| Row | Legal references and instructions |
|---|
| 010-030 | INFLOWS
Article 425 REGULATION (EU) NO 575/2013
Total inflows.
Monies due reported in this section have been explicitly identified as a potential source of liquidity inflows, over the next 30 days, for reporting purposes, in Article 425 of REGULATION (EU) NO 575/2013.
Amounts reported in the ‘amount column’ in each subcategory shall be full amounts i.e. not reduced, by the percentages given in the REGULATION (EU) NO 575/2013.
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| 010-980 | 1 Inflows Article 425 of REGULATION (EU) NO 575/2013
Column 010 refers to the total amount of monies due, whereas column 020 refers to the relevant inflow, after application of inflow rate where applicable.
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| 010-060 | 1.1 monies due from customers that are not financial customers Article 425(2)(a) of REGULATION (EU) NO 575/2013
Monies due over the next 30 days, (including interest payments) from customers that are not financial customers, shall be reported in the following subcategories as follows:
[Note: these include maturing loans that have already been agreed to be rolled-over. Non-maturing loans are assumed not to represent a cash inflow and shall not be reported here].
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| 010 | 1.1.1 monies due from retail customers Articles 425(2)(a) of REGULATION (EU) NO 575/2013
Monies due over the next 30 days from retail customers, that are not past due and for which the bank has no reason to expect non-performance within the 30-day time horizon, (including interest payments).
|
| 020 | 1.1.2 monies due from non-financial corporate customers Article 425(2)(a) of REGULATION (EU) NO 575/2013
Monies due over the next 30 days from non-financial corporate customers, that are not past due and for which the bank has no reason to expect non-performance within the 30-day time horizon, (including interest payments).
|
| 030 | 1.1.2.1 that the institution owing those monies treats according to Article 422 (3) and (4) Article 425(2)(e) REGULATION (EU) NO 575/2013
Of the amount reported in 1.1.2, the total amount due by the institution in order to obtain clearing, custody or cash management services according to Article 422(3) and (4).
|
| 040 | 1.1.3 monies due from central banks Article 425(2)(a) of REGULATION (EU) NO 575/2013
Monies due over the next 30 days from central banks, that are not past due and for which the bank has no reason to expect non-performance within the 30-day time horizon, (including interest payments).
|
| 050 | 1.1.3.1 that the institution owing those monies treats according to Article 422(3) and (4) Article 425(2)(e) of REGULATION (EU) NO 575/2013
Of the amount reported in 1.1.3, the total amount due by the institution in order to obtain clearing, custody or cash management services according to Article 422(3) and (4).
|
| 060 | 1.1.4 monies due from other customers that are not financial customers Article 425(2)(a) of REGULATION (EU) NO 575/2013
Total amount of monies due over the next 30 days from customers that are not financial customers, that are not past due and for which the bank has no reason to expect non-performance within the 30-day time horizon, (including interest payments), not included in rows 1.1.1 to 1.1.3.
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| 070-080 | 1.2 monies due from financial customers Article 425(2) REGULATION (EU) NO 575/2013
Total amount of monies due over the next 30 days from financial customers, that are not past due and for which the bank has no reason to expect non-performance within the 30-day time horizon, (including interest payments).
Secured lending and capital market transactions shall be reported in section 1.2.
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| 070 | 1.2.1 that the institution owing those monies treats according to Article 422(3) and (4) Article 425(2)e) of REGULATION (EU) NO 575/2013
Of the amount reported in 1.2, monies due by the institution in order to obtain clearing, custody or cash management services according to Article 422(3) and (4).
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| 080 | 1.2.2 that the competent authority has granted the permission to apply a lower outflow percentage according to 422(8) Article 422(8) of REGULATION (EU) NO 575/2013
Of the amount reported in 1.2, monies due that the competent authority has granted the permission to apply a lower outflow percentage according to 422(8)
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| 090 | 1.3 monies due from trade financing transactions according to article 425(2)(b) Article 425(2)(b) REGULATION (EU) NO 575/2013
Monies from trade financing transactions according to article 425(2)(b)
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| 100 | 1.4 assets with an undefined contractual end date according to Article 425(2)(c) Article 425(2)(c) REGULATION (EU) NO 575/2013
Assets with an undefined contractual end date according to Article 425(2)(c)
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| 110 | 1.5 monies due from positions in major index equity instruments provided that there is no double counting with liquid assets Article 425(2)(f) REGULATION (EU) NO 575/2013
Monies due from positions in major index equity instruments provided that there is no double counting with liquid assets
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| 120-930 | 1.6 Monies due from secured lending and capital market driven transactions as defined in Article 192 Article 425(2)(d) of REGULATION (EU) NO 575/2013
For the following subcategories, institutions shall identify the amount of inflows relating to secured lending and capital market driven transactions over the next 30 days and the market value of the corresponding assets which collateralise the transactions.
