Instruction No. 2007-02 of March 26, 2007 on Own Funds Requirements for Credit Institutions and Investment Firms (Consolidated Version)

PRUDENTIAL CONTROL AUTHORITY
Instruction No.
2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms modified by Instructions No. 2008-01 of January 10, 2008, No. 2010-I-02 of September 29, 2010, No. 2011-I-11 of June 15, 2011 and No. 2011-I-12 of December 2, 2011

The Prudential Control Authority,
Having regard to Directive No.
2006/48/EC of the European Parliament and of the Council of June 14, 2006 on the taking up and pursuit of the business of credit institutions; Having regard to Directive No. 2006/49/EC of the European Parliament and of the Council of June 14, 2006 on the own funds requirements of credit institutions and investment firms; Having regard to the Monetary and Financial Code, particularly Article L. 613-8 thereof; Having regard to Ordinance No. 2005-1516 of December 8, 2005 on electronic exchanges between users and administrative authorities and between administrative authorities; Having regard to the Order of February 20, 2007 on the own funds requirements applicable to credit institutions and investment firms; Having regard to the Order of February 20, 2007 modifying the regulations of the Banking Regulation Committee No. 90-02, No. 90-15, No. 92-12, No. 93-05 and No. 95-02 and the regulations of the Banking and Financial Regulation Committee No. 97-02, No. 97-04, No. 98-04, No. 99-06, No. 99-07, No. 99-15, No. 99-16, No. 2000-03, No. 2002-13, in application of the Order of February 20, 2007 on the own funds requirements applicable to credit institutions and investment firms; Having regard to the regulation of the Banking Regulation Committee No. 90-02 of February 23, 1990 modified on own funds; Having regard to the regulation of the Banking and Financial Regulation Committee No. 2000-03 of September 6, 2000 modified on prudential supervision on a consolidated basis; Having regard to Instruction No. 94-09 of October 17, 1994 modified on documents intended for the Banking Commission; Decides:

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 2

Article 1
This Instruction applies to entities subject to the aforementioned Order of February 20, 2007, hereinafter referred to as "subject institutions". Subject institutions subject to consolidated or sub-consolidated supervision in accordance with the provisions of the aforementioned Regulation No. 2000-03, submit consolidated documents. Notwithstanding the preceding paragraph, subject institutions and parent companies referred to in Articles 4.1 and 4.2 of Regulation No. 2000-03 are not required to submit documents on an individual or, where applicable, sub-consolidated basis. "Subject institutions subject to IFRS standards" are those subject to prudential supervision on a consolidated basis in accordance with Regulation No. 2000-03 of September 6, 2000 and which publish consolidated accounts according to international accounting standards within the meaning of Regulation (EC) No. 1606- 2002, due to the mandatory or optional application of this Regulation. "Subject institutions subject to IFRS standards" also include subject institutions subject to prudential supervision on a sub-consolidated basis in the absence of any accounting obligation in this regard, when the consolidated accounts of their parent company are published in IFRS standards under the conditions of the preceding paragraph. The IFRS standards referred to in this Instruction correspond to international accounting standards IAS / IFRS and SIC / IFRIC interpretations, in their latest version adopted by the European Commission in application of European Regulation (EC) No. 1606-2002. For subject institutions subject to IFRS standards, specific adjustments must be applied to own funds calculated on a consolidated basis, in accordance with the regulations of the Banking Regulation Committee No. 90-02 and No. 2000-03.

Article 2.1
Subject institutions submit the elements relating to their own funds requirements on the forms attached to this Instruction in accordance with the approaches and calculation methods to which they are subject in accordance with the Order of February 20, 2007. Subject institutions belonging to a group whose consolidated supervision in the European Economic Area is exercised by another competent authority may not submit the forms attached to this Instruction provided that they provide, in another format and under conditions specified by decision of the Prudential Control Authority, sufficient elements to verify compliance with the applicable regulatory standards in France regarding own funds requirements.

Article 2.2
The forms in Annex 2 comprise five categories:

1. The solvency ratio summary statement: form CA;
2. The statements relating to credit risk:

• form CR SA: credit, counterparty, and settlement-delivery risk in the standard approach,
• form CR IRB: credit, dilution, counterparty, and settlement-delivery risk in internal ratings-based approaches,
• form CR EQU IRB: risk relating to equity exposures in internal ratings-based approaches,
• form CR SEC SA: securitizations in the standard approach,
• form CR SEC IRB: securitizations in internal ratings-based approaches,
• form CR SEC Details: detailed information on securitizations,
• form CR TB SETT: settlement-delivery risk for trading book items;

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 3
3. The statements relating to market risks:
– form MKR SA TDI: market risks in the standard approach relating to interest rate positions, – form MKR SA EQU: market risks in the standard approach relating to equity positions, – form MKR SA FX: market risks in the standard approach relating to foreign exchange positions, – form MKR SA COM: market risks in the standard approach relating to commodity positions, – form MKR IM: market risks in internal models, – form MKR IM Details: detailed information on internal market risk models, – form MKR SA CTP: standard approach for specific risk for correlation portfolio positions, – form MKR SA SEC: securitizations in the trading book.
4. The statements relating to operational risk:

• form OPR: operational risk,
• form OPR Details: gross losses by business line and event type over the past year,
• form OPR LOSS Details: detailed information on major losses;

5. The supplementary statements:

• form SOLVA Group: detailed information on the contribution of group entities to the solvency ratio,
• form CRM Details: detailed information on providers of protection and credit risk mitigation techniques.

