Data On National Financial Sector Data On Credit Risk Data On Market Risk Data On Operational Risk Data On Supervisory Measures and Administrative Penalties Data On Waivers

STATISTICAL DATA
List of templates
Part
Part
Part
Part
Part
Part
1
2
3
4
5
6
Data
Data
Data
Data
Data
Data
on
on
on
on
on
on
national financial sector

credit risk
market risk
operational risk
supervisory measures and administrative penalties
waivers
PART 1
Data on national financial sector (year 2013)
Assumption: * CRD IV = CRD III
Reference to COREP template (1)
Data
Number and size of credit institutions
Notes
Numerator
Number of credit institutions (1)
Denominator
118
Total assets (in MEUR) (2)
2,433,722
Total assets as % of GDP
403.83%
Number and size of foreign credit institutions

Number of branches (3)
Total assets of branches (in MEUR)
Number of subsidiaries (4)
Total assets of subsidiaries (in MEUR)
Number of branches (3)
Total assets of branches (in MEUR)
Number of subsidiaries (4)
Total assets of subsidiaries (in MEUR)
From EEA countries
From third countries
41
83,975
8
57,463
5
2,699
12
37,285
Total capital and capital requirements of credit institutions
*Total Common Equity Tier 1 capital as % of total capital + Total Additional Tier 1 capital as % of total capital CA1 (row 020 / row 010)
84.20%
common equity tier 1 capital + Total Additional Tier 1

capital as % of total capital = original own funds (CA own funds = total own funds for
regel 1.1 - of which post 1.3.T1*)
solvency purposes (CA regel 1)
Total Additional Tier 1 capital as % of total capital (zie ratio hierboven)
CA1 (row 530 / row 010)
onder CRD III is deze uitsplitsing niet

gemaakt (Total own funds bestaat uit original
own funds en additional funds)
Total Tier 2 capital as % of total capital
CA1 (row 750 / row 010)
15.80%
total tier 2 capital = additional own funds (CA regel

1.2 - of which post 1.3.T2*)
Total capital requirements (in MEUR)
CA2 (row 010) (1) 8 %
72,559
Total risk exposure amount (CRD IV) en capital

requirements (CRD III, CA regel 2)
Total capital ratio
CA3 (row 050)
15.72%
total capital ratio (CRD IV) =solvency ratio (%) (CA

3.2.a)
Number and size of investment firms

Number of investment firms (1)
32
Total assets (in MEUR) (2)
243
Total assets as % of GDP
0.04%
Total capital and capital requirements of investment firms

Total Common Equity Tier 1 capital as % of total capital
CA1 (row 020 / row 010)
Total Additional Tier 1 capital as % of total capital
CA1 (row 530 / row 010)
N/A
Total Tier 2 capital as % of total capital
CA1 (row 750 / row 010)
0.3%
Total capital requirements (in MEUR) (5)
CA2 (row 010) (1) 8 %
Total capital ratio
CA3 (row 050)
Instructions for the template:

(1)
The figure includes domestically incorporated
institutions, branches of the EEA as well as non-EEA
institutions. Any number of places of business set
up in the respective country by an institution with
headquarters in another country, is counted as one
institution. The definition includes
branches/subsidiaries of foreign institutions but not
foreign branches/subsidiaries of domestic
institutions (host country approach).
(2)
(3)
(4)
(5)
Non-consolidated data required. Calculated on a

residential basis (host country approach, with a
population that corresponds to the principles, as
laid down under (1)).
Any number of places of business set up in the
same country by a credit institution with
headquarters in another country should be counted
as a single branch
Any subsidiary of a subsidiary undertaking shall be
regarded as a subsidiary of the parent undertaking
which is at the head of those undertakings
Including capital requirements related to fixed
overheads.
99.7%
27,572
274%
PART 2
Data on credit risk (year 2013)
Credit risk data
Credit institutions: Own funds requirements for credit risk
Credit institutions: own funds
requirements for credit risk
% of total own funds requirements
% based on the total number of credit institutions (2)
Credit institutions: breakdown by

approach
% based on total own funds requirements

for credit risk
Credit institutions: breakdown by IRB

exposure class
% based on total IRB risk weighted

exposure amount
Credit institutions: breakdown by IRB

exposure class
% based on total IRB risk weighted

exposure amount
% based on total SA risk weighted exposure

Credit institutions: breakdown by SA exposure class (2)
amount
Credit institutions: breakdown by credit

risk mitigation (CRM) approach
Investment firms: Own funds requirements for credit risk