In accordance with Article 192:
1. ‘secured lending transaction’ means any transaction giving rise to an exposure secured by collateral which does not include a provision conferring upon the institution the right to receive margin at least daily;
2. ‘capital market-driven transaction’ means any transaction giving rise to an exposure secured by collateral which includes a provision conferring upon the institution the right to receive margin at least daily.
Therefore, any transaction in which the institution has provided a collateralised loan in cash, such as reverse repurchase transactions as defined in Article 4 (83) of REGULATION (EU) NO 575/2013, expiring within 30 days, shall be reported in this section.
Institutions shall report the amount due with 30 days in columns 010, 030 and 050 and the market value of the assets securing the secured lending and capital market driven transactions in columns 020, 040 and 060, depending on the asset quality category the asset has been allocated to (extremely high liquidity and credit quality, high liquidity and credit quality and other liquidity and credit quality).
Institutions shall allocate transactions by identifying the liquidity and credit quality of the assets securing the transaction using the same criteria as applied for the purpose of reporting assets in template 1.1 ‘Assets’.
I.e. in accordance with Article 416(1) of REGULATION (EU) NO 575/2013, pending a uniform definition in accordance with Article 460 REGULATION (EU) NO 575/2013 of extremely high and high liquidity and credit quality, institutions shall identify themselves in a given currency transferable assets that are respectively of high or extremely high liquidity and credit quality.
If the institution has received both ‘extremely high’, ‘high’ and ‘other’ liquidity and credit quality assets in a collateral pool and no assets are specifically assigned as collateral for the secured lending and capital market driven transaction, the institution shall assume that the assets with the lowest liquidity and credit quality are assigned first, i.e. assets with ‘other liquidity and credit quality’ shall be assigned first. Only once all those assets are fully assigned, shall assets of ‘high liquidity and credit quality’ be assigned. Only once all those assets are assigned too, shall ‘extremely high liquidity and credit quality’ be assigned.
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| 120-190 | 1.6.1 Other transferable assets representing claims on or guaranteed by Article 416.1(c) REGULATION (EU) NO 575/2013
Transactions backed by transferable assets shall be reported here, in the appropriate sub-category.
Assets reported in this section have been explicitly identified as potentially being of extremely high or high liquidity and credit quality.
Assets reported in this section must meet all the applicable requirements contained in Articles 416 and 417 REGULATION (EU) NO 575/2013.
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| 120-130 | 1.6.1.1 Transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets Article 416(1)(c)(i) REGULATION (EU) NO 575/2013
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| 120 | 1.6.1.1.1 representing claims Assets specified in 1.3.1 of the liquid assets template that represent claims on the above counterparties, according to Article 416(1)(c)(i)
|
| 130 | 1.6.1.1.2 guaranteed by Assets specified in 1.3.1 of the liquid assets template guaranteed by the above counterparties, according to Article 416(1)(c)(i)
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| 140-150 | 1.6.1.2 transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity Article 416(1)(c)(ii) REGULATION (EU) NO 575/2013
|
| 140 | 1.6.1.2.1 representing claims Assets specified in 1.3.2 of the liquid assets template that represent claims on the above counterparties, according to Article 416(1)(c)(ii)
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| 150 | 1.6.1.2.2 guaranteed by Assets specified in 1.3.2 of the liquid assets template guaranteed by the above counterparties, according to Article 416(1)(c)(ii)
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| 160-170 | 1.6.1.3 transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks. Article 416(1)(c)(iii) REGULATION (EU) NO 575/2013
|
| 160 | 1.6.1.3.1 representing claims Assets specified in 1.3.3 of the liquid assets template that represent claims on the above counterparties, according to Article 416(1)(c)(iii)
|
| 170 | 1.6.1.3.2 guaranteed by Assets specified in 1.3.3 of the liquid assets template guaranteed by the above counterparties, according to Article 416(1)(c)(iii)
|
| 180-190 | 1.6.1.4 transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism Article 416(1)(c)(iv) REGULATION (EU) NO 575/2013
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| 180 | 1.6.1.4.1 representing claims Assets specified in 1.3.4 of the liquid assets template that represent claims on the above counterparties, according to Article 416(1)(c)(iv)
|
| 190 | 1.6.1.4.2 guaranteed by Assets specified in 1.3.4 of the liquid assets template guaranteed by the above counterparties, according to Article 416(1)(c)(iv)
|
| 200-220 | 1.6.2 total shares or units in CIUs with underlying assets specified in Article 416 (1) Article 416(6) of REGULATION (EU) NO 575/2013
Total shares or units in CIUs with underlying assets specified in Article 416(1) REGULATION (EU) NO 575/2013 shall be reported here, using the appropriate sub-category according to the LCR liquid assets template.