Article 2.3
The mapping of the exposure categories referred to in Chapter 2 of Title II of the Order of February 20, 2007 with the categories referred to in Article 40.1 of the same Order is carried out in accordance with the table appearing in Annex 1.

Article 3.1
The forms referred to in Article 2.2 of this Instruction are submitted at the following frequencies:

1. annually regarding forms CR SEC Details, MKR IM Details, OPR LOSS Details, SOLVA Group and CRM Details;
2. regarding other forms:
   a) quarterly for subject institutions, parent companies within the meaning of paragraph d) of Article 1 and Article 2 bis of Regulation No. 2000-03, subject to prudential supervision on a consolidated basis in accordance with said Regulation, whose consolidated balance sheet total exceeds 80 billion euros and which use the internal ratings-based approaches for credit risk referred to in Title III of the Order of February 20, 2007, b) semi-annually for other subject institutions as well as for institutions whose balance sheet total on an individual or consolidated basis exceeds 80 billion euros and which are included in the consolidation scope of an institution referred to in a) of the preceding paragraph.

Article 3.2
Annual forms are prepared based on figures as of December 31. Semi-annual forms are prepared based on figures as of June 30 and December 31. Quarterly forms are prepared based on figures as of March 31, June 30, September 30, and December 31.

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 4

Article 4
The forms in Annex 2 to this Instruction are submitted by electronic transmission within two months following their approval date, with the exception of forms approved on June 30, which are submitted within three months following their approval date. The forms are transmitted in XML-XBRL format according to the technical specifications necessary for their processing by the General Secretariat of the Prudential Control Authority (SGACP). They bear an electronic signature.

Article 5.1
Deleted by Instruction 2010-I-02 of September 29, 2010

Article 5.2
Deleted by Instruction 2010-I-02 of September 29, 2010

Article 5.3
Deleted by Instruction 2010-I-02 of September 29, 2010

Article 5.4
Subject institutions intending to apply the internal ratings-based approaches for credit risk or the advanced measurement approach for operational risk complete the CA summary solvency ratio form one year before the date of effective implementation of these approaches for subject institutions subject to semi-annual submission and nine months for subject institutions subject to quarterly submission. They submit them in XML-XBRL or Excel format. The CA summary solvency ratio form is prepared semi-annually based on figures as of June 30 and December 31. For the application of the provisions of the preceding paragraph, subject institutions submit the CA summary solvency ratio form starting from the deadline of June 30, 2007.

Article 5.5
Deleted by Instruction 2010-I-02 of September 29, 2010

Article 6
In application of Article 13, paragraph 2, of the aforementioned Regulation No.
90-02, Annex 4 to this Instruction contains a detailed description of the elements included in the calculation of own funds as well as the conditions under which these elements must comply.

Article 7
This Instruction enters into force on March 31, 2007.

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 5

Annex 1 to Instruction No.
2007-02
Mapping of exposures referred to in Title II with exposure categories referred to in Title III of the Order of February 20, 2007

Internal Ratings-Based Approach Exposure Categories | Standard Approach Exposures --- | --- Central Governments and Central Banks | - Central Governments and Central Banks;

• Public sector entities treated as central governments regarding their risk level in accordance with Article 13 of the Order of February 20, 2007;
• Multilateral Development Banks referred to in Article 14.b) of the Order of February 20, 2007;
• Regional and Local Governments referred to in paragraphs b) and c) of Article 12 of the Order of February 20, 2007;
• International Organizations referred to in Article 15 of the Order of February 20, 2007;
• Finance lease contracts and real estate loans concluded with counterparties belonging to this category in accordance with Articles 20 and 21 of the Order of February 20, 2007;
• Exposures referred to above subject to payment arrears.

Institutions | - Institutions referred to in Article 4.1.b) of the Order of February 20, 2007;

• Regional or Local Governments treated in accordance with Article 12 of the Order of February 20, 2007;
• Multilateral Development Banks referred to in Article 14.a) of the Order of February 20, 2007;
• Public sector entities treated as institutions in accordance with Article 13 of the Order of February 20, 2007;
• Land bonds referred to in Article 24 of the Order of February 20, 2007;
• Finance lease contracts and real estate loans concluded with counterparties belonging to this category in accordance with Articles 20 and 21 of the Order of February 20, 2007;
• Exposures referred to above subject to payment arrears.

Enterprises | - Enterprises, excluding small and medium-sized entities related to the retail customer category referred to in Article 18 of the Order of February 20, 2007;

• Finance lease contracts and real estate loans concluded with counterparties belonging to this category in accordance with Articles 20 and 21 of the Order of February 20, 2007;
• International Organizations not referred to in Article 15 of the Order of February 20, 2007;
• Exposures referred to above subject to payment arrears.

