Table 15.2. Off-balance sheet activities: Interests in unconsolidated structured entities, Breakdown of interests in unconsolidated structured entities by nature of the activities Securitisation Special Purpose Entities Asset management Other structured entities
CRR art 4 (45) ITS part 5.9 (a) Unconsolidated structured entities in which the reporting institution has interests
010 020 030
Selected assets recognised in the reporting institution's balance sheet IFRS 12.29.(a),(b) 010      
Of which: defaulted CRR art 174 020      
Derivatives IAS 39.9 030      
Equity instruments IAS 32.11 040      
Debt securities ITS part 1.14, 15 050      
Loans and advances ITS part 1.14, part 3.35 060      
Selected equity and liabilites recognised in the reporting institution's balance sheet IFRS 12.29.(a),(b) 070      
Equity instruments issued IAS 32.4 080      
Derivatives IAS 39.9, AG 15 (a) 090      
Deposits ECB/2008/32 Annex 2 part 2.9, ITS part 1.17 100      
Debt securities issued ITS part 1.17, part 2.14 110      
Off-balance sheet items given by the reporting institution IFRS 12.B26.(e) 120      
Of which: defaulted CRR art 174 130