5

Index

Index. .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

Introduction

. . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . 7

Annex I - Disclosure of key metrics and overview of risk-weighted exposure amounts.

. .

.

. 9

Annex XIII - Disclosure of liquidity requirements.

. . . . . . . . . . . . . . .

. .

13

Annex XXI - Disclosure of the use of the IRB approach to credit risk.

. . . . . . .

. .

. 16

Declaration of the Financial Reporting Officer . .

. . . . . . . . . . . . . . .

. .

. 17

List of tables.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

Appendix 1 - Details of Information provided in compliance with EBA/ ITS/2020/04 .

. .

. 19

Appendix 2 - Details of Information provided in compliance

with EBA Guidelines GL/2020/12. . . . . . . . . . . . . .

. . . . . . . . . .

19

Contacts .

.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. .

.

21