Investment firms: own funds
requirements for credit risk
% of total own funds requirements (1)

% based on the total number of investment firms (2)
Investment firms: breakdown by approach
% based on total own funds requirements

for credit risk
Additional information on securitisation

Credit institutions: originator
Total amount of securitisation exposures originated on balance sheet and off-balance sheet
Total amount of securitisation positions retained (securitisation positions - original exposure pre conversion factors) on balance sheet a
sheet
Exposures and losses from lending collateralised by immovable property
Sum of exposures secured by residential property
Sum of losses stemming from lending up to the reference percentages
Use of residential property as collateral

Of which: immovable property valued with mortgage lending value
Sum of overall losses
Sum of exposures secured by immovable commercial property
Sum of losses stemming from lending up to the reference percentages
Use of commercial immovable property as

collateral
collateral
Sum of overall losses
(1)
Including capital requirements related to fixed overheads.
PART 2
Data on credit risk (year 2013)
CA2 (row 040) / (row 010)

Standardised Approach (SA)
Foundation Internal Ratings Based Approach (FIRB)
Advanced Internal Ratings Based Approach (AIRB)
SA
CA2 (row 050) / (row 040)
FIRB
CR IRB, Foundation IRB (row

010, col 260) / CA2 (row 040)
AIRB
CR IRB, Advanced IRB (row

010, col 260) / CA2 (row 040)
IRB Approach when neither own estimates of Loss Given Default nor conversion factors are
used
Central governments and central banks
CA2 (row 260 / row 010)
Institutions
CA2 (row 270 / row 010)
Corporates - SME
CA2 (row 280 / row 010)
Corporates - Specialised Lending
CA2 (row 290 / row 010)
Corporates - Other
CA2 (row 300 / row 010)
IRB approach when own estimates of Loss Given Default and/or conversion factors are used
Central governments and central banks
CA2 (row 320 / row 010)
Institutions
CA2 (row 330 / row 010)
Corporates - SME
CA2 (row 340 / row 010)
Corporates - Specialised Lending
CA2 (row 350 / row 010)
Corporates - Other
CA2 (row 360 / row 010)
Retail - Secured by real estate SME
CA2 (row 370 / row 010)
Retail - Secured by real estate non-SME
CA2 (row 380 / row 010)
Retail - Qualifying revolving
CA2 (row 390 / row 010)
Retail - Other SME
CA2 (row 400 / row 010)
Retail - Other non-SME
CA2 (row 410 / row 010)
Equity IRB
CA2 (row 420 / row 010)
Securitisation positions IRB
CA2 (row 430 / row 010)
Other non credit-obligation assets
CA2 (row 450 / row 010)
Central governments or central banks
CA2 (row 070 / row 010)
Regional governments or local authorities
CA2 (row 080 / row 010)
Public sector entities
CA2 (row 090 / row 010)
Multilateral Development Banks
CA2 (row 100 / row 010)
International Organisations
CA2 (row 110 / row 010)
Institutions
CA2 (row 120 / row 010)
Corporates
CA2 (row 130 / row 010)
Retail
CA2 (row 140 / row 010)
Secured by mortgages on immovable property
CA2 (row 150 / row 010)
Exposures in default
CA2 (row 160 / row 010)
Items associated with particular high risk
CA2 (row 170 / row 010)
Covered bonds
CA2 (row 180 / row 010)
Claims on institutions and corporates with a short-term credit

assessment
CA2 (row 190 / row 010)
Collective investment undertakings
CA2 (row 200 / row 010)
Equity
CA2 (row 210 / row 010)
Other items
CA2 (row 211 / row 010)
Securitisation positions SA
CA2 (row 220 / row 010)
Financial collateral simple method

Financial collateral comprehensive method
(1)
CA2 (row 040) / (row 010)

SA
IRB
SA
(CA2 (row 050) / (row 040)
IRB
(CA2 (row 240) / row 040)
balance sheet
ginal exposure pre conversion factors) on balance sheet and off-balance
ential property
CR SEC SA (row 030, col 010)

+ CR SEC IRB (row 030, col
010)
CR SEC SA (row 030, col 050)

+ CR SEC IRB (row 030, col
050)

CR IP Losses (row 010, col
050)
ng up to the reference percentages

010)
ed with mortgage lending value

020)
ovable commercial property

030)
040)

050)
ng up to the reference percentages

010)

020)
ted to fixed overheads.

