- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Pwynt Penodol mewn Amser (31/12/2020)
- Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE)
Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn
Commission Implementing Regulation (EU) No 680/2014of 16 April 2014laying 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)
You are here:
- Rheoliadau yn deillio o’r UE
- 2014 No. 680
- ANNEX XXV
- REPORTING ON LIQUIDITY (PART...
Pa Fersiwn
Nodweddion Uwch
- Dangos Graddfa Ddaearyddol(e.e. Lloegr, Cymru, Yr Alban aca Gogledd Iwerddon)
- Dangos Llinell Amser Newidiadau
Rhagor o Adnoddau
PDF o Fersiynau Diwygiedig
- ddiwygiedig 01/06/202027.32 MB
- ddiwygiedig 01/12/201819.94 MB
- ddiwygiedig 01/03/201819.40 MB
- ddiwygiedig 01/01/201818.30 MB
- ddiwygiedig 01/12/201616.46 MB
- ddiwygiedig 10/09/201616.23 MB
- ddiwygiedig 20/04/201614.70 MB
- ddiwygiedig 25/03/20169.95 MB
- ddiwygiedig 01/06/20159.09 MB
- ddiwygiedig 21/02/20159.02 MB
Legislation originating from the EU
When the UK left the EU, legislation.gov.uk published EU legislation that had been published by the EU up to IP completion day (31 December 2020 11.00 p.m.). On legislation.gov.uk, these items of legislation are kept up-to-date with any amendments made by the UK since then.
Mae hon yn eitem o ddeddfwriaeth sy’n deillio o’r UE
Mae unrhyw newidiadau sydd wedi cael eu gwneud yn barod gan y tîm yn ymddangos yn y cynnwys a chyfeirir atynt gydag anodiadau.Ar ôl y diwrnod ymadael bydd tair fersiwn o’r ddeddfwriaeth yma i’w gwirio at ddibenion gwahanol. Y fersiwn legislation.gov.uk yw’r fersiwn sy’n weithredol yn y Deyrnas Unedig. Y Fersiwn UE sydd ar EUR-lex ar hyn o bryd yw’r fersiwn sy’n weithredol yn yr UE h.y. efallai y bydd arnoch angen y fersiwn hon os byddwch yn gweithredu busnes yn yr UE. EUR-Lex Y fersiwn yn yr archif ar y we yw’r fersiwn swyddogol o’r ddeddfwriaeth fel yr oedd ar y diwrnod ymadael cyn cael ei chyhoeddi ar legislation.gov.uk ac unrhyw newidiadau ac effeithiau a weithredwyd yn y Deyrnas Unedig wedyn. Mae’r archif ar y we hefyd yn cynnwys cyfraith achos a ffurfiau mewn ieithoedd eraill o EUR-Lex. The EU Exit Web Archive legislation_originated_from_EU_p3
Changes over time for: REPORTING ON LIQUIDITY (PART 4: COLLATERAL SWAPS)
Alternative versions:
Status:
Point in time view as at 31/12/2020.
Changes to legislation:
Commission Implementing Regulation (EU) No 680/2014,
REPORTING ON LIQUIDITY (PART 4: COLLATERAL SWAPS)
is up to date with all changes known to be in force on or before 25 July 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
EUR 2014 No. 680 may be subject to amendment by EU Exit Instruments made by both the Prudential Regulation Authority and the Financial Conduct Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
Changes to Legislation
Changes and effects yet to be applied by the editorial team are only applicable when viewing the latest version or prospective version of legislation. They are therefore not accessible when viewing legislation as at a specific point in time. To view the ‘Changes to Legislation’ information for this provision return to the latest version view using the options provided in the ‘What Version’ box above.
[F1ANNEX XXV U.K.
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 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).
[F1REPORTING ON LIQUIDITY (PART 4: COLLATERAL SWAPS) U.K.
1. Collateral swaps U.K.
1.1. General remarks U.K.
1. Any transaction maturing within the next 30 calendar days in which non-cash assets are swapped for other non-cash assets, shall be reported in this template. Items which do not need to be completed by institutions are coloured grey. U.K.
2. Collateral swap transactions that mature within the next 30 calendar days shall lead to an outflow if the asset borrowed is subject to a lower haircut under Chapter 2 of Delegated Regulation (EU) 2015/61 than the asset lent. The outflow shall be calculated by multiplying the market value of the asset borrowed by the difference between the outflow rate applicable to the asset lent and the outflow rate applicable to the asset borrowed in secured funding transactions maturing within the next 30 calendar days. In the case that the counterparty is the credit institution’s domestic central bank, the outflow rate to be applied to the market value of the asset borrowed shall be 0%. The meaning of the credit institution’s domestic central bank follows the definition provided under Article 28(8) of Delegated Regulation (EU) 2015/61. U.K.
