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{"sheet":"BA701","index":0,"n_rows":100,"n_cols":13,"rows_kept":100,"cut":false,"hidden":false,"merged":[[10,5,11,5],[8,9,8,12],[9,10,9,12],[10,3,11,3],[10,4,11,4],[8,3,9,8],[10,6,11,6],[10,7,11,7],[10,8,11,8],[10,9,11,9],[10,10,11,10],[10,12,11,12],[5,1,5,4],[0,1,0,4],[1,1,1,4],[2,1,2,4],[3,1,3,4],[4,1,4,4],[8,1,12,1],[93,1,94,1],[93,2,94,2],[86,1,87,1],[86,2,87,2],[79,1,80,1],[79,2,80,2],[71,2,72,2],[71,1,72,1],[8,2,12,2]]}
[null,"BA701 - REGULATORY vs ECONOMIC CAPITAL"]
[null,"(Confidential and not available for inspection by the public)"]
[]
[]
[]
[]
[]
[]
[null,"Regulatory vs Economic capital","Line no","Regulatory Capital",null,null,null,null,null,"Economic Capital"]
[null,null,null,null,null,null,null,null,null,"Confidence Interval @ 99.9%","Confidence Interval as specified in line R0010"]
[null,null,null,"Regulatory Capital @ 8% - \nNon-modelled approaches applied","Aggregate capital required (modelled and non-modelled) for purposes of the Output Floor @ 8% capital ratio","Minimum required capital and reserve funds per risk type, based on risk-weighted exposure @ 8% capital ratio","Forecast \n(Yr 1 following on actual)","Forecast \n(Yr 2 following on actual)","Forecast \n(Yr 3 following on actual)","Economic capital demand (Gross) \nAt confidence interval of 99.9%","Economic capital demand (Gross)\nAt confidence interval as specified in R0010","Diversification","Economic capital demand (Nett)\nAt confidence interval as specified in R0010"]
[null,null,null,null,null,null,null,null,null,null,null,"Intra risk (report negatives)"]
[null,null,null,"C0010","C0020","C0030","C0040","C0050","C0060","C0070","C0080","C0090","C0100"]
[null,"Confidence interval in respect of economic capital (percentage to 2 decimals)","R0010",null,null,null,null,null,null,null,10758020,10758021,10758022]
[null,"Operational risk business indicator coefficient","R0020",null,null,"New"]
[null,"Operational risk internal loss multiplier","R0030",null,null,"New"]
[null,"Total Pillar 1 risks ","R0040","New","New",10758023,10758024,10758025,10758026,10758027,10758028,10758029,10758030]
[null,"Total credit risk excluding counterparty credit risk and other risks","R0050","New","New",10758031,10758032,10758033,10758034,10758035,10758036,10758037,10758038]
[null,"Sovereign","R0060","New","New","New","New","New","New","New","New","New","New"]
[null,"Banks","R0070","New","New","New","New","New","New","New","New","New","New"]
[null,"Equity","R0080","New","New","New","New","New","New","New","New","New","New"]
[null,"Purchased receivables","R0090","New","New","New","New","New","New","New","New","New","New"]
[null,"Corporates","R0100","New","New","New","New","New","New","New","New","New","New"]
[null,"Retail","R0110","New","New","New","New","New","New","New","New","New","New"]
[null," - Qualifying revolving retail","R0120","New","New","New","New","New","New","New","New","New","New"]
[null," - Other retail ","R0130","New","New","New","New","New","New","New","New","New","New"]
[null," - Residential mortgages","R0140","New","New","New","New","New","New","New","New","New","New"]
[null,"Specialised lending","R0150","New","New","New","New","New","New","New","New","New","New"]
[null,"Securitisation exposures","R0160","New","New","New","New","New","New","New","New","New","New"]
[null,"Other","R0170","New","New","New","New","New","New","New","New","New","New"]
[null,"Counterparty credit risk","R0180","New","New","New","New","New","New","New","New","New","New"]