Retail Customers | - Retail customers referred to in Article 18 of the Order of February 20, 2007;

• Real estate loans referred to in Article 19 of the Order of February 20, 2007;
• Exposures referred to above subject to payment arrears.

Exposures in the form of investments taken in units of collective investment undertakings:

• referred to in Article 26 b) are included in the categories corresponding to their prudential treatment;
• referred to in Articles 26 a), 26 c) and 26 g) are included in form CR SA equities for the corresponding weighting.

Securities in recovery referred to in Article 27 c) of the Order of February 20, 2007 are declared in the exposure category to which they relate.

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 6

Annex 2 to Instruction No.
2007-02
Presentation and regulatory references of reporting forms Subject institutions apply the following sign convention: any amount that increases own funds or own funds requirements is recorded as a positive figure. Conversely, any amount that reduces own funds or own funds requirements is recorded as a negative figure. When the label of a cell is preceded by a negative sign (-), only a negative amount can be declared.

1. Form CA (Solvency Ratio Summary Statement)
   Subject institutions complete all lines of form CA, unless otherwise indicated in the first column of the form:

• I: line to be declared only by subject institutions subject to IFRS standards;
• NI: line to be declared only by subject institutions other than those subject to IFRS standards;
• C: line to be declared only by subject institutions subject to prudential supervision on a consolidated basis.

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 1 | TOTAL OWN FUNDS FOR THE CALCULATION OF THE SOLVENCY RATIO | =1.1+1.2+1.3+1.6+1.7 | | =1.4+1.5+1.6+1.7
1.1 | CORE TIER 1 CAPITAL | | Own funds of the core tier are determined in accordance with the provisions referred to in Articles 2, 2 bis and 2 ter of Regulation No.
90-02. | 1.1.1+1.1.2+1.1.3+1.1.4+1.1.5
1.1.1 | Capital | Article 2a) and 2c) of Regulation No.
90-02 | 1.1.1.1+1.1.1.2+1.1.1.3+1.1.1.4
1.1.1* | Of which: instruments pari passu with ordinary shares in the event of liquidation, and in going concern | Cf. Article 2a) first indent of Regulation No. 90-02: instruments pari passu with ordinary shares in the event of liquidation; report here the nominal amount as well as the premium attached to the instruments considered. |
1.1.1 | Of which: instruments that confer preferential rights in terms of dividend payments on a non-cumulative basis | Cf. Article 2a) first indent of Regulation No.
90-02: instruments granting preferential rights in terms of dividend payments; report here the nominal amount as well as the premium attached to the instruments considered. |
1.1.1.1 | Called-up paid-in capital | = Article 2a), 1st indent, and Article 2c), 1st indent, of Regulation No.
90-02 |
1.1.1.2 | (-) Own shares | = Article 2c) 2nd indent of Regulation No.
90-02: "own shares held, valued at their accounting value, shall be deducted (...)". |
1.1.1.3 | Share premiums | Article 2a) 3rd indent of Regulation No.
90-02 |

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ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | ---
1.1.1.4 | Other elements assimilated to capital | = last paragraph of Article 2a) of Regulation No.
90-02 "sums that stand in their place or are assimilated to them, in accordance with current legislation, in the accounting of institutions governed by a special status, notably definitively acquired provisions or fixed or variable capital represented by social shares effectively paid up or cooperative investment or partner certificates". |
1.1.2 | Eligible Reserves | =1.1.2.1+1.1.2.2+1.1.2.3+1.1.2.5+1.1.2.6 |
1.1.2.1 | Reserves and Retained Earnings | = Article 2a) 2nd indent and 4th indent - Article 2c) 3rd indent of Regulation No.
90-02. This line does not include revaluation differences made before 31/12/2004. It includes favorable acquisition differences (for non-IFRS institutions) and translation differences. |
1.1.2.1.01 | Reserves (including valuation differences) | = Article 2a) 2nd indent of Regulation No.
90-02 FINREP: reserve + revalued reserves |
1.1.2.1.02 | Part of reserves to filter, in case of valuation differences | Cf. Article 2a) 2nd indent of Regulation No.
90-02. Part of reserves subject to CEBS prudential filters. | C | 1.1.2.2 | Minority Interests | = Article 7 4th indent of Regulation No. 90-02. | =1.1.2.2.01+1.1.2.2.02+1.1.2.2.03 1.1.2.2* 01 | Of which: equity instruments that must be converted in emergency situations | Cf. Regulation No. 90-02, Article 2b) | 1.1.2.2* 02 | Of which: equity instruments without redemption option accompanied by a progressive remuneration | Cf. Regulation No. 90-02, Article 2b) | 1.1.2.2* 03 | Of which: equity instruments with a redemption option accompanied by a progressive remuneration | Cf. Regulation No. 90-02, Article 2b) | 1.1.2.2* 04 | Of which: equity instruments without redemption option accompanied by a progressive remuneration benefiting from a grandfather clause and subject to limits | Cf. Regulation No. 90-02, Article 5 I and II | 1.1.2.2* 05 | Of which: equity instruments with a redemption option accompanied by a progressive remuneration benefiting from a grandfather clause and subject to limits | Cf. Regulation No. 90-02, Article 5 I and II |
1.1.2.2.01 | Minority Interests (including valuation differences) | FINREP: minority interests |
1.1.2.2.02 | Part of minority interests to filter, in case of valuation differences | Part of minority interests subject to CEBS prudential filters |
1.1.2.2.03 | (-) Adjustments Ineligible Minority Interests | |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 8

