Vorlage

Eigenmittelverordnung

Ziffer Titel Referenzdatum

Ziffer 31 SRP: Interest rate risk in the banking book 31.01.2022 Ziffer 32 SRP: Credit risk 31.01.2022 Ziffer 33 SRP: Market risk 31.01.2022 Ziffer 35 SRP: Compensation 31.01.2022 Ziffer 36 SRP: Risk data aggregation and risk reporting 31.01.2022 Ziffer 50 SRP: Liquidity monitoring metrics 31.01.2022 Ziffer 90 SRP: Transition 31.01.2022 Ziffer 98 SRP: Application guidance on interest rate risk in the bank- 31.01.2022

ing book

Ziffer 99 SRP: Application guidance 31.01.2022

11. Disclosure requirements (DIS)

Ziffer 10 DIS: Definition and application 31.01.2022 Ziffer 20 DIS: Overview of risk management, key prudential metrics 31.01.2022

and RWA

Ziffer 21 DIS: Comparison of modelled and standardised RWA 31.01.2022 Ziffer 25 DIS: Composition of capital and TLAC 31.01.2022 Ziffer 26 DIS: Capital distribution constraints 31.01.2022 Ziffer 30 DIS: Links between financial statements and regulatory ex- 31.01.2022

posures

Ziffer 31 DIS: Asset encumbrance 31.01.2022 Ziffer 35 DIS: Remuneration 31.01.2022 Ziffer 40 DIS: Credit risk 31.01.2022 Ziffer 42 DIS: Counterparty credit risk 31.01.2022 Ziffer 43 DIS: Securitisation 31.01.2022 Ziffer 50 DIS: Market risk 31.01.2022 Ziffer 51 DIS: Credit valuation adjustment risk 31.01.2022 Ziffer 60 DIS: Operational risk 31.01.2022 Ziffer 70 DIS: Interest rate risk in the banking book 31.01.2022 Ziffer 75 DIS: Macroprudential supervisory measures 31.01.2022 Ziffer 80 DIS: Leverage ratio 31.01.2022 Ziffer 85 DIS: Liquidity 31.01.2022 Ziffer 99 DIS: Worked examples 31.01.2022

12. Core Principles for effective banking supervision (BCP)

Ziffer 01 BCP: The core principles 31.01.2022