|
| 200 | 1.6.2.1 underlying assets in point (a) of article 416(1) |
| 210 | 1.6.2.2 underlying assets in point (b) and (c) of article 416(1) |
| 220 | 1.6.2.3 underlying assets in point (d) of article 416(1) |
| 230 | 1.6.3 Assets issued by a credit institution which has been set up by a Member State central or regional government Assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416 (2)(a)(iii) is met
|
| 240-260 | 1.6.4 non-financial corporate bonds Article 416(1)(b) or (d) REGULATION (EU) NO 575/2013
Non-financial corporate bonds shall be reported according to their credit quality as per Article 122 REGULATION (EU) NO 575/2013, using the appropriate sub-category.
|
| 240 | 1.6.4.1 credit quality step 1 |
| 250 | 1.6.4.2 credit quality step 2 |
| 260 | 1.6.4.3 credit quality step 3 |
| 270-290 | 1.6.5 bonds issued by a credit institution eligible for the treatment set out in Article 129(4) or (5) Article 416(2)(a)(i)REGULATION (EU) NO 575/2013
Bonds eligible for the treatment set out in article 129 (4) or (5) shall be reported according to their credit quality as per Article 129(4) or (5) REGULATION (EU) NO 575/2013, using the appropriate sub-category
|
| 270 | 1.6.5.1 credit quality step 1 |
| 280 | 1.6.5.2 credit quality step 2 |
| 290 | 1.6.5.3 credit quality step 3 |
| 300-320 | 1.6.6 asset backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Article 509 (3), (4) and (5) Article 416(2)(a)(i)REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 5, Title 2 and Article 123, 124, 125, 126 of REGULATION (EU) NO 575/2013, using the appropriate sub-category
|
| 300 | 1.6.6.1 credit quality step 1 |
| 310 | 1.6.6.2 credit quality step 2 |
| 320 | 1.6.6.3 credit quality step 3 |
| 330-350 | 1.6.7 Residential mortgage backed instruments of the instruments reported in lines 1.6.6 Article 416(2)(a)(i)REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 5, Title 2 and Article 123, 124, 125, 126 of REGULATION (EU) NO 575/2013, using the appropriate sub-category
|
| 330 | 1.6.7.1 credit quality step 1 |
| 340 | 1.6.7.2 credit quality step 2 |
| 350 | 1.6.7.3 credit quality step 3 |
| 360-380 | 1.6.8 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in line 1.9 of the liquid assets template Article 416(2)(a)(ii) REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Article 129(4) or 129(5) of REGULATION (EU) NO 575/2013 in the appropriate sub-category
|
| 360 | 1.6.8.1 credit quality step 1 |
| 370 | 1.6.8.2 credit quality step 2 |
| 380 | 1.6.8.3 credit quality step 3 |
| 390-410 | 1.6.9 Other transferable assets that are of extremely high liquidity and credit quality Article 416.1(b) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 2,Title 2, Part III of REGULATION (EU) NO 575/2013 in the appropriate sub-category
Only items that are not specified in the rows above shall be reported here.
|
| 390 | 1.6.9.1 credit quality step 1 |
| 400 | 1.6.9.2 credit quality step 2 |
| 410 | 1.6.9.3 credit quality step 3 |
| 420-440 | 1.6.10 Other transferable assets that are of high liquidity and credit quality Article 416.1(d) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 2,Title 2, Part III of REGULATION (EU) NO 575/2013 in the appropriate sub-category.
Only items that are not specified in the rows above shall be reported here.
|
| 420 | 1.6.10.1 credit quality step 1 |
| 430 | 1.6.10.2 credit quality step 2 |
| 440 | 1.6.10.3 credit quality step 3 |
| 450-460 | 1.6.11 ASSETS MEETING THE REQUIREMENTS OF ARTICLE 416 (1) (b) AND (d) BUT DO NOT MEET THE REQUIREMENTS OF ARTICLE 417 (b) OR (c) REGULATION (EU) NO 575/2013 Items shall only be reported in one of the below sub-categories, also in case both provisions are not met.
