Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance) (c. 680)

[F1 [X1 ANNEX XXIV] U.K. REPORTING ON LIQUIDITY

Editorial Information

X1 Substituted by Corrigendum to 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 (Official Journal of the European Union L 64 of 10 March 2016).

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).

C 76.00 — LIQUIDITY COVERAGE — CALCULATIONS

Currency

ANNEX XXIV Table 36: rows 1 - 45

			[F1 Value/Percentage
Row	ID	Item	010
CALCULATIONS
Numerator, denominator, ratio
010	1	Liquidity buffer
020	2	Net liquidity outflow
030	3	Liquidity coverage ratio (%)
Numerator calculations
040	4	L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
050	5	L1 excl. EHQCB collateral 30 day outflows
060	6	L1 excl. EHQCB collateral 30 day inflows
070	7	Secured cash 30 day ouflows
080	8	Secured cash 30 day inflows
090	9	L1 excl. EHQCB ‘ adjusted amount before cap application ’
100	10	L1 EHQCB value according to Article 9: unadjusted
110	11	L1 EHQCB collateral 30 day outflows
120	12	L1 EHQCB collateral 30 day inflows
130	13	L1 EHQCB ‘ adjusted amount before cap application ’
140	14	L1 EHQCB ‘ adjusted amount after cap application ’
150	15	L1 EHQCB ‘ excess liquid assets amount ’
160	16	L2A according to Article 9: unadjusted
170	17	L2A collateral 30 day outflows
180	18	L2A collateral 30 day inflows
190	19	L2A ‘ adjusted amount before cap application ’
200	20	L2A ‘ adjusted amount after cap application ’
210	21	L2A ‘ excess liquid assets amount ’
220	22	L2B according to Article 9: unadjusted
230	23	L2B collateral 30 day outflows
240	24	L2B collateral 30 day inflows
250	25	L2B ‘ adjusted amount before cap application ’
260	26	L2B ‘ adjusted amount after cap application ’
270	27	L2B ‘ excess liquid assets amount ’
280	28	Excess liquid asset amount
290	29	Liquidity buffer
Denominator calculations
300	30	Total Outflows
310	31	Fully Exempt Inflows
320	32	Inflows Subject to 90 % Cap
330	33	Inflows Subject to 75 % Cap
340	34	Reduction for Fully Exempt Inflows
350	35	Reduction for Inflows Subject to 90 % Cap
360	36	Reduction for Inflows Subject to 75 % Cap
370	37	Net liquidity outflow
Pillar 2
380	38	Pillar 2 requirement as set out in Article 105 CRD	]