3. Collateral swaps that mature within the next 30 calendar days shall lead to an inflow where, under Chapter 2 of Delegated Regulation (EU) 2015/61, the asset lent is subject to a lower haircut than the asset borrowed. The inflow shall be calculated by multiplying the market value of the asset lent by the difference between the inflow rate applicable to the asset borrowed and the inflow rate applicable to the asset lent in secured lending transactions maturing within the next 30 calendar days. If the collateral obtained is used to cover short positions that can be extended beyond 30 calendar days no inflow shall be recognised. U.K.
4. For liquid assets the liquidity value is calculated in accordance with Article 9 of Delegated Regulation (EU) 2015/61. U.K.
5. Each collateral swap transaction shall be assessed individually and the flow reported as either an outflow or an inflow (per transaction) in the corresponding row. If one trade contains multiple categories of collateral type (e.g. a basket of collateral) then for reporting it shall be split into parts corresponding with the template rows and assessed in parts. In the context of swap transactions of collateral baskets or pools that are maturing within the next 30 calendar days, non-cash assets lent shall be assigned individually to non-cash assets borrowed, in accordance with the liquid assets categories as defined in Title II, Chapter 2 of Delegated Regulation (EU) 2015/61, starting from the least liquid combination (i.e. non-liquid non-cash assets lent, non-liquid non-cash assets borrowed). Any excess collateral within one combination is moved to the higher category, so that up to the most liquid combination, the relevant combinations are fully matched. Any overall excess collateral is then captured in the most liquid combination. U.K.
6. Collateral swap transactions involving shares or units in CIUs shall be reported as if the transactions would involve the assets underlying the CIU. The different haircuts applied to shares or units in CIUs shall be reflected in the relevant outflow or inflow rate to be reported. U.K.
7. Credit institutions shall report the template in the corresponding currencies in accordance with Article 415 (2) of Regulation (EU) 575/2013. In this case, the reported balances shall comprise only those which are denominated in the relevant currency to ensure that currency gaps are correctly reflected. This may mean that only one side of the transaction is reported in the relevant currency template, with corresponding impact on the excess liquidity value. U.K.
1.2. Specific remarks U.K.
8. For the calculation of inflows or outflows, collateral swap transactions shall be reported irrespective of whether the underlying collateral involved meets, or would meet if not already being used to secure this transaction, the operational requirements as provided under Article 8 of Delegated Regulation (EU) 2015/61. Furthermore, in order to allow for the calculation of the adjusted stock of liquid assets in accordance with Article 17(2) of Delegated Regulation (EU) 2015/61, credit institutions shall also report separately those transactions where at least one collateral leg meets the operational requirements as provided under Article 8 of Delegated Regulation (EU) 2015/61. U.K.
9. Where an institution may only recognise part of their foreign currency shares, or foreign currency central government or bank assets, or domestic currency central government or central bank assets within their HQLA, only the recognizable part shall be reported within rows on the Level 1, Level 2A and Level 2B assets in accordance with point (ii) of point (c) of Article 12(1) and point (d) of Article 10(1) of Delegated Regulation (EU) 2015/61. Where the particular asset is used as collateral but in an amount which is surplus to the portion which can be recognised within liquid assets, the surplus amount shall be reported in the non-liquid section. U.K.
10. Collateral Swaps involving Level 2A assets shall be reported in the corresponding L2A asset row, even if the Alternative Liquidity Approach is being followed (i.e. do not move L2A to L1 in the collateral swaps reporting). U.K.
1.3. Collateral swaps sub template U.K.
1.3.1. Instructions concerning specific columns U.K.
1.3.2. Instructions concerning specific rows] U.K.
ANNEX XXV Table 11: rows 1 - 200
ANNEX XXV Table 11: rows 201 - 285
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 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).
Options/Help
Print Options
PrintThe Whole Regulation
PrintThe Whole Annex
PrintThis Division only
You have chosen to open the Whole Regulation
The Whole Regulation you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.
Would you like to continue?
You have chosen to open Schedules only
Y Rhestrau you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.
Would you like to continue?
Mae deddfwriaeth ar gael mewn fersiynau gwahanol:
Y Diweddaraf sydd Ar Gael (diwygiedig):Y fersiwn ddiweddaraf sydd ar gael o’r ddeddfwriaeth yn cynnwys newidiadau a wnaed gan ddeddfwriaeth ddilynol ac wedi eu gweithredu gan ein tîm golygyddol. Gellir gweld y newidiadau nad ydym wedi eu gweithredu i’r testun eto yn yr ardal ‘Newidiadau i Ddeddfwriaeth’.
Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE): Mae'r wreiddiol version of the legislation as it stood when it was first adopted in the EU. No changes have been applied to the text.
Pwynt Penodol mewn Amser: This becomes available after navigating to view revised legislation as it stood at a certain point in time via Advanced Features > Show Timeline of Changes or via a point in time advanced search.
Gweler y wybodaeth ychwanegol ochr yn ochr â’r cynnwys
Rhychwant ddaearyddol: Indicates the geographical area that this provision applies to. For further information see ‘Frequently Asked Questions’.
Dangos Llinell Amser Newidiadau: See how this legislation has or could change over time. Turning this feature on will show extra navigation options to go to these specific points in time. Return to the latest available version by using the controls above in the What Version box.
Dewisiadau Agor
Dewisiadau gwahanol i agor deddfwriaeth er mwyn gweld rhagor o gynnwys ar y sgrin ar yr un pryd
Rhagor o Adnoddau
Gallwch wneud defnydd o ddogfennau atodol hanfodol a gwybodaeth ar gyfer yr eitem ddeddfwriaeth o’r tab hwn. Yn ddibynnol ar yr eitem ddeddfwriaeth sydd i’w gweld, gallai hyn gynnwys:
- y PDF print gwreiddiol y fel adopted version that was used for the EU Official Journal
- rhestr o newidiadau a wnaed gan a/neu yn effeithio ar yr eitem hon o ddeddfwriaeth
- pob fformat o’r holl ddogfennau cysylltiedig
- slipiau cywiro
- dolenni i ddeddfwriaeth gysylltiedig ac adnoddau gwybodaeth eraill
Llinell Amser Newidiadau
Mae’r llinell amser yma yn dangos y fersiynau gwahanol a gymerwyd o EUR-Lex yn ogystal ag unrhyw fersiynau dilynol a grëwyd ar ôl y diwrnod ymadael o ganlyniad i newidiadau a wnaed gan ddeddfwriaeth y Deyrnas Unedig.
Cymerir dyddiadau fersiynau’r UE o ddyddiadau’r dogfennau ar EUR-Lex ac efallai na fyddant yn cyfateb â’r adeg pan ddaeth y newidiadau i rym ar gyfer y ddogfen.
Ar gyfer unrhyw fersiynau a grëwyd ar ôl y diwrnod ymadael o ganlyniad i newidiadau a wnaed gan ddeddfwriaeth y Deyrnas Unedig, bydd y dyddiad yn cyd-fynd â’r dyddiad cynharaf y daeth y newid (e.e. ychwanegiad, diddymiad neu gyfnewidiad) a weithredwyd i rym. Am ragor o wybodaeth gweler ein canllaw i ddeddfwriaeth ddiwygiedig ar Ddeall Deddfwriaeth.
Rhagor o Adnoddau
Defnyddiwch y ddewislen hon i agor dogfennau hanfodol sy’n cyd-fynd â’r ddeddfwriaeth a gwybodaeth am yr eitem hon o ddeddfwriaeth. Gan ddibynnu ar yr eitem o ddeddfwriaeth sy’n cael ei gweld gall hyn gynnwys:
- y PDF print gwreiddiol y fel adopted fersiwn a ddefnyddiwyd am y copi print
- slipiau cywiro
liciwch ‘Gweld Mwy’ neu ddewis ‘Rhagor o Adnoddau’ am wybodaeth ychwanegol gan gynnwys
- rhestr o newidiadau a wnaed gan a/neu yn effeithio ar yr eitem hon o ddeddfwriaeth
- manylion rhoi grym a newid cyffredinol
- pob fformat o’r holl ddogfennau cysylltiedig
- dolenni i ddeddfwriaeth gysylltiedig ac adnoddau gwybodaeth eraill
Mae’r holl gynnwys ar gael dan Drwydded Llywodraeth Agored v3.0 ac eithrio ble nodir yn wahanol. Yn ychwanegol mae’r safle hwn â chynnwys sy’n deillio o EUR-Lex, a ailddefnyddiwyd dan delerau Penderfyniad y Comisiwn 2011/833/EU ar ailddefnyddio dogfennau o sefydliadau’r UE. Am ragor o wybodaeth gweler ddatganiad cyhoeddus Swyddfa Gyhoeddiadau’r UE ar ailddefnyddio.