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| 450 | 1.6.11.1 Assets not controlled by a liquidity management function Article 417(c) of REGULATION (EU) NO 575/2013
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| 460 | 1.6.11.2 assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale or via a simple repurchase agreements on an approved repurchase markets Article 417(b) of REGULATION (EU) NO 575/2013
|
| 470-660 | 1.6.12 Items subject to supplementary reporting of liquid assets Institutions shall only report assets subject to supplementary reporting of liquid assets in accordance with Annex III REGULATION (EU) NO 575/2013. All items, with the exception of those referred to in sections 3.1, 3.2 and 3.9, must satisfy the conditions as set out in the last paragraph of that Annex.
These items shall be reported here in the appropriate sub-category.
Only items that are not specified elsewhere in the template shall be reported here.
|
| 470 | 1.6.12.1 Cash Annex III Point 1 REGULATION (EU) NO 575/2013
Total amount of cash including coins and banknotes/currency. Only cash shall be reported that does not satisfy at least one of the conditions set out in points (c), (d) and (e) of Article 416(3) and can thus not be reported under reporting item 1.1.
Note cash on deposit with other institutions shall not be reported here and shall instead be reported in the collateral category of template 1.3 ‘Inflows’ if it qualifies as monies due over the next 30 days.
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| 480 | 1.6.12.2 Central bank exposures, to the extent that these exposures can be drawn down in times of stress Annex III, Point 2 REGULATION (EU) NO 575/2013
Total amount of exposures to central banks, to the extent that these exposures can be drawn down in times of stress. These exposures shall only be reported that does not satisfy at least one of the conditions set out in points (c), (d) and (e) of Article 416(3) and can thus not be reported under reporting item 1.3.
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| 490-530 | 1.6.12.3 transferable securities with a 0 % risk weight and not an obligation of an institution or any of its affiliated entities Annex III, Point 3 REGULATION (EU) NO 575/2013
Securities with a 0 % risk-weight representing claims on or guaranteed by the central government of a Member State or a third country as referred to in Point 3 of Annex III. Of which:
|
| 490 | 1.6.12.3.1 representing claims on sovereigns Annex III, Point 3 REGULATION (EU) NO 575/2013
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| 500 | 1.6.12.3.2 claims guaranteed by sovereigns Annex III, Point 3 REGULATION (EU) NO 575/2013
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| 510 | 1.6.12.3.3 representing claims on or guaranteed by central banks Annex III, Point 3 REGULATION (EU) NO 575/2013
|
| 520 | 1.6.12.3.4 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities Annex III, Point 3 REGULATION (EU) NO 575/2013
|
| 530 | 1.6.12.3.5 representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development bank Annex III, Point 3 REGULATION (EU) NO 575/2013
|
| 540 | 1.6.12.4 transferable securities other than those referred to in 3.3 representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidty risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank's operations in that third country Annex III, Point 4 REGULATION (EU) NO 575/2013
|
| 550-590 | 1.6.12.5 transferable securities with a 20 % risk weight and not an obligation of an institution or any of its affiliated entities Annex III, Point 5 REGULATION (EU) NO 575/2013
Securities with a 20 % risk-weight representing claims on or guaranteed by the central government of a Member State or a third country as referred to in Point 5 of Annex III. Of which:
|
| 550 | 1.6.12.5.1 representing claims on sovereigns Annex III, Point 5 REGULATION (EU) NO 575/2013
|
| 560 | 1.6.12.5.2 claims guaranteed by sovereigns Annex III, Point 5 REGULATION (EU) NO 575/2013
|
| 570 | 1.6.12.5.3 representing claims on or guaranteed by central banks Annex III, Point 5 REGULATION (EU) NO 575/2013
|
| 580 | 1.6.12.5.4 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities Annex III, Point 5 REGULATION (EU) NO 575/2013
|
| 590 | 1.6.12.5.5 representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development bank Annex III, Point 5 REGULATION (EU) NO 575/2013
|
| 600 | 1.6.12.6 transferable securities other than those referred to in point 3.3 to 3.5.6 that qualify for a 20 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and fulfil any of the conditions specifed in Point 6 of Annex III of REGULATION (EU) NO 575/2013 Annex III, Point 6 REGULATION (EU) NO 575/2013
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| 610 | 1.6.12.7 transferable securities other than those referred to in 3.3 to 3.6 that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities Annex III, Point 7 REGULATION (EU) NO 575/2013
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| 620 | 1.6.12.8 transferable securities other than those referred to in 3.3 to 3.7 that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Article 125 Annex III, Point 8 REGULATION (EU) NO 575/2013
|
| 630 | 1.6.12.9 standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralized by liquid assets and excluding emergency liquidity assistance Annex III, Point 9 REGULATION (EU) NO 575/2013
Total amount of standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralized by liquid assets and excluding emergency liquidity assistance.
