numerator of KLQ08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ09\u003C\/td\u003E\n \u003Ctd\u003ELiabilities from derivative payable contracts (numerator of KLQ09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ10\u003C\/td\u003E\n \u003Ctd\u003ETotal items providing stable funding for currency A (numerator of KLQ10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ11\u003C\/td\u003E\n \u003Ctd\u003ECash and financial assets held for trading (numerator of KLQ11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ12\u003C\/td\u003E\n \u003Ctd\u003ECash, financial assets held for trading and available-for-sale financial assets (numerator of KLQ12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ13\u003C\/td\u003E\n \u003Ctd\u003EFinancial assets held for trading (numerator of KLQ13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ14\u003C\/td\u003E\n \u003Ctd\u003EFinancial liabilities held for trading (numerator of KLQ14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ15\u003C\/td\u003E\n \u003Ctd\u003EExtremely high liquidity and credit quality assets (numerator of KLQ15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENLQ16\u003C\/td\u003E\n \u003Ctd\u003EOutflows from retail deposits (numerator of KLQ16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENLQ17\u003C\/td\u003E\n \u003Ctd\u003ELiquidity buffer (numerator of KLQ17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR01\u003C\/td\u003E\n \u003Ctd\u003EOTC derivatives assets and liabilities for trading (numerator of KMR01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR02\u003C\/td\u003E\n \u003Ctd\u003ECommodities trading derivatives which are not economic hedges (numerator of KMR02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR03\u003C\/td\u003E\n \u003Ctd\u003ECommodities derivatives (hedging and non-hedging) (numerator of KMR03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR04\u003C\/td\u003E\n \u003Ctd\u003ETotal long positions in non-reporting currencies (numerator of KMR04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR05\u003C\/td\u003E\n \u003Ctd\u003ETotal short positions in non-reporting currencies (numerator of KMR05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR06\u003C\/td\u003E\n \u003Ctd\u003ERisk exposure amounts for exchange traded debt instruments (TDI) (numerator of KMR06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR07\u003C\/td\u003E\n \u003Ctd\u003ERisk exposure amounts for equity (numerator of KMR07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR08\u003C\/td\u003E\n \u003Ctd\u003ERisk exposure amounts for foreign exchange (numerator of KMR08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR09\u003C\/td\u003E\n \u003Ctd\u003ERisk exposure amounts for commodities (numerator of KMR09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR10\u003C\/td\u003E\n \u003Ctd\u003EMax (Stressed Value at Risk average and latest available) (numerator of KMR10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR11\u003C\/td\u003E\n \u003Ctd\u003ETotal unsettled transactions at settlement price (trading and non-trading) (numerator of KMR11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR12\u003C\/td\u003E\n \u003Ctd\u003ETotal unsettled transactions at settlement price more than 46 days (trading and non-trading) (numerator of KMR12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENMR13\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts of derivatives and SFT with and without contractual netting agreements (numerator of KMR13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENMR14\u003C\/td\u003E\n \u003Ctd\u003EShort and Long Positions on Commodities (numerator of KMR14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOR01\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (numerator of KOR01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOR02\u003C\/td\u003E\n \u003Ctd\u003EOpR Basic Indicator Approach (numerator of KOR02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOR03\u003C\/td\u003E\n \u003Ctd\u003EOpR Standardised-Alternative Standardised (numerator of KOR03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOR04\u003C\/td\u003E\n \u003Ctd\u003EOpR Advanced Measurement Approach (numerator of KOR04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOR05\u003C\/td\u003E\n \u003Ctd\u003ETotal loss amount (numerator of KOR05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOR06\u003C\/td\u003E\n \u003Ctd\u003ETotal Loss Amount for Internal Fraud (numerator of KOR06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOR07\u003C\/td\u003E\n \u003Ctd\u003ETotal Loss Amount for External Fraud (numerator of KOR07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOR08\u003C\/td\u003E\n \u003Ctd\u003ETotal Loss Amount for Business and System Failures (numerator of KOR08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOR09\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for OpR (numerator of KOR09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOR10\u003C\/td\u003E\n \u003Ctd\u003ETotal Risk Exposure for Trading Risk (numerator of KOR10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOTH1\u003C\/td\u003E\n \u003Ctd\u003ECash and other demand deposits (numerator of KOTH1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOTH2\u003C\/td\u003E\n \u003Ctd\u003EEquity instruments (numerator of KOTH2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOTH3\u003C\/td\u003E\n \u003Ctd\u003EDebt securities (numerator of KOTH3)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOTH4\u003C\/td\u003E\n \u003Ctd\u003ELoans and advances (numerator of KOTH4)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENOTH5\u003C\/td\u003E\n \u003Ctd\u003EDerivatives (numerator of KOTH5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENOTH6\u003C\/td\u003E\n \u003Ctd\u003EOther assets (numerator of KOTH6)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF01\u003C\/td\u003E\n \u003Ctd\u003EStaff Expenses (numerator of KPF01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF02\u003C\/td\u003E\n \u003Ctd\u003EStaff Expenses (numerator of KPF02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF03\u003C\/td\u003E\n \u003Ctd\u003EAdministrative Expenses (numerator of KPF03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF04\u003C\/td\u003E\n \u003Ctd\u003ETax Expenses or (-) income related to profit or loss from continuing operations (numerator of KPF04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF05\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances to households (numerator of KPF05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF06\u003C\/td\u003E\n \u003Ctd\u003EInterest Income from debt securities and loans and advances to credit institutions (numerator of KPF06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF07\u003C\/td\u003E\n \u003Ctd\u003EInterest income earned in domestic activities (numerator of KPF07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF08\u003C\/td\u003E\n \u003Ctd\u003EInterest expenses spend in domestic activities (numerator of KPF08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF09\u003C\/td\u003E\n \u003Ctd\u003EDividend income earned in domestic activities (numerator of KPF09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF10\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income earned in domestic activities (numerator of KPF10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF11\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income net earned in domestic activities (numerator of KPF11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF12\u003C\/td\u003E\n \u003Ctd\u003EIncome from Payment services (numerator of KPF12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF13\u003C\/td\u003E\n \u003Ctd\u003EIncome from Structured Finance (numerator of KPF13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF14\u003C\/td\u003E\n \u003Ctd\u003EIncome from Asset Management (numerator of KPF14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF15\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss for the year earned or lost in domestic activities (numerator of KPF15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF16\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss for the year earned or lost in non-domestic activities (numerator of KPF16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF17\u003C\/td\u003E\n \u003Ctd\u003ETotal net operating income (numerator of KPF17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF18\u003C\/td\u003E\n \u003Ctd\u003ETotal Assets (numerator of KPF18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF19\u003C\/td\u003E\n \u003Ctd\u003EEarnings before Income Tax = Profit or (-) loss before tax from continuing operations (numerator of KPF19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF20\u003C\/td\u003E\n \u003Ctd\u003ENet Profit = Profit or loss for the year (numerator of KPF20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF21\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss for the year (numerator of KPF21)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF22\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss for the year (numerator of KPF22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF23\u003C\/td\u003E\n \u003Ctd\u003EAdministrative and depreciation expenses (numerator of KPF23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF24\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss for the year (numerator of KPF24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF25\u003C\/td\u003E\n \u003Ctd\u003ENet interest income (numerator of KPF25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF26\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income (numerator of KPF26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF27\u003C\/td\u003E\n \u003Ctd\u003EDividend income (numerator of KPF27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF28\u003C\/td\u003E\n \u003Ctd\u003ENet gains or losses on financial assets and liabilities not measured at fair value through profit or loss (numerator of KPF28)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF29\u003C\/td\u003E\n \u003Ctd\u003ENet gains or losses on financial assets and liabilities held for trading (numerator of KPF29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF30\u003C\/td\u003E\n \u003Ctd\u003ENet gains or loses on financial assets and liabilities designated at fair value through profit or loss (numerator of KPF30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF31\u003C\/td\u003E\n \u003Ctd\u003ENet other operating income (numerator of KPF31)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF32\u003C\/td\u003E\n \u003Ctd\u003EProfit or loss for the year (numerator of KPF32)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF34\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances to households (numerator of KPF34)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF35\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances and debt securities to central banks - Interest expense from deposits with central banks (numerator of KPF35)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF36\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances and debt securities to general governments - Interest expense from deposits with general governments (numerator of KPF36)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF37\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances and debt securities to credit institutions - Interest expense from deposits with credit institutions (numerator of KPF37)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF38\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances and debt securities to other financial corporations - Interest expense from deposits with other financial corporations (numerator of KPF38)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF39\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances and debt securities to non-financial corporations - Interest expense from deposits with non-financial corporations (numerator of KPF39)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF40\u003C\/td\u003E\n \u003Ctd\u003EInterest income from loans and advances to households - Interest expense from deposits with households (numerator of KPF40)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENPF41\u003C\/td\u003E\n \u003Ctd\u003EInterest income and expenses (numerator of KPF41)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENPF42\u003C\/td\u003E\n \u003Ctd\u003EPending legal issues and tax litigation (numerator of KPF42)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENS2_1\u003C\/td\u003E\n \u003Ctd\u003ESME original exposures (SA) (numerator of KS2_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENS2_2\u003C\/td\u003E\n \u003Ctd\u003ESME original exposure (IRB) (numerator of KS2_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENS6_1\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted SME exposure after SF (SA) (numerator of KS6_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENS6_2\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted SME exposures after SF (IRB) (numerator of KS6_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENS7_1\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposures s.t. SF after SF (SA) (numerator of KS7_1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENS7_2\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposures s.t. SF after SF (numerator of KS7_2)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSM01\u003C\/td\u003E\n \u003Ctd\u003ESME original exposures (SA) plus SME original exposures (IRB) (numerator of KSM01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSM03\u003C\/td\u003E\n \u003Ctd\u003EOriginal exposures s.t. SF (SA plus IRB) (numerator of KSM03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSM08\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures (IRB only) (numerator of KSM08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSM09\u003C\/td\u003E\n \u003Ctd\u003EPD for SME exposures subject to SME Supporting Factor (IRB only) (numerator of KSM09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSM10\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures (IRB only) (numerator of KSM10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSM11\u003C\/td\u003E\n \u003Ctd\u003ELGD for SME exposures subject to SME Supporting Factor (IRB only) (numerator of KSM11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSM14\u003C\/td\u003E\n \u003Ctd\u003ESME exposure value (SA plus IRB) (numerator of KSM14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSM15\u003C\/td\u003E\n \u003Ctd\u003EExposure value on exposures s.t. SF (SA plus IRB) (numerator of KSM15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSM16\u003C\/td\u003E\n \u003Ctd\u003EIncrease in CET1 capital ratio with the application of SME supporting factor (numerator of KSM16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV01\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (numerator of KSV01)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV02\u003C\/td\u003E\n \u003Ctd\u003EOwn funds (numerator of KSV02)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV03\u003C\/td\u003E\n \u003Ctd\u003ECommon equity TIER 1 capital (numerator of KSV03)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV04\u003C\/td\u003E\n \u003Ctd\u003ERisk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries (numerator of KSV04)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV05\u003C\/td\u003E\n \u003Ctd\u003EStandardised approach (numerator of KSV05)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV06\u003C\/td\u003E\n \u003Ctd\u003ESecuritisation positions (SA and IRB) (numerator of KSV06)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV07\u003C\/td\u003E\n \u003Ctd\u003EInternal Rating Based approach (numerator of KSV07)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV08\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for position, foreign exchange and commodities risks (numerator of KSV08)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV09\u003C\/td\u003E\n \u003Ctd\u003ETotal risk exposure amount for operational risk (numerator of KSV09)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV10\u003C\/td\u003E\n \u003Ctd\u003ESettlement \/ delivery risk exposure amount (numerator of KSV10)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV11\u003C\/td\u003E\n \u003Ctd\u003EOther risk exposure amounts (numerator of KSV11)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV12\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (fully phased-in definition) (numerator of KSV12)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV13\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (transitional) (numerator of KSV13)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV14\u003C\/td\u003E\n \u003Ctd\u003EOwn funds (numerator of KSV14)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV15\u003C\/td\u003E\n \u003Ctd\u003ETransitional adjustments due to grandfathered CET1 capital instruments (numerator of KSV15)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV16\u003C\/td\u003E\n \u003Ctd\u003EIRB shortfall of credit risk adjustments to expected losses (numerator of KSV16)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV17\u003C\/td\u003E\n \u003Ctd\u003EDeferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities (numerator of KSV17)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV18\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 due to prudential filters (numerator of KSV18)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV19\u003C\/td\u003E\n \u003Ctd\u003EGoodwill and other intangible assets (numerator of KSV19)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV20\u003C\/td\u003E\n \u003Ctd\u003EDefined benefit pension fund assets (numerator of KSV20)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV21\u003C\/td\u003E\n \u003Ctd\u003ECapital and Share Premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV22\u003C\/td\u003E\n \u003Ctd\u003EAccumulated other comprehensive income (numerator of KSV22)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV23\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings, revaluation and other reserves (numerator of KSV23)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV24\u003C\/td\u003E\n \u003Ctd\u003ETreasury shares (numerator of KSV24)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV25\u003C\/td\u003E\n \u003Ctd\u003EMinority interest (numerator of KSV25)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV26\u003C\/td\u003E\n \u003Ctd\u003ETotal equity (numerator of KSV26)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV27\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital (numerator of KSV27)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ENSV29\u003C\/td\u003E\n \u003Ctd\u003ECET1 - fully phased-in definition (numerator of