- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Pwynt Penodol mewn Amser (11/07/2023)
- Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE)
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)
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 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
Point in time view as at 11/07/2023.
Commission Implementing Regulation (EU) No 680/2014,
REPORTING ON LIQUIDITY (PART 5: CALCULATIONS)
is up to date with all changes known to be in force on or before 27 August 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 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.
[F1Row | Legal references and instructions |
---|---|
CALCULATIONS | |
Numerator, Denominator, RatioArticle 4 of Delegated Regulation (EU) 2015/61 The Liquidity Coverage Ratio numerator, denominator and ratio. Enter all below data into column 010 of given row. | |
010 | 1. Liquidity BufferReport figure from {C 76.00; r290; c010}. |
020 | 2. Net Liquidity OutflowReport figure from {C 76.00; r370; c010}. |
030 | 3. Liquidity Coverage Ratio (%)Report the liquidity coverage ratio calculated as specified in Article 4(1) of Delegated Regulation (EU) 2015/61. The liquidity coverage ratio shall be equal to the ratio of a credit institution’s liquidity buffer to its net liquidity outflows over a 30 calendar day stress period and shall be expressed as a percentage. If {C 76.00; r020; c010} is zero (causing a ratio of infinity) then report the value 999999. |
Numerator calculationsArticle 17 and ANNEX I of Delegated Regulation (EU) 2015/61 Formula for the calculation of the Liquidity Buffer. Enter all below data into column 010 of given row. | |
040 | 4. L1 excl. EHQCB liquidity buffer (value in accordance with Article 9): unadjustedReport figure from {C 72.00; r030; c040}. |
050 | 5. L1 excl. EHQCB collateral 30 day outflowsReport outflows of Level 1 (excluding extremely high quality covered bonds) liquid securities upon the unwind of any secured funding, secured lending or collateral swap transaction, that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
060 | 6. L1 excl. EHQCB collateral 30 day inflowsReport inflows of Level 1 (excluding extremely high quality covered bonds) liquid securities upon the unwind of any secured funding, secured lending, or collateral swap transaction, that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
070 | 7. Secured cash outflowsReport outflows of cash (a Level 1 asset) upon the unwind of any secured funding or secured lending transaction, that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
080 | 8. Secured cash inflowsReport inflows of cash (a Level 1 asset) upon the unwind of any secured funding or secured lending transaction, that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
091 | 9. L1 excl. EHQCB ‘ adjusted amount ’This is referred to in subparagraph (a) of Annex I (3) Report the adjusted non-covered bond level 1 asset amount before cap application. The adjusted amount takes into account the unwind of secured funding, secured lending or collateral swap transactions, that mature within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
100 | 10. L1 EHQCB value in accordance with Article 9: unadjustedReport figure from {C 72.00; r180; c040}. |
110 | 11. L1 EHQCB collateral 30 day outflowsReport outflows of Level 1 extremely high quality covered bonds upon the unwind of any secured funding, secured lending or collateral swap transaction, that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
120 | 12. L1 EHQCB collateral 30 day inflowsReport inflows of Level 1 extremely high quality covered bonds upon the unwind of any secured funding, secured lending, or collateral swap transaction that matures within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
131 | 13. L1 EHQCB ‘ adjusted amount ’This is referred to by subparagraph (b) of Annex I (3) Report the adjusted covered bond level 1 asset amount before cap application. The adjusted amount takes into account the unwind of secured funding, secured lending, or collateral swap transactions that mature within 30 calendar days from the reference date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
160 | 14. L2A value in accordance with Article 9: unadjustedReport figure from {C 72.00; r230; c040}. |
170 | 15. L2A collateral 30 day outflowsReport outflows of Level 2A liquid securities upon the unwind of any secured funding, secured lending or collateral swap transaction, that matures within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
