KM2 : Key metrics - TLAC requirements (at resolution group level)
Basel III
a
b
c
d
e
Template
As of March 31,
As of December
As of September
As of June 30,
As of March 31,
No.
2021
31, 2020
30, 2020
2020
2020
1
Total loss-absorbing capacity (TLAC) available
16,829,166
16,665,156
16,259,140
15,866,972
15,824,386
2
Total RWA at the level of the resolution group
67,481,983
66,124,705
64,404,983
65,180,377
62,141,217
3
TLAC before deduction of CET1 specific buffer
24.93%
25.20%
25.24%
24.34%
25.46%
requirement (as a percentage of RWA)
3a
TLAC as a percentage of RWA
21.42%
21.69%
21.73%
20.83%
21.95%
4
Leverage ratio exposure measure at the level of the
200,546,630
192,563,485
195,811,781
197,278,551
220,977,568
resolution group
5
TLAC as a percentage of leverage ratio exposure
8.39%
8.65%
8.30%
8.04%
7.16%
measure
Does the subordination exemption in the
6a
antepenultimate paragraph of Section 11 of the FSB
TLAC Term Sheet apply?
Does the subordination exemption in the
6b
penultimate paragraph of Section 11 of the FSB
TLAC Term Sheet apply?
If the capped subordination exemption applies, the
amount of funding issued that ranks pari passu with
Excluded Liabilities and that is recognised as
6c
external TLAC, divided by funding issued that ranks
pari passu with Excluded Liabilities and that would
be recognised as external TLAC if no cap was
applied
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