KSV29)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ENSV30\u003C\/td\u003E\n \u003Ctd\u003ETotal own funds - fully phased-in definition (numerator of KSV30)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO0000\u003C\/td\u003E\n \u003Ctd\u003EOWN FUNDS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1000\u003C\/td\u003E\n \u003Ctd\u003ETIER 1 CAPITAL\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1010\u003C\/td\u003E\n \u003Ctd\u003ETier 1 capital - fully phased-in definition\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1020\u003C\/td\u003E\n \u003Ctd\u003ETotal Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1030\u003C\/td\u003E\n \u003Ctd\u003ETotal Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital (Top 5 banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1040\u003C\/td\u003E\n \u003Ctd\u003ETotal Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital (O-SII banks)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1100\u003C\/td\u003E\n \u003Ctd\u003ECOMMON EQUITY TIER 1 CAPITAL\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1110\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1111\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital - Paid up capital instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1112\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital - Memorandum item Capital instruments not eligible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1113\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital - Share premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1114\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital - (-) Own CET1 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1115\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as CET1 Capital - (-) Actual or contingent obligations to purchase own CET1 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1120\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1121\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings - Previous years retained earnings\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1122\u003C\/td\u003E\n \u003Ctd\u003ERetained earnings - Profit or loss eligible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1130\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1131\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Accumulated other comprehensive income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1132\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Other reserves\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1133\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Funds for general banking risk\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1134\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Transitional adjustments due to grandfathered CET1 Capital instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1135\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Minority interest given recognition in CET1 capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1136\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Transitional adjustments due to additional minority interests\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1137\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Adjustments to CET1 due to prudential filters\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1138\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - Other transitional adjustments to CET1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1139\u003C\/td\u003E\n \u003Ctd\u003EAdjustments to CET1 Capital - CET1 capital elements or deductions - other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1140\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1141\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-) Goodwill\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1142\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-) Other intangible assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1143\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1144\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-) IRB shortfall of credit risk adjustments to expected losses\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1145\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-)Defined benefit pension fund assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1146\u003C\/td\u003E\n \u003Ctd\u003EDeductions from CET1 Capital - (-) Excess of deduction from AT1 items over AT1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1200\u003C\/td\u003E\n \u003Ctd\u003EADDITIONAL TIER 1 CAPITAL\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1210\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1211\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital - Paid up capital instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1212\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital - Memorandum item Capital instruments not eligible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1213\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital - Share premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1214\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital - (-) Own AT1 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1215\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments eligible as AT1 Capital - (-) Actual or contingent obligations to purchase own AT1 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1221\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - Transitional adjustments due to grandfathered AT1 Capital instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1222\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - Instruments issued by subsidiaries that are given recognition in AT1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1223\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1224\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - (-) Excess of deduction from T2 items over T2 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1225\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - Other transitional adjustments to AT1 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1226\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO1227\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - (-) Additional deductions of AT1 Capital due to Article 