180 | 16. L2A collateral 30 day inflowsReport inflows of Level 2A liquid securities upon the unwind of any secured funding, secured lending, or collateral swap transaction that matures within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
191 | 17. L2A ‘ adjusted amount ’This is referred to by subparagraph (c) in Annex I (3) Report the adjusted level 2A asset amount before cap application. The adjusted amount takes into account the unwind of secured funding, secured lending or collateral swap transactions, that mature within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
220 | 18. L2B value in accordance with Article 9: unadjustedReport figure from {C 72.00; r310; c040}. |
230 | 19. L2B collateral 30 day outflowsReport outflows of Level 2B liquid securities upon the unwind of any secured funding, secured lending, or collateral swap transaction that matures within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
240 | 20. L2B collateral 30 day inflowsReport inflows of Level 2B liquid securities upon the unwind of any secured funding, secured lending or collateral swap transaction, that matures within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
251 | 21. L2B ‘ adjusted amount ’This is referred to by subparagraph (d) in Annex I (3) Report the adjusted level 2B asset amount before cap application. The adjusted amount takes into account the unwind of secured funding, secured lending or collateral swap transactions, that mature within 30 calendar days from the calculation date unless the transaction is waived as per Article 17(4) of Delegated Regulation (EU) 2015/61. |
280 | 22. Excess liquid asset amountAnnex I(4) Report the ‘ excess liquid assets amount ’ : this amount shall be equal to: (a) the adjusted non-covered bond level 1 asset amount; plus (b) the adjusted level 1 covered bond amount; plus (c) the adjusted level 2A asset amount; plus (d) the adjusted level 2B asset amount; minus the lesser of: (e) the sum of (a),(b),(c) and (d); (f) 100/30 times (a); (g) 100/60 times the sum of (a) and (b); (h) 100/85 times the sum of (a), (b) and (c). |
290 | 23. LIQUIDITY BUFFERAnnex I (2) Report the liquidity buffer which shall be equal to: (a) the level 1 asset amount; plus (b) the level 2A asset amount; plus (c) the level 2B asset amount; minus the lesser of: (d) the sum of (a), (b), and (c); or (e) the ‘ excess liquid assets amount ’ . |
Denominator calculationsANNEX II of Delegated Regulation (EU) 2015/61 Formula for the calculation of the net liquidity outflow Where, NLO = Net liquidity outflow TO = Total outflows TI = Total inflows FEI = Fully exempted inflows IHC = Inflows subject to higher cap of 90 % outflows IC = Inflows subject to cap of 75 % of outflows Enter all below data in to column 010 of given row | |
300 | 24. Total OutflowsTO = from Outflow sheet Report figure from {C 73.00; r010; c060}. |
310 | 25. Fully Exempt InflowsFEI = from Inflows sheet Report figure from {C 74.00; r010; c160}. |
320 | 26. Inflows Subject to 90 % CapIHC = from Inflows sheet Report figure from {C 74.00; r010; c150}. |
330 | 27. Inflows Subject to 75 % CapIC = from Inflows sheet Report figure from {C 74.00; r010; c140}. |
340 | 28. Reduction for Fully Exempt InflowsReport the following part of the NLO calculation: = MIN (FEI, TO). |
350 | 29. Reduction for Inflows Subject to 90 % CapReport the following part of the NLO calculation: = MIN (IHC, 0.9*MAX(TO-FEI, 0)). |
360 | 30. Reduction for Inflows Subject to 75 % CapReport the following part of the NLO calculation: = MIN (IC, 0.75*MAX(TO-FEI-IHC/0.9, 0)). |
370 | 31. NET LIQUIDITY OUTFLOWReport the net liquidity outflow which equals total outflows less the reduction for fully exempt inflows less the reduction for inflows subject to the 90 % cap less the reduction for inflows subject to the 75 % cap. NLO = TO — MIN(FEI, TO) - MIN(IHC, 0.9*MAX(TO-FEI, 0)) - MIN(IC, 0.75*MAX(T0-FEI-IHC/0.9,0)) |
Pillar 2 | |
380 | 32. PILLAR 2 REQUIREMENTas set out in Article 105 CRD Report the Pillar 2 requirement.] |
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).
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?
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?
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.
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.
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:
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.
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:
liciwch ‘Gweld Mwy’ neu ddewis ‘Rhagor o Adnoddau’ am wybodaeth ychwanegol gan gynnwys