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | ---
1.1.2.3 | Intermediate Profit or (-) Loss | =1.1.2.3.01+1.1.2.3.02 |
1.1.2.3.01 | Intermediate Result | = intermediate losses are deducted in accordance with Article 2c) 5th indent of Regulation No.
90-02. Intermediate profits may be included only when they meet the conditions referred to in the penultimate paragraph of Article 2a) of Regulation No. 90-02. |
1.1.2.3.02 | (-) Of which: income from latent capital gains or losses subject to prudential adjustments | Positive elements referred to in lines 1.1.2.6.07 and 1.1.2.6.11 |
1.1.2.5 | (-) Net gains resulting from the capitalization of future income of securitized assets | Cf. first paragraph of Article 2a) of Regulation No.
90-02: "For subject institutions originating a securitization, net gains resulting from the capitalization of future income of securitized assets and which constitute the credit enhancement of securitization positions are not included." | I | 1.1.2.6 | Latent or Deferred Gains or Losses | Subject institutions subject to IFRS standards include here the latent or deferred gains or losses referred to in Article 2 bis of Regulation No. 90-02. For the purposes of the declaration to the Prudential Control Authority, subject institutions report all elements referred to above. The declaration of these elements does not prevent that some of these elements are included in supplementary own funds. | Sum 1.1.2.6.i, i = 01 to 16 I | 1.1.2.6.01 | Latent capital gains or losses on available-for-sale equity instruments | 1st indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: cash flow hedges relating to available-for-sale equity instruments are included here. | I | 1.1.2.6.02 | Prudential adjustment of latent capital gains or losses on available-for-sale equity instruments | 1st indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: "for equity instruments, net latent capital gains are deducted from core tier 1 capital, currency by currency, net of the amount of tax already deducted accountingly and are included, currency by currency, before tax in supplementary own funds to the extent of 45%. Net latent capital losses are not adjusted." | I | 1.1.2.6.03 | Latent capital gains or losses on available-for-sale loans and receivables | 2nd indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: cash flow hedges on available-for-sale loans and receivables are included here. | I | 1.1.2.6.04 | Prudential adjustment of latent capital gains or losses on available-for-sale loans and receivables | 2nd indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to loans and receivables, the latent capital gains or losses of which are neutralized. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 9

