AFD_REGISTRATION_DOCUMENT_2017

ADDITIONAL INFORMATION 9 Cross-reference table between the CRR articles andbthebPILLARbIII report tables

CRR article

Title

Paragraph

444

Use of ECAI

4.2.4.1.2 4.2.4.1.2 4.2.4.1.2 4.2.4.1.2 4.2.4.1.2 4.2.4.1.2

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

4.2.4.1.1.2 & Note 3 to the financial statements 4.2.4.1.1.2 & Note 3 to the financial statements 4.2.4.1.1.2 & Note 3 to the financial statements 4.2.4.1.1.2 & Note 3 to the financial statements

b/

c/

d/

e/

a/ b/

6.2.6.3 6.2.6.3

448

Interest rate risk exposure for non-trading portfolio positions

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

b/ c/ d/ e/

f/

g/ h/

i/ j/

451

Leverage

a/ b/ c/ d/ e/ a/ b/ c/ d/ e/

n/a

4.2.3.4 4.2.3.4 4.2.3.4 4.2.3.4

452 453

Use of NI approach for credit risk Use of credit risk mitigation techniques

n/a

4.2.4.1.3 4.2.4.1.3 4.2.4.1.3 4.2.4.1.3 4.2.4.1.3 4.2.4.1.3 4.2.4.1.3

f/

g/

454 455

Use of advanced measurement approaches for operating risk

n/a n/a

Use of internal market risk models

168

REGISTRATION DOCUMENT 2017

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