AFD - 2018 Registration document
9
ADDITIONAL INFORMATION
Cross-reference table of the CRR articles and the Pillar III report tables
CRR article Title
Paragraph
440 441 442
Capital cushions
n/a n/a
Systemic global importance indicators
Adjustments for credit risk
a/ b/ c/ d/ e/
6.2.3.2 6.2.3.2
4.2.5.1.1.1 4.2.5.1.1.2 4.2.5.1.1.2 4.2.5.1.1.3 4.2.5.1.1.4 4.2.5.1.1.4 4.2.5.1.1.5
f/
g/ h/
i/
443 444
Unencumbered assets
n/a
Use of ECAI
4.2.5.1.2 4.2.5.1.2 4.2.5.1.2 4.2.5.1.2 4.2.5.1.2 4.2.5.1.2
a/ b/ c/ d/ e/
445 446 447
Market risk exposure
n/a n/a
Operational risk
Non-trading book equities exposure
a/
6.2.3.2
4.2.5.1.1.2; 6.2.5 (Note 3, 4 and 5) 4.2.5.1.1.2; 6.2.5 (Note 3, 4 and 5) 4.2.5.1.1.2; 6.2.5 (Note 3, 4 and 5) 4.2.5.1.1.2; 6.2.5 (Note 3, 4 and 5)
b/
c/
d/
e/ a/ b/
448
Interest rate risk exposure for non-trading portfolio positions
6.2.6.3 6.2.6.3
449 450
Securitisation exposure Compensation policy
n/a 3.1 3.1 3.1 n/a n/a n/a 3.1 3.1 n/a 3.1 3.1 3.1 n/a n/a
b/ c/ d/ e/
f/
g/ h/
i/ j/
451
Leverage
a/ b/
218
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REGISTRATION DOCUMENT 2018
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