030)
040)
Assumption: * CRD IV = CRD III

data
Notes
Numerator
70.13%
risk weighted exposure amount for

credit,.. =
total capital requirements for credit,..
79.37%
4.76%
15.87%
20.96%
1.15%
77.88%
Standardised approach=
Standardised approach
IRB foundation =
IRB approaches when neither own
estimates of LGD nor Conversion
Factors are used
IRB Advanced =
IRB approaches when own estimates of
LGD and/or Conversion Factors are used
+ Equity IRB +Securitisation positions
IRB + Other non credit-obligation
assets
0.02%
0.09%
0.15%
0.25%
N/A (new under CRD IV)
CRD III: 2.1.2.1. 01

CRD III: 2.1.2.1. 02
CRD III: CRIRB, exposure class; 3.2 SME
CRD III: CRIRB, exposure class; 3.1
specialized lending
onder CRD III werd deze exposure class
niet gevraagd.
1.10%
3.31%
6.70%
5.56%
CRD III: 2.1.2.2. 01

CRD III: 2.1.2.2. 02
CRD III: CRIRB, exposure class; 3.2 SME
specialized lending

10.55%

secured by real estate total

0.41%

qualifying revolving
2.73%
CRD III: CRIRB, exposure class; 4.3.1

other SME
12.08%
2.70%
1.23%
5.66%
0.35%
0.00%
0.11%
0.00%

other retail - 4.3.1 other SME
CRD III: 2.1.2.3
CRD III: 2.1.2.4
CRD III: 2.1.2.5
CRD III: 2.1.1.1. a 01 +2.1.1.1. b 01
CRD III: 2.1.1.1. a 02
public sector entities =
Administrative bodies and noncommercial undertakings
CRD III: 2.1.1.1. a 04
N/A
1.53%
6.25%
3.44%
1.25%
CRD III: 2.1.1.1. a 06 + 2.1.1.1. b 02

CRD III: 2.1.1.1. a 07 + 2.1.1.1. b 03
CRD III: 2.1.1.1. a 08 + 2.1.1.1. b 04
CRD III: 2.1.1.1. a 09
0.12%
exposures in default = Past due items
0.21%
items associated with particular high

risk= Items belonging to regulatory
high-risk categories
0.11%
0.00%
0.01%
CRD III: 2.1.1.1. a 12

Claims on institutions and corporates
with a short-term credit assessment=
Short-term claims on institutions and
corporate
CRD III: 2.1.1.1. a 14

0.42%
0.32%
CRD III: 2.1.1.1. a 15

CRD III: 2.1.1.2
44%
56%
1.1%
15.6%
0.0%
100.0%
0.0%
data
39,727,433
8,081,001
data
Notes
Denominator
total risk exposure amount =

capital requirements

capital requirements for credit..







PART 3
Data on market risk (year 2013)
Market risk data
Credit institutions: Own funds requirements for market risk
Credit institutions: own funds requirements
for market risk
Credit institutions: breakdown by approach
Internal models
% based on total own funds requirements for
market risk
Internal models
Investment firms: Own funds requirements for market risk

Investment firms: own funds requirements
for market risk
Internal models
% based on total own funds requirements for
market risk
Internal models
(1)
CA2 (row 520) / (row 010)
data
2.34%
82.35%
17.65%
CA2 (row 530) / (row 520)
23.29%
CA2 (row 580) / (row 520)
76.71%
CA2 (row 520) / (row 010)
0.2%
CA2 (row 530) / (row 520)

