Division 24 F1
United Kingdom
Template LR2 provides information on additional breakdown items of all on- and off-balance sheet exposures f1 belonging to the non-trading book and of all exposures of the trading book subject to counterparty credit risk. The breakdown is in accordance with the risk weights applied under the credit risk section of the CRR. The information is derived differently for exposures under respectively the Standardised and the IRB Approach.
Annotations
Textual amendments
Footnotes
- f1
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This includes securitisations and equity exposures subject to credit risk