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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