|
| 640 | 1.6.12.10 Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Article 113(7), or eligible for the waiver provided in Article 10, to the extent that this funding is not collateralised by liqduid assets, if the credit institution belongs to a network in accordance with legal or statutory provisions. Annex III, Point 10 REGULATION (EU) NO 575/2013
|
| 650 | 1.6.12.11 exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates Annex III, Point 11 REGULATION (EU) NO 575/2013
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| 660 | 1.6.12.12 gold listed on a recognised exchange, held on an allocated basis Annex III, Point 12 REGULATION (EU) NO 575/2013
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| 670-920 | 1.6.13 ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF ARTICLE 416 REGULATION (EU) NO 575/2013 but still meet the requirements of Article 417 (b) and (c ) REGULATION (EU) NO 575/2013. These items shall be reported here in the appropriate sub-category of the liquid assets template.
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| 670-690 | 1.6.13.1 financial corporate bonds Article 416 (2) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Article 120(1) of REGULATION (EU) NO 575/2013
|
| 670 | 1.6.13.1.1 credit quality step 1 |
| 680 | 1.6.13.1.2 credit quality step 2 |
| 690 | 1.6.13.1.3 credit quality step 3 |
| 700-720 | 1.6.13.2 own issuances Article 416 (3)(b) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Article 120(1) of REGULATION (EU) NO 575/2013
|
| 700 | 1.6.13.2.1 credit quality step 1 |
| 710 | 1.6.13.2.2 credit quality step 2 |
| 720 | 1.6.13.2.3 credit quality step 3 |
| 730-750 | 1.6.13.3 unsecured credit institution issuances Article 416 of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Article 120(1) of REGULATION (EU) NO 575/2013
|
| 730 | 1.6.13.3.1 credit quality step 1 |
| 740 | 1.6.13.3.2 credit quality step 2 |
| 750 | 1.6.13.3 credit quality step 3 |
| 760-780 | 1.6.13.4 asset backed securities not already reported in 1.6.6 Article 416(4)(b) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 5, Title 2 of Part III and Article 125 of REGULATION (EU) NO 575/2013
|
| 760 | 1.6.13.4.1 credit quality step 1 |
| 770 | 1.6.13.4.2 credit quality step 2 |
| 780 | 1.6.13.4.3 credit quality step 3 |
| 790-810 | 1.6.13.5 residential mortgage backed securities not already reported in 1.6.7 Article 509(3) of REGULATION (EU) NO 575/2013
Those items shall be reported according to their credit quality as per Chapter 5, Title 2 of Part III and Article 125 of REGULATION (EU) NO 575/2013
|
| 790 | 1.6.13.5.1 credit quality step 1 |
| 800 | 1.6.13.5.2 credit quality step 2 |
| 810 | 1.6.13.5.3 credit quality step 3 |
| 820 | 1.6.13.6 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions Articles 416(4)(a) and 509(3)(c) of REGULATION (EU) NO 575/2013
|
| 830 | 1.6.13.7 gold Articles 416(4)(a) and 509(3)(c) of REGULATION (EU) NO 575/2013
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| 840 | 1.6.13.8 guaranteed bonds not already reported above Article 509(3)(c) of REGULATION (EU) NO 575/2013
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| 850 | 1.6.13.9 covered bonds not already reported above Article 509(3)(c) of REGULATION (EU) NO 575/2013
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| 860 | 1.6.13.10 corporate bonds not already reported above Article 509(3)(c) of REGULATION (EU) NO 575/2013
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| 870 | 1.6.13.11 funds based on the assets reported in 1.6.13.6– 1.6.13.10 Article 509(3)(c) of REGULATION (EU) NO 575/2013
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| 880-900 | 1.6.13.12 other categories of central bank eligible securities or loans Article 509(3)(b) of REGULATION (EU) NO 575/2013
|
| 880 | 1.6.13.12.1 local government bonds Article 509(3)(b) of REGULATION (EU) NO 575/2013
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| 890 | 1.6.13.12.2 commercial paper Article 509(3)(b) of REGULATION (EU) NO 575/2013
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| 900 | 1.6.13.12.3 credit claims Article 416(4)(c) of REGULATION (EU) NO 575/2013
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| 910-930 | 1.6.13.13 Shar'iah-compliant financial products as an alternative to assetss that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks509(2)(i) Article 509(2)(i) of REGULATION (EU) NO 575/2013
|
| 910 | 1.6.13.13.1 credit quality step 1 |
| 920 | 1.6.13.13.2 credit quality step 2 |
| 930 | 1.6.13.13.3 credit quality step 3 |
| 940-960 | 1.7 undrawn credit and liquidity facilities and other commitments received from intra-group entities in accordance with article 425(4) Article 425(4) of REGULATION (EU) NO 575/2013
Total amount of undrawn credit and liquidity facilities and other commitments received from intra-group entities for which the competent authority has granted a higher inflow on a case-by-case basis, shall be reported in the following subcategories as follows:
|
| 940 | 1.7.1 where all the conditions of Article 425(4) (a), (b) and (c) are met Article 425(4)(a),(b) and (c) REGULATION (EU) NO 575/2013
Total amount of monies due for which the competent authority has granted the permission to apply a higher inflow on a case by case basis and where all the conditions of Article 425(4) (a), (b) and (c) are met.
