OpenLegislation

Part III INSTRUCTIONS FOR STANDARD FORMAT 2

United Kingdom

Original text. Later amendments are not shown.

Table 2

Amount of institution-specific countercyclical capital buffer

Institutions shall apply the instructions provided in this section in order to complete Table 2 Amount of institution-specific countercyclical capital buffer.

Legal references and instructions
Row numberExplanation
010

Total risk exposure amount

Total risk exposure amount calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013.

020

Institution-specific countercyclical capital buffer rate

Institution-specific countercyclical capital buffer rate, determined in accordance with Article 140(1) of Directive 2013/36/EU.

The institution-specific countercyclical capital buffer rate is calculated as the weighted average of the countercyclical buffer rates that apply in the countries where the relevant credit exposures of the institution are located and reported in rows 010 to 01X of column 120 of Table 1.

The weight applied to the countercyclical buffer rate in each country is the share of own funds requirements in total own funds requirements relating to relevant credit exposures in the territory in question, and is disclosed in Table 1 column 110.

This value is disclosed as percentage with 2 decimal points.

030

Institution-specific countercyclical capital buffer requirement

Institution-specific countercyclical capital buffer requirement, calculated as the institution-specific countercyclical buffer rate, as reported in row 020 of this Table, applied to the total risk exposure amount as reported in row 010 of this Table.

Legal references and instructions
Column numberExplanation
010The value as described in accordance with the explanation for rows 010 to 030 of the current Table.