CA2 (row 580) / (row 520)
3.1%
0.0%
100.0%
0.0%
PART 4
Data on operational risk (year 2013)
Operational risk data
Credit institutions: Own funds requirements for operational risk
Credit institutions: own funds requirements for
operational risk

Credit institutions: breakdown by approach
% based on total own funds

requirements for operational risk
Credit institutions: Losses due to operational risk
Credit institutions: total gross loss
Total gross loss as % of total gross income
Investment firms: Own funds requirements for operational risk

Investment firms: own funds requirements for
operational risk


% based on total own funds
requirements for operational risk
Investment firms: Losses due to operational risk
Investment firms: total gross loss
Total gross loss as % of total gross income
(1)
PART 4
operational risk (year 2013)
nts
CA2 (row 590) / (row 010)
data
8.98%
Basic Indicator Approach (BIA)
73.58%
Standardised Approach (TSA) /

Alternative Standardised
Approach (ASA)
18.87%
Advanced Measurement
Approach (AMA)
BIA
TSA/ASA
AMA
ss income
nts (1)
7.55%
CA2 (row 600) / (row 590)
CA2 (row 610) / (row 590)
CA2 (row 620) / (row 590)
OPR Details (row 920, col 080) /

OPR ((sum (row 010 to row 130),
col 030)
CA2 (row 590) / (row 010)

BIA
6.70%
25.61%
67.70%
11.0%
3.1%
TSA/ASA
AMA
BIA
TSA/ASA
AMA
ss income
elated to fixed overheads.
CA2 (row 600) / (row 590)

CA2 (row 610) / (row 590)
CA2 (row 620) / (row 590)
OPR Details (row 920, col 080) /
OPR ((sum (row 010 to row 130),
col 030)
9.4%
0.0%
0.0%
100.0%
0
PART 5
Data on supervisory measures and adm
Supervisory actions and measures (8)
Credit institutions
Supervisory actions
Supervisory measures taken in accordance with Article 102(1)(a)
Supervisory measures taken in accordance with Article 102(1)(b) and other provisions
of Directive 2013/36/EU or Regulation (EU) No 575/2013
Supervisory actions and measures (9)

Investment firms
Supervisory actions
Supervisory measures taken in accordance with Article 102(1)(a)
Administrative penalties
Credit institutions
Administrative penalties (for breaches of authorisation/ acquisitions of qualifying

holding requirements)
Administrative penalties (for other breaches of requirements imposed by Directive

2013/36/EU or Regulation (EU) No 575/2013)
Investment firms
Administrative penalties (for breaches of authorisation/ acquisitions of qualifying

holding requirements)
Administrative penalties (for other breaches of requirements imposed by Directive

2013/36/EU or Regulation (EU) No 575/2013)
(*)
Index
Note regarding registration of supervisory measures: All supervisory measures taken

in accordance with CRR Article 102 are part of the SREP evaluation as conducted by
DNB. However, the DNB SREP methodology does not allow for registration of
supervisory measures in accordance with the typology represented here. Supervisory
measures taken by DNB are generally - part of a coherent set of measures that
factors in the risk profile of the institution in question.
PART 5
ory measures and administrative penalties (year 20XX)
Number of on-site inspections
Number of overall assessments performed

Total number of supervisory measures taken in accordance with Article
104(1) of Directive 2013/36/EU:
to hold own funds in excess of the minimum capital requirements [Article
104(1)(a)]
to reinforce governance arrangements and internal capital management
[Article 104(1)(b)]
to present a plan to restore compliance with supervisory requirements
[Article 104(1)(c)]
to apply a specific provisioning policy or treatment of assets [Article 104(1)
(d)]
to restrict/limit business or activities [Article 104(1)(e)]
to reduce the risk inherent in the activities, products and systems [Article
104(1)(f)]
to limit variable remuneration [Article 104(1)(g)]
to strengthen own funds by using net profits [Article 104(1)(h)]
to restrict/prohibit distributions or interest payments [Article 104(1)(i)]
to impose additional or more frequent reporting requirements [Article 104(1)
(j)]
to impose specific liquidity requirements [Article 104(1)(k)]
to impose additional disclosure requirements [Article 104(1)(l)]
Number and nature of other supervisory measures taken (not listed in
Article 104(1) of Directive 2013/36/EU)
104(1)(a)]
[Article 104(1)(b)]
[Article 104(1)(c)]