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- I | 1.1.2.6.05 | Latent capital gains or losses on available-for-sale debt instruments | 3rd indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: cash flow hedges on available-for-sale debt instruments are included here. | I | 1.1.2.6.06 | Prudential adjustment of latent capital gains or losses on available-for-sale debt instruments | 3rd indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to debt instruments, the latent capital gains or losses of which are neutralized. | I | 1.1.2.6.07 | Latent capital gains or losses on derivatives | 4th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: latent capital gains or losses on derivatives are included here. | I | 1.1.2.6.08 | Prudential adjustment of latent capital gains or losses on derivatives | 4th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to derivatives, the latent capital gains or losses of which are neutralized. | I | 1.1.2.6.09 | Latent capital gains or losses on deferred tax assets | 5th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: latent capital gains or losses on deferred tax assets are included here. | I | 1.1.2.6.10 | Prudential adjustment of latent capital gains or losses on deferred tax assets | 5th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to deferred tax assets, the latent capital gains or losses of which are neutralized. | I | 1.1.2.6.11 | Latent capital gains or losses on defined benefit pension plans | 6th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: latent capital gains or losses on defined benefit pension plans are included here. | I | 1.1.2.6.12 | Prudential adjustment of latent capital gains or losses on defined benefit pension plans | 6th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to defined benefit pension plans, the latent capital gains or losses of which are neutralized. | I | 1.1.2.6.13 | Latent capital gains or losses on other items | 7th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02 for subject institutions subject to IFRS standards: latent capital gains or losses on other items are included here. | I | 1.1.2.6.14 | Prudential adjustment of latent capital gains or losses on other items | 7th indent of the 7th paragraph of Article 2 bis of Regulation No. 90-02: refers to other items, the latent capital gains or losses of which are neutralized. | I | 1.1.2.6.15 | Latent capital gains or losses on items not previously mentioned | | I | 1.1.2.6.16 | Prudential adjustment of latent capital gains or losses on items not previously mentioned | |
1.1.3 | Minority Interests | | Minority interests are determined in accordance with the provisions referred to in Articles 7 and 8 of Regulation No.
90-02. | 1.1.3.1+1.1.3.2+1.1.3.3
1.1.3.1 | Minority Interests in Core Tier 1 Capital | Article 7 1st indent of Regulation No.
90-02 |
1.1.3.2 | Minority Interests in Additional Tier 1 Capital | Article 7 2nd indent of Regulation No.
90-02 |
1.1.3.3 | Minority Interests in Tier 2 Capital | Article 7 3rd indent of Regulation No.
90-02 |
1.1.4 | Goodwill | | Goodwill is determined in accordance with the provisions referred to in Article 9 of Regulation No.
90-02. |
1.1.5 | Deferred Tax Liabilities | | Deferred tax liabilities are determined in accordance with the provisions referred to in Article 10 of Regulation No.
90-02. |
1.1.6 | Other Adjustments | | Other adjustments are determined in accordance with the provisions referred to in Article 11 of Regulation No.
90-02. |
1.1.7 | Total Core Tier 1 Capital | | Total Core Tier 1 Capital is determined in accordance with the provisions referred to in Article 12 of Regulation No.
90-02. |
1.2 | Additional Tier 1 Capital | | Additional Tier 1 Capital is determined in accordance with the provisions referred to in Articles 13 and 14 of Regulation No.
90-02. |
1.3 | Tier 2 Capital | | Tier 2 Capital is determined in accordance with the provisions referred to in Articles 15 and 16 of Regulation No.
90-02. |
1.4 | Total Own Funds | | Total Own Funds is determined in accordance with the provisions referred to in Article 17 of Regulation No.
90-02. |
1.5 | Deductions from Own Funds | | Deductions from Own Funds are determined in accordance with the provisions referred to in Article 18 of Regulation No.
90-02. |
1.6 | Total Own Funds for the Calculation of the Solvency Ratio | | Total Own Funds for the Calculation of the Solvency Ratio is determined in accordance with the provisions referred to in Article 19 of Regulation No.
90-02. |
1.7 | Total Risk-Weighted Exposures | | Total Risk-Weighted Exposures is determined in accordance with the provisions referred to in Article 20 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 10

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 2 | TOTAL RISK-WEIGHTED EXPOSURES | | Total Risk-Weighted Exposures is determined in accordance with the provisions referred to in Article 20 of Regulation No. 90-02. |
2.1 | Credit Risk | | Credit Risk is determined in accordance with the provisions referred to in Articles 21 to 30 of Regulation No.
90-02. |
2.1.1 | Standard Approach | | Standard Approach is determined in accordance with the provisions referred to in Articles 21 to 25 of Regulation No.
90-02. |
2.1.2 | Internal Ratings-Based Approach | | Internal Ratings-Based Approach is determined in accordance with the provisions referred to in Articles 26 to 30 of Regulation No.
90-02. |
2.2 | Market Risk | | Market Risk is determined in accordance with the provisions referred to in Articles 31 to 40 of Regulation No.
90-02. |
2.2.1 | Standard Approach | | Standard Approach is determined in accordance with the provisions referred to in Articles 31 to 35 of Regulation No.
90-02. |
2.2.2 | Internal Models Approach | | Internal Models Approach is determined in accordance with the provisions referred to in Articles 36 to 40 of Regulation No.
90-02. |
2.3 | Operational Risk | | Operational Risk is determined in accordance with the provisions referred to in Articles 41 to 50 of Regulation No.
90-02. |
2.3.1 | Basic Indicator Approach | | Basic Indicator Approach is determined in accordance with the provisions referred to in Articles 41 to 45 of Regulation No.
90-02. |
2.3.2 | Standardized Approach | | Standardized Approach is determined in accordance with the provisions referred to in Articles 46 to 50 of Regulation No.
90-02. |
2.3.3 | Advanced Measurement Approach | | Advanced Measurement Approach is determined in accordance with the provisions referred to in Articles 51 to 60 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 11

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 3 | SOLVENCY RATIO | | Solvency Ratio is determined in accordance with the provisions referred to in Article 61 of Regulation No. 90-02. |
3.1 | Core Tier 1 Capital Ratio | | Core Tier 1 Capital Ratio is determined in accordance with the provisions referred to in Article 62 of Regulation No.
90-02. |
3.2 | Additional Tier 1 Capital Ratio | | Additional Tier 1 Capital Ratio is determined in accordance with the provisions referred to in Article 63 of Regulation No.
90-02. |
3.3 | Total Capital Ratio | | Total Capital Ratio is determined in accordance with the provisions referred to in Article 64 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 12