[null,"CVA","R0190","New","New","New","New","New","New","New","New","New","New"]
[null,"Market risk","R0200","New","New",10758183,10758184,10758185,10758186,10758187,10758188,10758189,10758190]
[null,"Operational risk","R0210","New","New",10758255,10758256,10758257,10758258,10758259,10758260,10758261,10758262]
[null,"Other risks","R0220","New","New",10758351,10758352,10758353,10758354,10758355,10758356,10758357,10758358]
[null,"Output floor impact","R0230",null,"New","New","New","New","New"]
[null,"Risk not fully covered under Pillar 1","R0240",null,null,null,null,null,null,10758379,10758380,10758381,10758382]
[null,"Credit risk ","R0250",null,null,null,null,null,null,10758383,10758384,10758385,10758386]
[null,"Retail","R0260",null,null,null,null,null,null,10758387,10758388,10758389,10758390]
[null,"Wholesale","R0270",null,null,null,null,null,null,10758391,10758392,10758393,10758394]
[null,"Counterparty Credit Risk","R0280",null,null,null,null,null,null,10758395,10758396,10758397,10758398]
[null,"Market risk","R0290",null,null,null,null,null,null,10758399,10758400,10758401,10758402]
[null,"Operational risk","R0300",null,null,null,null,null,null,10758403,10758404,10758405,10758406]
[null,"Equity investment risk","R0310",null,null,null,null,null,null,10758407,10758408,10758409,10758410]
[null,"Large exposures","R0320",null,null,null,null,null,null,10758411,10758412,10758413,10758414]
[null,"Other risks","R0330",null,null,null,null,null,null,10758415,10758416,10758417,10758418]
[null,"Risk not covered under Pillar 1","R0340",null,null,null,null,null,null,10758419,10758420,10758421,10758422]
[null,"Credit concentration risk (e.g. single name, industry, other)","R0350",null,null,null,null,null,null,10758423,10758424,10758425,10758426]
[null,"Retail","R0360",null,null,null,null,null,null,10758427,10758428,10758429,10758430]
[null,"Wholesale","R0370",null,null,null,null,null,null,10758431,10758432,10758433,10758434]
[null,"Business risk","R0380",null,null,null,null,null,null,10758435,10758436,10758437,10758438]
[null,"Interest rate risk in the banking book","R0390",null,null,null,null,null,null,10758439,10758440,10758441,10758442]
[null,"Liquidity risk  ","R0400",null,null,null,null,null,null,10758443,10758444,10758445,10758446]
[null,"Model risk","R0410",null,null,null,null,null,null,10758447,10758448,10758449,10758450]
[null,"Property and equipment risk","R0420",null,null,null,null,null,null,10758451,10758452,10758453,10758454]
[null,"Reputational risk","R0430",null,null,null,null,null,null,10758455,10758456,10758457,10758458]
[null,"Residual risks","R0440",null,null,null,null,null,null,10758459,10758460,10758461,10758462]
[null,"Strategic risk","R0450",null,null,null,null,null,null,10758463,10758464,10758465,10758466]
[null,"Step-in risk","R0460",null,null,null,null,null,null,"New","New","New","New"]
[null,"Other risks","R0470",null,null,null,null,null,null,10758467,10758468,10758469,10758470]
[null,"Other","R0480",null,null,10758471,10758472,10758473,10758474,10758475,10758476,10758477,10758478]
[null,"Inter risk diversification (report negatives)","R0490",null,null,10758479,10758480,10758481,10758482,10758483,10758484,10758485,10758486]
[null,"Other","R0500",null,null,10758495,10758496,10758497,10758498,10758499,10758500,10758501,10758502]
[null,"Total required capital before additional capital requirements","R0510",null,null,10758503,10758504,10758505,10758506,10758507,10758508,10758509,10758510]