(d)]
104(1)(f)]
(j)]
Number of on-site inspections
Number of overall assessments performed

104(1)(a)]
[Article 104(1)(b)]
[Article 104(1)(c)]
(d)]
104(1)(f)]
(j)]
104(1)(a)]
[Article 104(1)(b)]
[Article 104(1)(c)]
(d)]
104(1)(f)]
(j)]
Total number of administrative penalties from Article 66(2) of Directive

2013/36/EU applied:
public statements identifying the natural/legal person responsible and the
nature of the breach [Article 66(2)(a)]
orders requiring the natural/legal person responsible to cease the conduct
and to desist from a repetition of that conduct [Article 66(2)(b)]
administrative pecuniary penalties imposed on legal/natural person [points
(c) to (e) of Article 66(2)]
suspensions of the voting rights of shareholders [Article 66 (2)(f)]
Number and nature of other administrative penalties applied (not specified
in Article 66(2) of Directive 2013/36/EU)
2013/36/EU applied:
withdrawals of authorisation of credit institution [Article 67(2)(c)]
temporary bans against natural person from exercising functions in credit
institutions [Article 67(2)(d)]
(e) to (g) of Article 67(2)]
2013/36/EU applied:
administrative pecuniary penalties imposed on a legal person [points (c) to
(e) of Article 66(2)]
suspensions of the voting rights of shareholders [Article 66(2)(f)]

2013/36/EU applied:
withdrawals of authorisation of investment firms [Article 67(2)(c)]
temporary bans against natural person from exercising functions in
investment firms [Article 67(2)(d)]
(e) to (g) of Article 67(2)]
Due to differences in national regulations as well as in supervisory practices
and approaches across the Member States the figures provided in this table
might not allow for a meaningful comparison between countries and any
conclusions without carefully considering these differences can be
misleading
:
data
Integral part of ongoing

supervision conducted by DNB
See explanation below

data


data
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
N/A: not available

C: confidential
PART 6
Data on waivers (year 20XX)
Exemption from the application on an individual basis of prudential requirements set out in Parts Two to Five, Seven an
Legal reference in Regulation (EU) No 575/2013

Total number of waivers granted
Number of waivers granted to parent institutions with have or hold
participations in subsidiaries established in third countries
Total amount of consolidated own funds held in the subsidiaries established in
third countries (in MEUR)
Percentage of the total consolidated own funds held in subsidiaries established
in third countries (%)
Percentage of the consolidated own funds requirements allocated to subsidiaries
established in third countries (%)
Permission granted to parent institutions to incorporate subsidiaries in the calculation of their prudential requirements
of Regulation (EU) No 575/2013
Total number of permissions granted
Number of permissions granted to parent institutions to incorporarte

subsidiaries established in third countries in the calculation of their requirement
Total amount of consolidated own funds held in the subsidiaries established in
third countries (in MEUR)
Percentage of the total consolidated own funds held in subsidiaries established
in third countries (%)
Percentage of the consolidated own funds requirements allocated to subsidiaries
established in third countries (%)
Exemption from the application on an individual basis of liquidity requirements set out in Part Six of Regulation (EU) No

Number of waivers granted pursuant to Article 8(2) where all institutions within
a single liquidity sub-group are authorised in the same Member State
Number of waivers granted pursuant to Article 8(1) where all institutions within
a single liquidity sub-group are authorised in several Member States
Number of waivers granted pursuant to Article 8(3) to institutions which are
members of the same Institutional Protection Scheme
Exemption from the application on an individual basis of prudential requirements set out in Parts Two to Eight of Regul

Number of waivers granted to credit institutions permanently affiliated to a
central body
Number of waivers granted to central bodies

For competent authorities granting no waiver or permission the cells shall be put in orange
PART 6
Data on waivers (year 20XX)
ntial requirements set out in Parts Two to Five, Seven and Eight of Regulation (EU) No 575/2013
Article 7(1) and (2)
Article 7(3)
(waivers for subsidiaries)
(waivers for parent institutions)

