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CNB > Resolution > Prescribing contributions to the resolution financing arrangement > Setting the base for the calculation of individual contributions

Setting the base for the calculation of individual contributions

The base for the calculation of an individual contribution is set as

The base for the calculation of an individual contribution

Where:
Bn – the institution’s base for the calculation of the Resolution Fund contribution,
L – the book value of the institution’s total liabilities in accordance with FINREP reporting (statement FISIFE10, data area FIS10_12, cell 2,1),
D – the book value of the institution’s liabilities arising from derivatives in accordance with FINREP reporting, i.e. liabilities arising from derivatives for trading and hedging derivatives (statement FISIFE10, data area FIS10_12, cells 4,1 and 17,1),
DCRR – the regulatory value of all derivatives according to the method applicable to the leverage ratio under the Regulation (EU) No 575/2013 (CRR), i.e. market value of derivatives + face value * coefficient taking into account contracts for novation and any netting agreements except cross-product netting (statement LRSIFE11, data area LRS11_11, cells 6,1 and 9,1),
OFCRR – the value of items of own funds according to CRR which are recognised as liabilities, i.e. (part of) subordinated debt qualifying as Tier 2 capital (statement COSIFE10, data area COS10_11, cells 80,1 and 97,1),
CD – the total value of receivables from deposits under Article 41c(1) of the Act on Banks, the amount of which does not exceed the equivalent of EUR 100,000 per eligible person per bank (“covered deposits”), i.e. the value of covered deposits not exceeding the coverage of EUR 100,000 per depositor (statement DISIFE24, data area DIS24_01, cell 1,2),
IGT – the value of intra-group transactions meeting the conditions laid down in Article 5(1) of the Commission Delegated Regulation(EU) 2015/63 (each institution that is part of the transaction is established in the EU, is included in the same consolidated supervision on a full basis in accordance with CRR and is subject to appropriate centralised risk evaluation, measurement and control procedures, and there is no current or foreseen impediment to the prompt repayment of the liability when due). These transactions can be deducted evenly from the base of each eligible counterparty (see additional information on the Resolution Fund contribution).