[null,"Pillar 2A","R0520",null,null,"New","New","New","New"]
[null,"Capital impact: idiosyncratic requirement as specified by Registrar (BA700, R0140, C0060)","R0530",null,null,10758359,10758360,10758361,10758362]
[null,"Capital impact: Buffers (D-SIB, countercyclical, conservation) (BA700, R0160, R0170, R0180 C0060)","R0540",null,null,10758367,10758368,10758369,10758370]
[null,"Capital impact: Additional capital requirements (BA700, R0220, C0030)","R0550",null,null,10758371,10758372,10758373,10758374]
[null,"Total required Capital","R0560",null,null,10758375,10758376,10758377,10758378,10758363,10758364,10758365,10758366]
[]
[]
[null,"Capital supply (to correspond to BA700, R0250, C0010 to C0030)","Line no","Regulatory capital supply current period","Forecast \n(Yr 1 following on current period)","Forecast \n(Yr 2 following on current period)","Forecast \n(Yr 3 following on current period)","Economic capital demand (Gross) \nAt confidence interval of 99.9%","Economic capital demand (Gross)\nAt confidence interval as specified in R0010","Diversification\nIntra risk (report negatives)","Economic capital demand (Nett)\nAt confidence interval as specified in R0010"]
[null,null,null,"C0010","C0020","C0030","C0040","C0050","C0060","C0070","C0080"]
[null,"Common Equity Tier 1 (CET1) Capital","R0570",10758519,10758520,10758521,10758522,null,null,null,10758523]
[null,"Tier 1 (T1) Capital","R0580",10758524,10758525,10758526,10758527,null,null,null,10758528]
[null,"Total Capital","R0590",10758529,10758530,10758531,10758532,null,null,null,10758533]
[null,"Capital surplus/loss","R0600",10758534,10758535,10758536,10758537,10758538,10758539,10758540,10758541]
[]
[]
[null,"Minimum required capital ratio (to correspond to BA700, R0190)","Line no","Current period","Forecast \n(Yr 1 following on current period)","Forecast \n(Yr 2 following on current period)","Forecast \n(Yr 3 following on current period)"]
[null,null,null,"C0010","C0020","C0030","C0040"]
[null,"CET1","R0610",10758550,10758551,10758552,10758553]
[null,"T1","R0620",10758554,10758555,10758556,10758557]
[null,"Total","R0630",10758558,10758559,10758560,10758561]
[]
[]
[null,"Actual capital adequacy ratios (CAR) (Percentage to 2 decimals) ( to correspond to BA700, R0200)","Line no","Current period","Forecast \n(Yr 1 following on current period)","Forecast \n(Yr 2 following on current period)","Forecast \n(Yr 3 following on current period)","Economic capital demand (Nett)\nAt confidence interval as specified in R0010"]
[null,null,null,"C0010","C0020","C0030","C0040","C0050"]
[null,"CET 1","R0640",10758570,10758571,10758572,10758573,10758574]
[null,"T1","R0650",10758575,10758576,10758577,10758578,10758579]
[null,"Total","R0660",10758580,10758581,10758582,10758583,10758584]
[]
[]
[null,"Minimum internal capital target (percentage to 2 decimals)","Line no","Current period","Forecast \n(Yr 1 following on current period)","Forecast \n(Yr 2 following on current period)","Forecast \n(Yr 3 following on current period)","Economic capital demand (Nett)\nAt confidence interval as specified in R0010"]
[null,null,null,"C0010","C0020","C0030","C0040","C0050"]
[null,"CET 1","R0670",10758593,10758594,10758595,10758596,10758597]
[null,"T1 ","R0680",10758598,10758599,10758600,10758601,10758602]
[null,"Total","R0690",10758603,10758604,10758605,10758606,10758607]
[]
[null,"Hashtotal",null,null,null,null,null,null,null,null,null,"BA10758608"]

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