27
N/A
N/A
N/A
N/A
iaries in the calculation of their prudential requirements set out in Parts Two to Five and Eight
Article 9(1)
(Individual consolidation method)

4
0
0
0
0
ty requirements set out in Part Six of Regulation (EU) No 575/2013
Article 8
(Liquidity waivers for subsidiaries)

21
21
0
0
ntial requirements set out in Parts Two to Eight of Regulation (EU) No 575/2013
Article 10
(Credit institutions permanently affiliated to a central body)

2
1 (for 117 affliated institutions)
all be put in orange
(1) Reference data from COREP templates pursuant to the Commission implementing Regulation (EU) No 650/2014
N/A: not available
Index
:
C: confidential
(2) where an institution uses more than one approach, the institution shall be counted in each of these approaches
N/A: not available
Index
:
C: confidential
N/A: not available
Index
:
C: confidential
N/A: not available
Index
:
C: confidential
(8) Due to differences in national regulations as well as in supervisory practices and approaches across the Member States the figures
N/A: not available
Index
Index
:
C: confidential
(9) Due to differences in national regulations as well as in supervisory practices and approaches across the Member States the figures
N/A: not available
Index
:
C: confidential
e Member States the figures provided in this table might not allow for a meaningful comparison between countries and any conclusions without c
e Member States the figures provided in this table might not allow for a meaningful comparison between countries and any conclusions without c
nd any conclusions without carefully considering these differences can be misleading
nd any conclusions without carefully considering these differences can be misleading

Data On National Financial Sector Data On Credit Risk Data On Market Risk Data On Operational Risk Data On Supervisory Measures and Administrative Penalties Data On Waivers

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Data On National Financial Sector Data On Credit Risk Data On Market Risk Data On Operational Risk Data On Supervisory Measures and Administrative Penalties Data On Waivers

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STATISTICAL DATA

national financial sector

Number and size of credit institutions

Number of credit institutions (1)

Total assets (in MEUR) (2)

Total assets as % of GDP

Number and size of foreign credit institutions

From EEA countries

From third countries

Total capital and capital requirements of credit institutions

common equity tier 1 capital + Total Additional Tier 1

Total Additional Tier 1 capital as % of total capital (zie ratio hierboven)

CA1 (row 530 / row 010)

onder CRD III is deze uitsplitsing niet

Total Tier 2 capital as % of total capital

CA1 (row 750 / row 010)

total tier 2 capital = additional own funds (CA regel

Total capital requirements (in MEUR)

CA2 (row 010) (1) 8 %

Total risk exposure amount (CRD IV) en capital

Total capital ratio

CA3 (row 050)

total capital ratio (CRD IV) =solvency ratio (%) (CA

Number and size of investment firms

Total assets (in MEUR) (2)

Total assets as % of GDP

Total capital and capital requirements of investment firms

CA1 (row 020 / row 010)

Total Additional Tier 1 capital as % of total capital

CA1 (row 530 / row 010)

Total Tier 2 capital as % of total capital

CA1 (row 750 / row 010)

Total capital requirements (in MEUR) (5)

CA2 (row 010) (1) 8 %

Total capital ratio

CA3 (row 050)

Instructions for the template:

Non-consolidated data required. Calculated on a

% of total own funds requirements

% based on the total number of credit institutions (2)

Credit institutions: breakdown by

% based on total own funds requirements

Credit institutions: breakdown by IRB

% based on total IRB risk weighted

Credit institutions: breakdown by IRB

% based on total IRB risk weighted

% based on total SA risk weighted exposure

Credit institutions: breakdown by credit

% based on the total number of credit institutions (2)

Investment firms: Own funds requirements for credit risk

% of total own funds requirements (1)

Investment firms: breakdown by approach

% based on total own funds requirements

Additional information on securitisation

Exposures and losses from lending collateralised by immovable property

Sum of exposures secured by residential property

Sum of losses stemming from lending up to the reference percentages

Use of residential property as collateral

Sum of overall losses

Of which: immovable property valued with mortgage lending value

Sum of exposures secured by immovable commercial property

Sum of losses stemming from lending up to the reference percentages