AFD - Universal Registration Document 2020

ADDITIONAL INFORMATION Cross-reference table of the CRR articles and the Pillar III report tables

Item CRR

Title

Paragraph

441 442

Systemic global importance indicators

n/a

Adjustments for credit risk

a/ b/ c/ d/ e/

6.2.3.2 6.2.3.2

4.2.4.1.1.1 4.2.4.1.1.2 4.2.4.1.1.2 4.2.4.1.1.1 4.2.4.1.1.4 4.2.4.1.1.4 4.2.4.1.1.5

f/

g/ h/

i/

443 444

Unencumbered assets

n/a

Use of ECAIs – use of the standard approach

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

4.2.3.3 4.2.4.3 6.2.3.2

Operational risk

Non-trading book equities exposure

a/

4.2.4.1.1.2 & note Ǿ 3 of Ǿ financial statements 4.2.4.1.1.2 & note Ǿ 3 of Ǿ financial statements 4.2.4.1.1.2 & note Ǿ 3 of Ǿ financial statements 4.2.4.1.1.2 & note Ǿ 3 of Ǿ financial statements

b/

c/

d/

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

448

Interest rate risk exposure for non-trading portfolio positions

4.1.1.4 4.1.1.4

449

Securitisation exposure

4.2.4.1.5 4.2.4.1.5 4.2.4.1.5 4.2.4.1.5 4.2.4.1.5 4.2.4.1.5 4.2.4.1.5 4.2.4.1.5

f/

g/ h/

i/ j/

n/a n/a n/a

9

k/

219

2020 UNIVERSAL REGISTRATION DOCUMENT