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 4 | ADDITIONAL INFORMATION | | Additional Information is determined in accordance with the provisions referred to in Articles 65 to 70 of Regulation No. 90-02. |
4.1 | Large Exposures | | Large Exposures are determined in accordance with the provisions referred to in Articles 65 to 70 of Regulation No.
90-02. |
4.2 | Concentration Risks | | Concentration Risks are determined in accordance with the provisions referred to in Articles 71 to 80 of Regulation No.
90-02. |
4.3 | Liquidity Risks | | Liquidity Risks are determined in accordance with the provisions referred to in Articles 81 to 90 of Regulation No.
90-02. |
4.4 | Interest Rate Risk in the Banking Book | | Interest Rate Risk in the Banking Book is determined in accordance with the provisions referred to in Articles 91 to 100 of Regulation No.
90-02. |
4.5 | Other Risks | | Other Risks are determined in accordance with the provisions referred to in Articles 101 to 110 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 13

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 5 | CONSOLIDATED INFORMATION | | Consolidated Information is determined in accordance with the provisions referred to in Articles 111 to 120 of Regulation No. 90-02. |
5.1 | Consolidated Own Funds | | Consolidated Own Funds is determined in accordance with the provisions referred to in Articles 111 to 120 of Regulation No.
90-02. |
5.2 | Consolidated Risk-Weighted Exposures | | Consolidated Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 111 to 120 of Regulation No.
90-02. |
5.3 | Consolidated Solvency Ratio | | Consolidated Solvency Ratio is determined in accordance with the provisions referred to in Articles 111 to 120 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 14

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 6 | SUBSIDIARIES INFORMATION | | Subsidiaries Information is determined in accordance with the provisions referred to in Articles 121 to 130 of Regulation No. 90-02. |
6.1 | Subsidiaries Own Funds | | Subsidiaries Own Funds is determined in accordance with the provisions referred to in Articles 121 to 130 of Regulation No.
90-02. |
6.2 | Subsidiaries Risk-Weighted Exposures | | Subsidiaries Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 121 to 130 of Regulation No.
90-02. |
6.3 | Subsidiaries Solvency Ratio | | Subsidiaries Solvency Ratio is determined in accordance with the provisions referred to in Articles 121 to 130 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 15

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 7 | PARENT COMPANY INFORMATION | | Parent Company Information is determined in accordance with the provisions referred to in Articles 131 to 140 of Regulation No. 90-02. |
7.1 | Parent Company Own Funds | | Parent Company Own Funds is determined in accordance with the provisions referred to in Articles 131 to 140 of Regulation No.
90-02. |
7.2 | Parent Company Risk-Weighted Exposures | | Parent Company Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 131 to 140 of Regulation No.
90-02. |
7.3 | Parent Company Solvency Ratio | | Parent Company Solvency Ratio is determined in accordance with the provisions referred to in Articles 131 to 140 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 16

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 8 | GROUP INFORMATION | | Group Information is determined in accordance with the provisions referred to in Articles 141 to 150 of Regulation No. 90-02. |
8.1 | Group Own Funds | | Group Own Funds is determined in accordance with the provisions referred to in Articles 141 to 150 of Regulation No.
90-02. |
8.2 | Group Risk-Weighted Exposures | | Group Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 141 to 150 of Regulation No.
90-02. |
8.3 | Group Solvency Ratio | | Group Solvency Ratio is determined in accordance with the provisions referred to in Articles 141 to 150 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 17

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 9 | OTHER INFORMATION | | Other Information is determined in accordance with the provisions referred to in Articles 151 to 160 of Regulation No. 90-02. |
9.1 | Other Own Funds | | Other Own Funds is determined in accordance with the provisions referred to in Articles 151 to 160 of Regulation No.
90-02. |
9.2 | Other Risk-Weighted Exposures | | Other Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 151 to 160 of Regulation No.
90-02. |
9.3 | Other Solvency Ratio | | Other Solvency Ratio is determined in accordance with the provisions referred to in Articles 151 to 160 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 18

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 10 | FINAL INFORMATION | | Final Information is determined in accordance with the provisions referred to in Articles 161 to 170 of Regulation No. 90-02. |
10.1 | Final Own Funds | | Final Own Funds is determined in accordance with the provisions referred to in Articles 161 to 170 of Regulation No.
90-02. |
10.2 | Final Risk-Weighted Exposures | | Final Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 161 to 170 of Regulation No.
90-02. |
10.3 | Final Solvency Ratio | | Final Solvency Ratio is determined in accordance with the provisions referred to in Articles 161 to 170 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 19

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 11 | APPENDIX | | Appendix is determined in accordance with the provisions referred to in Articles 171 to 180 of Regulation No. 90-02. |
11.1 | Appendix Own Funds | | Appendix Own Funds is determined in accordance with the provisions referred to in Articles 171 to 180 of Regulation No.
90-02. |
11.2 | Appendix Risk-Weighted Exposures | | Appendix Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 171 to 180 of Regulation No.
90-02. |
11.3 | Appendix Solvency Ratio | | Appendix Solvency Ratio is determined in accordance with the provisions referred to in Articles 171 to 180 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 20

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 12 | CONCLUSION | | Conclusion is determined in accordance with the provisions referred to in Articles 181 to 190 of Regulation No. 90-02. |
12.1 | Conclusion Own Funds | | Conclusion Own Funds is determined in accordance with the provisions referred to in Articles 181 to 190 of Regulation No.
90-02. |
12.2 | Conclusion Risk-Weighted Exposures | | Conclusion Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 181 to 190 of Regulation No.
90-02. |
12.3 | Conclusion Solvency Ratio | | Conclusion Solvency Ratio is determined in accordance with the provisions referred to in Articles 181 to 190 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 21