3 CRR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO1228\u003C\/td\u003E\n \u003Ctd\u003EAT1 Capital - AT1 capital elements or deductions - other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2000\u003C\/td\u003E\n \u003Ctd\u003ETIER 2 CAPITAL\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2100\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2110\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital - Paid up capital instruments and subordinated loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2111\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital - Memorandum item Capital instruments and subordinated loans not eligible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2112\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital - Share premium\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2113\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital - (-) Own T2 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2114\u003C\/td\u003E\n \u003Ctd\u003ECapital instruments and subordinated loans eligible as T2 Capital - (-) Actual or contingent obligations to purchase own T2 instruments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2210\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2220\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - Instruments issued by subsidiaries that are given recognition in T2 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2230\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2240\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - IRB Excess of provisions over expected losses eligible\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2250\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - SA General credit risk adjustments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2260\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - Other transitional adjustments to T2 Capital\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2270\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - Excess of deduction from T2 items over T2 Capital (deducted in AT1)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EO2280\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - (-) Additional deductions of T2 Capital due to Article 3 CRR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EO2290\u003C\/td\u003E\n \u003Ctd\u003ET2 Capital - T2 capital elements or deductions - other\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR110\u003C\/td\u003E\n \u003Ctd\u003ECombined buffer requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR120\u003C\/td\u003E\n \u003Ctd\u003ECapital conservation buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR130\u003C\/td\u003E\n \u003Ctd\u003EConservation buffer due to macro-prudential or systemic risk identified at the level of a Member State\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR140\u003C\/td\u003E\n \u003Ctd\u003EInstitution specific countercyclical capital buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR150\u003C\/td\u003E\n \u003Ctd\u003ESystemic risk buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR160\u003C\/td\u003E\n \u003Ctd\u003ESystemical important institution buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR170\u003C\/td\u003E\n \u003Ctd\u003EGlobal Systemically Important Institution buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR180\u003C\/td\u003E\n \u003Ctd\u003EOther Systemically Important Institution buffer\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR190\u003C\/td\u003E\n \u003Ctd\u003EOwn funds requirements related to Pillar II adjustments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR201\u003C\/td\u003E\n \u003Ctd\u003ENon-performing residential mortgage loans granted to domestic households (non-SME retail) [% of total residential mortgage loans granted to domestic households]\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR202\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio for non-performing domestic mortgage loans granted to domestic households (non-SME retail)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR203\u003C\/td\u003E\n \u003Ctd\u003EDefaulted residential mortgage loans granted to domestic households (non-SME retail) (% of total residential mortgage loans granted to domestic households)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR204\u003C\/td\u003E\n \u003Ctd\u003ECoverage ratio for defaulted domestic mortgage loans (non-SME retail)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR205\u003C\/td\u003E\n \u003Ctd\u003ELeverage ratio (%)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR206\u003C\/td\u003E\n \u003Ctd\u003EShare of domestic mortgage loans granted to households (non-SME retail) falling under IRB capital requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR207\u003C\/td\u003E\n \u003Ctd\u003EShare of domestic mortgage loans granted to households (non-SME retail) falling under SA capital requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR208\u003C\/td\u003E\n \u003Ctd\u003EAverage risk weight (RW) of domestic mortgage loans granted to households (non-SME retail) falling under IRB Pillar I capital requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EOR209\u003C\/td\u003E\n \u003Ctd\u003EAverage loss given default (LGD) of domestic mortgage loans granted to households (non-SME retail) falling under IRB Pillar I capital requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EOR210\u003C\/td\u003E\n \u003Ctd\u003EAverage probability of default (PD) of domestic mortgage loans granted to households (non-SME retail) falling under IRB Pillar I capital requirement\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP0000\u003C\/td\u003E\n \u003Ctd\u003EPROFIT OR (-) LOSS FOR THE YEAR\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP0010\u003C\/td\u003E\n \u003Ctd\u003EPROFIT OR (-) LOSS FOR THE YEAR - attributable to minority interest\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP0020\u003C\/td\u003E\n \u003Ctd\u003EPROFIT OR (-) LOSS FOR THE YEAR - Attributable to owners of the parent\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2000\u003C\/td\u003E\n \u003Ctd\u003EPROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2100\u003C\/td\u003E\n \u003Ctd\u003ETotal operating income, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2110\u003C\/td\u003E\n \u003Ctd\u003ENet interest income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2111\u003C\/td\u003E\n \u003Ctd\u003EInterest income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2112\u003C\/td\u003E\n \u003Ctd\u003E(Interest expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2120\u003C\/td\u003E\n \u003Ctd\u003EDividend income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2130\u003C\/td\u003E\n \u003Ctd\u003ENet fee and commission income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2131\u003C\/td\u003E\n \u003Ctd\u003EFee and commission income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2132\u003C\/td\u003E\n \u003Ctd\u003E(Fee and commission expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2133\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial assets and liabilities held for trading, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2134\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial assets and liabilities at fair value through profit and loss, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2135\u003C\/td\u003E\n \u003Ctd\u003ENet trading (and investment) income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2140\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial instruments and exchange rate differences, excluding impairments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2141\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on derecognition of financial assets \u0026amp; liabilities not measured at fair value through profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2142\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial assets and liabilities held for trading, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2143\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2144\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses from hedge accounting, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2145\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on non-trading financial assets and liabilities, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2146\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on derecognition of investments in subsidiaries, joint ventures and associates, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2147\u003C\/td\u003E\n \u003Ctd\u003EGains (losses) on derecognition of assets other than held for sale, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2148\u003C\/td\u003E\n \u003Ctd\u003EExchange differences, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2149\u003C\/td\u003E\n \u003Ctd\u003EGains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2150\u003C\/td\u003E\n \u003Ctd\u003E(Expenses on share capital repayable on demand)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2160\u003C\/td\u003E\n \u003Ctd\u003EOther operating income, net (net total operating income minus net interest income, net fee and commission income, net trading (and investment) income, net gains\/losses from hedge accounting, and net exchange differences)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2190\u003C\/td\u003E\n \u003Ctd\u003EOther operating income, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2191\u003C\/td\u003E\n \u003Ctd\u003EOther operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2192\u003C\/td\u003E\n \u003Ctd\u003E(Other operating expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP21X0\u003C\/td\u003E\n \u003Ctd\u003EAll other elements of net operating income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2200\u003C\/td\u003E\n \u003Ctd\u003E(Total operating expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2210\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2211\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs) - (Staff expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2212\u003C\/td\u003E\n \u003Ctd\u003E(Administration costs) - (Other administrative expenses)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2220\u003C\/td\u003E\n \u003Ctd\u003E(Depreciation)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2230\u003C\/td\u003E\n \u003Ctd\u003EModification gains or (-) losses, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2240\u003C\/td\u003E\n \u003Ctd\u003EAdministrative expenses and depreciation\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2250\u003C\/td\u003E\n \u003Ctd\u003EIncome before impairment, provisions and taxes, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP22X0\u003C\/td\u003E\n \u003Ctd\u003EAll other operating expenses\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2300\u003C\/td\u003E\n \u003Ctd\u003E(Provisions or (-) reversal of provisions)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2310\u003C\/td\u003E\n \u003Ctd\u003E(Provisions or (-) reversal of provisions) - (Commitments and guarantees given)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2320\u003C\/td\u003E\n \u003Ctd\u003E(Provisions or (-) reversal of provisions) - (Other provisions)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2400\u003C\/td\u003E\n \u003Ctd\u003E(Impairment)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2410\u003C\/td\u003E\n \u003Ctd\u003E(Impairment on financial assets not measured at fair value through profit or loss)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2420\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2430\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2431\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets) - (Property, plant and equipment)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2432\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets) - (Investment properties)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2433\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets) - (Goodwill)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2434\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets) - (Intangible assets [other than goodwill])\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2439\u003C\/td\u003E\n \u003Ctd\u003E(Impairment or (-) reversal of impairment on non-financial assets) - (Other)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2440\u003C\/td\u003E\n \u003Ctd\u003EImpairment and provisions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2450\u003C\/td\u003E\n \u003Ctd\u003EOther income, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2510\u003C\/td\u003E\n \u003Ctd\u003ENegative goodwill recognised in profit or loss\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2520\u003C\/td\u003E\n \u003Ctd\u003EShare of the profit or (-) loss of investments in subsidiaries, joint ventures and associates\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2530\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2540\u003C\/td\u003E\n \u003Ctd\u003E(Increases or (-) decreases of the fund for general banking risks, net)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP2900\u003C\/td\u003E\n \u003Ctd\u003E(Tax expense or (-) income related to profit or loss from continuing operations)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP2X00\u003C\/td\u003E\n \u003Ctd\u003ENet provisions and net impairments\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP3000\u003C\/td\u003E\n \u003Ctd\u003EPROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP3100\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss after tax from discontinued operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP3110\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss after tax from discontinued operations - Profit or (-) loss before tax from discontinued operations\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP3120\u003C\/td\u003E\n \u003Ctd\u003EProfit or (-) loss after tax from discontinued operations - (Tax expense or (-) income related to discontinued operations)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP3200\u003C\/td\u003E\n \u003Ctd\u003EExtraordinary profit or (-) loss after tax\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP3210\u003C\/td\u003E\n \u003Ctd\u003EExtraordinary profit or (-) loss after tax - Extraordinary profit or loss before tax\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP3220\u003C\/td\u003E\n \u003Ctd\u003EExtraordinary profit or (-) loss after tax - (Tax expense or (-) income related to extraordinary profit or loss)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EP3300\u003C\/td\u003E\n \u003Ctd\u003EProfit and loss before tax from continuing operations, discontinued operations, extraordinary profit or loss, net\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EP3310\u003C\/td\u003E\n \u003Ctd\u003ETax expenses or income from continuing operations, discontinued operations, extraordinary tax expenses or income\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1010\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1011\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1012\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1013\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1020\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - assets referred to in Article 416\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1021\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - assets referred to in Article 416 - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1022\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - assets referred to in Article 416 - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1023\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - assets referred to in Article 416 - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1030\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1031\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122 - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1032\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122 - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1033\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122 - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1040\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1041\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122 - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1042\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122 - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1043\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122 - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1050\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other securities and money market instruments not reported elsewhere\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1051\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other securities and money market instruments not reported elsewhere - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1052\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other securities and money market instruments not reported elsewhere - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1053\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other securities and money market instruments not reported elsewhere - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1060\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - equity securities of non-financial entities listed on a major index in a recognised exchange\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1061\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - equity securities of non-financial entities listed on a major index in a recognised exchange - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1062\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - equity securities of non-financial entities listed on a major index in a recognised exchange - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1063\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - equity securities of non-financial entities listed on a major index in a recognised exchange - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1070\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other equity securities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1071\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other equity securities - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1072\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other equity securities - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1073\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other equity securities - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1080\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - gold\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1081\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - gold - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1082\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - gold - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1083\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - gold - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1090\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other precious metals\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1091\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other precious metals - Amount extremely high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1092\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other precious metals - Amount high liquidity and credit quality\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1093\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - other precious metals - Amount other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1110\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - non-renewable loans and receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1120\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1130\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - derivatives receivables\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1140\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - any other assets\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ1150\u003C\/td\u003E\n \u003Ctd\u003EItems requiring stable funding - assets deducted from own funds not requiring stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ1160\u003C\/td\u003E\n \u003Ctd\u003EITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as medium risk or medium\/low risk under Annex I. - within three months\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ2000\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ2010\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - own funds after deduction have been applied where apropriate\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ2020\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - retail deposits\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ2030\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - liabilities from customers that are not financial customers\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ2040\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - liabilities from customers that are financial customers\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ2050\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5)\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ2060\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - liabilities resulting from securities defined in Article 52(4) of Directive 2009\/65\/EC\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ2070\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - other liabilities resulting from securities issued\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003EQ2080\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - liabilities from derivatives payables contracts\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003EQ2090\u003C\/td\u003E\n \u003Ctd\u003EItems providing stable funding - any other liabilities\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ER0100\u003C\/td\u003E\n \u003Ctd\u003ETotal number of credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ER0101\u003C\/td\u003E\n \u003Ctd\u003ENumber of stand alone credit institutions\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ER0102\u003C\/td\u003E\n \u003Ctd\u003ENumber of credit institutions consolidated in banking groups\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ER0103\u003C\/td\u003E\n \u003Ctd\u003ENumber of banking groups\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ER0104\u003C\/td\u003E\n \u003Ctd\u003ENumber of supervised institutions at the highest level of consolidation within the Single Supervisory Mechanism - full sample\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ER0105\u003C\/td\u003E\n \u003Ctd\u003ENumber of supervised institutions at the highest level of consolidation within the Single Supervisory Mechanism - liquidity sample\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERC100\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - Total number of institutions using one or more of the credit risk approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ERC110\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - Number of institutions by approach - Standardised Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERC120\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - Number of institutions by approach - Foundation IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ERC130\u003C\/td\u003E\n \u003Ctd\u003ECredit risk - Number of institutions by approach - Advanced IRB\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERM100\u003C\/td\u003E\n \u003Ctd\u003EMarket risk - Total number of institutions using one or more of the market risk approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ERM110\u003C\/td\u003E\n \u003Ctd\u003EMarket risk - Number of institutions by approach - Standardised Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERM120\u003C\/td\u003E\n \u003Ctd\u003EMarket risk - Number of institutions by approach - Internal Models\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ERO100\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - Total number of institutions using one or more of the operational risk approaches\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERO110\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - Number of institutions by approach - Basic Indicator Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022odd\u0022\u003E\n \u003Ctd\u003ERO120\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - Number of institutions by approach - Standardised Approach \/ Alternative Standardised\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003Ctr class=\u0022even\u0022\u003E\n \u003Ctd\u003ERO130\u003C\/td\u003E\n \u003Ctd\u003EOperational risk - Number of institutions by approach - Advanced Measurement Approach\u003C\/td\u003E\n \u003C\/tr\u003E\n \u003C\/tbody\u003E\n \u003C\/table\u003E\n\u003C\/div\u003E\u003C\/div\u003E\u003C\/div\u003E","dialogOptions":{"dialogClasses":"dataset-codelist-modal","modal":true,"title":"CL_CB_ITEM"}}]