Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn

[F1 C 72.00 — LIQUIDITY COVERAGE — LIQUID ASSETS

Currency

ANNEX XXIV Table 2: rows 1 - 64

[F1 Row	ID	Item	Amount/Market value	Standard weight	Applicable weight	Value according to Article 9
			010	020	030	040
010	1	TOTAL UNADJUSTED LIQUID ASSETS
020	1.1	Total unadjusted level 1 assets
030	1.1.1	Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds
040	1.1.1.1	Coins and banknotes		1,00
050	1.1.1.2	Withdrawable central bank reserves		1,00
060	1.1.1.3	Central bank assets		1,00
070	1.1.1.4	Central government assets		1,00
080	1.1.1.5	Regional government/local authorities assets		1,00
090	1.1.1.6	Public Sector Entity assets		1,00
100	1.1.1.7	Recognisable domestic and foreign currency central government and central bank assets		1,00
110	1.1.1.8	Credit institution (protected by Member State government, promotional lender) assets		1,00
120	1.1.1.9	Multilateral development bank and international organisations assets		1,00
130	1.1.1.10	Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure		1,00
140	1.1.1.11	Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds		0,95
150	1.1.1.12	Alternative Liquidity Approaches: Central bank credit facility		1,00
160	1.1.1.13	Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution
170	1.1.1.14	Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1		0,80
180	1.1.2	Total unadjusted LEVEL 1 extremely high quality covered bonds
190	1.1.2.1	Extremely high quality covered bonds		0,93
200	1.1.2.2	Qualifying CIU shares/units: underlying is extremely high quality covered bonds		0,88
210	1.1.2.3	Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution
220	1.2	Total unadjusted level 2 assets
230	1.2.1	Total unadjusted LEVEL 2A assets
240	1.2.1.1	Regional government/local authorities or Public Sector Entity assets (Member State, RW20 %)		0,85
250	1.2.1.2	Central bank or central/regional government or local authorities or Public Sector Entity assets (Third Country, RW20 %)		0,85
260	1.2.1.3	High quality covered bonds (CQS2)		0,85
270	1.2.1.4	High quality covered bonds (Third Country, CQS1)		0,85
280	1.2.1.5	Corporate debt securities (CQS1)		0,85
290	1.2.1.6	Qualifying CIU shares/units: underlying is Level 2A assets		0,80
300	1.2.1.7	Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution
310	1.2.2	Total unadjusted LEVEL 2B assets
320	1.2.2.1	Asset-backed securities (residential, CQS1)		0,75
330	1.2.2.2	Asset-backed securities (auto, CQS1)		0,75
340	1.2.2.3	High quality covered bonds (RW35 %)		0,70
350	1.2.2.4	Asset-backed securities (commercial or individuals, Member State, CQS1)		0,65
360	1.2.2.5	Corporate debt securities (CQS2/3)		0,50
370	1.2.2.6	Corporate debt securities — non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3)		0,50
380	1.2.2.7	Shares (major stock index)		0,50
390	1.2.2.8	Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)		0,50
400	1.2.2.9	Restricted-use central bank committed liquidity facilities		1,00
410	1.2.2.10	Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)		0,70
420	1.2.2.11	Qualifying CIU shares/units: underlying is High quality covered bonds (RW35 %)		0,65
430	1.2.2.12	Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)		0,60
440	1.2.2.13	Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)		0,45
450	1.2.2.14	Deposits by network member with central institution (no obligated investment)		0,75
460	1.2.2.15	Liquidity funding available to network member from central institution (non-specified collateralisation)		0,75
470	1.2.2.16	Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution
MEMORANDUM ITEMS
480	2	Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons
490	3	Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)
500	4	Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)
510	5	Deposits by network member with central institution (obligated investment in Level 2A assets)
520	6	Deposits by network member with central institution (obligated investment in Level 2B assets)
530	7	Adjustments made to assets due to net liquidity outflows from early close-out of hedges
540	8	Adjustments made to assets due to net liquidity inflows from early close-out of hedges
550	9	Member State-sponsored guaranteed bank assets subject to grandfathering
560	10	Member State-sponsored impaired asset management agencies subject to transitional provision
570	11	Securitisations backed by residential loans subject to transitional provision
580	12	Level 1/2A/2B assets excluded due to currency reasons
590	13	Level 1/2A/2B assets excluded for operational reasons except for currency reasons
600	14	Level 1 Non-interest bearing assets (held by credit institutions for religious reasons)
610	15	Level 2A Non-interest bearing assets (held by credit institutions for religious reasons)				]

Textual Amendments

F1 Inserted by Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage requirement (Text with EEA relevance).