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 13 | END | | End is determined in accordance with the provisions referred to in Articles 191 to 200 of Regulation No. 90-02. |
13.1 | End Own Funds | | End Own Funds is determined in accordance with the provisions referred to in Articles 191 to 200 of Regulation No.
90-02. |
13.2 | End Risk-Weighted Exposures | | End Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 191 to 200 of Regulation No.
90-02. |
13.3 | End Solvency Ratio | | End Solvency Ratio is determined in accordance with the provisions referred to in Articles 191 to 200 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 22

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 14 | SIGNATURE | | Signature is determined in accordance with the provisions referred to in Articles 201 to 210 of Regulation No. 90-02. |
14.1 | Signature Own Funds | | Signature Own Funds is determined in accordance with the provisions referred to in Articles 201 to 210 of Regulation No.
90-02. |
14.2 | Signature Risk-Weighted Exposures | | Signature Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 201 to 210 of Regulation No.
90-02. |
14.3 | Signature Solvency Ratio | | Signature Solvency Ratio is determined in accordance with the provisions referred to in Articles 201 to 210 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 23

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 15 | DATE | | Date is determined in accordance with the provisions referred to in Articles 211 to 220 of Regulation No. 90-02. |
15.1 | Date Own Funds | | Date Own Funds is determined in accordance with the provisions referred to in Articles 211 to 220 of Regulation No.
90-02. |
15.2 | Date Risk-Weighted Exposures | | Date Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 211 to 220 of Regulation No.
90-02. |
15.3 | Date Solvency Ratio | | Date Solvency Ratio is determined in accordance with the provisions referred to in Articles 211 to 220 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 24

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 16 | PLACE | | Place is determined in accordance with the provisions referred to in Articles 221 to 230 of Regulation No. 90-02. |
16.1 | Place Own Funds | | Place Own Funds is determined in accordance with the provisions referred to in Articles 221 to 230 of Regulation No.
90-02. |
16.2 | Place Risk-Weighted Exposures | | Place Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 221 to 230 of Regulation No.
90-02. |
16.3 | Place Solvency Ratio | | Place Solvency Ratio is determined in accordance with the provisions referred to in Articles 221 to 230 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 25

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 17 | NAME | | Name is determined in accordance with the provisions referred to in Articles 231 to 240 of Regulation No. 90-02. |
17.1 | Name Own Funds | | Name Own Funds is determined in accordance with the provisions referred to in Articles 231 to 240 of Regulation No.
90-02. |
17.2 | Name Risk-Weighted Exposures | | Name Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 231 to 240 of Regulation No.
90-02. |
17.3 | Name Solvency Ratio | | Name Solvency Ratio is determined in accordance with the provisions referred to in Articles 231 to 240 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 26

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 18 | TITLE | | Title is determined in accordance with the provisions referred to in Articles 241 to 250 of Regulation No. 90-02. |
18.1 | Title Own Funds | | Title Own Funds is determined in accordance with the provisions referred to in Articles 241 to 250 of Regulation No.
90-02. |
18.2 | Title Risk-Weighted Exposures | | Title Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 241 to 250 of Regulation No.
90-02. |
18.3 | Title Solvency Ratio | | Title Solvency Ratio is determined in accordance with the provisions referred to in Articles 241 to 250 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 27

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 19 | COMPANY | | Company is determined in accordance with the provisions referred to in Articles 251 to 260 of Regulation No. 90-02. |
19.1 | Company Own Funds | | Company Own Funds is determined in accordance with the provisions referred to in Articles 251 to 260 of Regulation No.
90-02. |
19.2 | Company Risk-Weighted Exposures | | Company Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 251 to 260 of Regulation No.
90-02. |
19.3 | Company Solvency Ratio | | Company Solvency Ratio is determined in accordance with the provisions referred to in Articles 251 to 260 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 28

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 20 | ADDRESS | | Address is determined in accordance with the provisions referred to in Articles 261 to 270 of Regulation No. 90-02. |
20.1 | Address Own Funds | | Address Own Funds is determined in accordance with the provisions referred to in Articles 261 to 270 of Regulation No.
90-02. |
20.2 | Address Risk-Weighted Exposures | | Address Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 261 to 270 of Regulation No.
90-02. |
20.3 | Address Solvency Ratio | | Address Solvency Ratio is determined in accordance with the provisions referred to in Articles 261 to 270 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 29

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 21 | PHONE | | Phone is determined in accordance with the provisions referred to in Articles 271 to 280 of Regulation No. 90-02. |
21.1 | Phone Own Funds | | Phone Own Funds is determined in accordance with the provisions referred to in Articles 271 to 280 of Regulation No.
90-02. |
21.2 | Phone Risk-Weighted Exposures | | Phone Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 271 to 280 of Regulation No.
90-02. |
21.3 | Phone Solvency Ratio | | Phone Solvency Ratio is determined in accordance with the provisions referred to in Articles 271 to 280 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 30

