# Commission Delegated Regulation (EU) 2015/1555 of 28 May 2015 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for the disclosure of information in relation to the compliance of institutions with the requirement for a countercyclical capital buffer in accordance with Article 440 (Text with EEA relevance), Annex I: STANDARD FORMAT FOR DISCLOSURE OF INFORMATION IN RELATION TO THE COMPLIANCE OF INSTITUTIONS WITH THE REQUIREMENT FOR A COUNTERCYCLICAL CAPITAL BUFFER

Extent: E+W+S+N.I.

Table 1
Geographical distribution of credit exposures relevant for the calculation of the countercyclical capital buffer
Row
General credit exposures
Trading book exposure
Securitisation exposure
Own funds requirements
Own funds requirement weights
Countercyclical capital buffer rate
Exposure value for SA
Exposure value IRB
Sum of long and short position of trading book
Value of trading book exposure for internal models
Exposure value for SA
Exposure value for IRB
Of which: General credit exposures
Of which: Trading book exposures
Of which: Securitisation exposures
Total
010
020
030
040
050
060
070
080
090
100
110
120
010
Breakdown by country
Country:001
002
…
NNN
020
Table 2
Amount of institution-specific countercyclical capital buffer
Row
Column
010
010
Total risk exposure amount
020
Institution specific countercyclical buffer rate
030
Institution specific countercyclical buffer requirement

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Source: https://www.legislation.gov.uk/eur/2015/1555/annex/I (the official version)
Page: https://openlegislation.uk/eu-regulation-2015-1555/annex-I
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.