|
| 950 | 1.7.2 where point (d) of Article 425(4) has been waived by the competent authorities and all the conditions of Article 425(4) (a), (b) and (c) are met for the purposes of applying the intra-group treatment of Article 20(1)(b) in relation to institutions that are not subject to the waiver of Article 8, undrawn credit and liquidity facilities and other commitments received from intra-group entity in accordance with article 425(5) Article 425(4) (a), (b), (c) and (d) of REGULATION (EU) NO 575/2013
Total amount of monies due for which the competent authority has granted the permission to apply, a higher inflow on a case by case basis and where all the conditions of Article 425(4) (a), (b), (c) and are met for the purposes of applying the intra-group treatment of Article 20(1)(b) in relation to institutions that are not subject to the waiver of Article 8 and where the condition of Article 425(4)(d) has been waived.
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| 960 | 1.7.3 net receivables expected from the contracts listed in Annex II (net of collateral to be received that qualifies as liquid assets under Article 416) Article 425(3) of REGULATION (EU) NO 575/2013
The net amount of receivables expected over the 30 day horizon from the contracts listed in Annex II.
Amounts shall:
be net across all counterparties
be net of collateral to be received that qualifies as liquid assets under Art 416
not be the marked-to-market value, since the marked-to market value also includes estimates for contingent inflows and outflows and may include cash flows that occur beyond the 30-day horizon
Note net amount payable shall be reported in 1.2 ‘Outflows’ item 1.2.7 (net amount payable from the contracts listed in Annex II (net of collateral to be received that qualifies as liquid assets under Article 416).
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| 970 | 1.8 payments due on liquid assets not reflected in the market value of the asset Article 425(7) of REGULATION (EU) NO 575/2013
The total amount of any payment due on assets that qualify as liquid assets according to Article 416, not reflected in the market value of that asset.
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| 980 | 1.9 other inflows Total amount of all other inflows due not reported in items 1.1 to 1.8
|
| 990 | 2. Total inflows excluded due to cap Total monies due which are excluded due to an inflow cap which is set at 75 % of liquidity outflows in accordance with Article 425(1) of REGULATION (EU) NO 575/2013. This will require to be checked by reference to total outflows as calculated from the outflows template.
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| 1000-1030 | 3 inflows exempted from the cap |
| 1000 | 3.1 monies due from borrowers and bond investors related to mortgage lending Article 425(1) of REGULATION (EU) NO 575/2013
Mortgage lending funded by bonds eligible for the treatment set out in Article 129(4), (5) or (6) as in defined in Article 52(4) of Directive 2009/65/EC
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| 1010 | 3.2 inflows from promotional loans that the institution has passed through Article 425(1) of REGULATION (EU) NO 575/2013
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| 1020 | 3.3 Inflows qualifying for the treatment set out in Article 113(6) or (7) Total amount of inflows which are deposits placed with other institutions which qualify for the treatments set out in Article 113(6) and Article 113(7), and are therefore exempt from the cap on inflows.
Article 425(1) of REGULATION (EU) NO 575/2013
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| 1030 | 3.4 Inflows from intra-group entity approved by the competent authority Article 425(1) of REGULATION (EU) NO 575/2013
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