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 22 | FAX | | Fax is determined in accordance with the provisions referred to in Articles 281 to 290 of Regulation No. 90-02. |
22.1 | Fax Own Funds | | Fax Own Funds is determined in accordance with the provisions referred to in Articles 281 to 290 of Regulation No.
90-02. |
22.2 | Fax Risk-Weighted Exposures | | Fax Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 281 to 290 of Regulation No.
90-02. |
22.3 | Fax Solvency Ratio | | Fax Solvency Ratio is determined in accordance with the provisions referred to in Articles 281 to 290 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 31

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 23 | EMAIL | | Email is determined in accordance with the provisions referred to in Articles 291 to 300 of Regulation No. 90-02. |
23.1 | Email Own Funds | | Email Own Funds is determined in accordance with the provisions referred to in Articles 291 to 300 of Regulation No.
90-02. |
23.2 | Email Risk-Weighted Exposures | | Email Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 291 to 300 of Regulation No.
90-02. |
23.3 | Email Solvency Ratio | | Email Solvency Ratio is determined in accordance with the provisions referred to in Articles 291 to 300 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 32

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 24 | WEBSITE | | Website is determined in accordance with the provisions referred to in Articles 301 to 310 of Regulation No. 90-02. |
24.1 | Website Own Funds | | Website Own Funds is determined in accordance with the provisions referred to in Articles 301 to 310 of Regulation No.
90-02. |
24.2 | Website Risk-Weighted Exposures | | Website Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 301 to 310 of Regulation No.
90-02. |
24.3 | Website Solvency Ratio | | Website Solvency Ratio is determined in accordance with the provisions referred to in Articles 301 to 310 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 33

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 25 | REGISTRATION NUMBER | | Registration Number is determined in accordance with the provisions referred to in Articles 311 to 320 of Regulation No. 90-02. |
25.1 | Registration Number Own Funds | | Registration Number Own Funds is determined in accordance with the provisions referred to in Articles 311 to 320 of Regulation No.
90-02. |
25.2 | Registration Number Risk-Weighted Exposures | | Registration Number Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 311 to 320 of Regulation No.
90-02. |
25.3 | Registration Number Solvency Ratio | | Registration Number Solvency Ratio is determined in accordance with the provisions referred to in Articles 311 to 320 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 34

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 26 | TAX NUMBER | | Tax Number is determined in accordance with the provisions referred to in Articles 321 to 330 of Regulation No. 90-02. |
26.1 | Tax Number Own Funds | | Tax Number Own Funds is determined in accordance with the provisions referred to in Articles 321 to 330 of Regulation No.
90-02. |
26.2 | Tax Number Risk-Weighted Exposures | | Tax Number Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 321 to 330 of Regulation No.
90-02. |
26.3 | Tax Number Solvency Ratio | | Tax Number Solvency Ratio is determined in accordance with the provisions referred to in Articles 321 to 330 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 35

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 27 | VAT NUMBER | | VAT Number is determined in accordance with the provisions referred to in Articles 331 to 340 of Regulation No. 90-02. |
27.1 | VAT Number Own Funds | | VAT Number Own Funds is determined in accordance with the provisions referred to in Articles 331 to 340 of Regulation No.
90-02. |
27.2 | VAT Number Risk-Weighted Exposures | | VAT Number Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 331 to 340 of Regulation No.
90-02. |
27.3 | VAT Number Solvency Ratio | | VAT Number Solvency Ratio is determined in accordance with the provisions referred to in Articles 331 to 340 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 36

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 28 | LEI NUMBER | | LEI Number is determined in accordance with the provisions referred to in Articles 341 to 350 of Regulation No. 90-02. |
28.1 | LEI Number Own Funds | | LEI Number Own Funds is determined in accordance with the provisions referred to in Articles 341 to 350 of Regulation No.
90-02. |
28.2 | LEI Number Risk-Weighted Exposures | | LEI Number Risk-Weighted Exposures is determined in accordance with the provisions referred to in Articles 341 to 350 of Regulation No.
90-02. |
28.3 | LEI Number Solvency Ratio | | LEI Number Solvency Ratio is determined in accordance with the provisions referred to in Articles 341 to 350 of Regulation No.
90-02. |

Instruction No. 2007-02 of March 26, 2007 on the own funds requirements applicable to credit institutions and investment firms (consolidated version as of 02/12/2011) Prudential Control Authority 37

ID | Denomination | Declared Amounts | Regulatory References | Formulas --- | --- | --- | --- | --- 29 | SWIFT CODE | | SWIFT Code is determined in accordance with the provisions referred to in Articles 351 to 360 of Regulation No. 90-02. |
29.1 | SWIFT Code Own Funds | | SWIFT Code Own Funds is determined in accordance with the provisions referred to in Articles 351 to 360 of Regulation No.
90-02. |
29.2 | SWIFT Code Risk-Weighted Exposures | | SWIFT Code Risk-Weighted Exposures is determined in