Commission Implementing Regulation (EU) No 680/2014Show full title

C 60.00 — STABLE FUNDING — ITEMS REQUIRING STABLE FUNDING

ANNEX XII Table 6: rows 1 - 183

				amount extremely high liquidity and credit quality					amount high liquidity and credit quality					amount other assets
				within three months	between three and 6 months	between 6 and 9 months	between 9 and 12 months	after 12 months	within three months	between three and 6 months	between 6 and 9 months	between 9 and 12 months	after 12 months	within three months	between three and 6 months	between 6 and 9 months	between 9 and 12 months	after 12 months
Row	ID	Item	Legal references	010	020	030	040	050	060	070	080	090	100	110	120	130	140	150
010-1330	1	ITEMS REQUIRING STABLE FUNDING
010-470	1.1	assets referred to in Article 416	Article 428(1)(a) of CRR
010	1.1.1	cash	Article 416(1)(a) of CRR
020	1.1.2	exposures to central bank
030	1.1.2.1	Of which: exposures that can be withdrawn in times of stress	Article 416(1)(a) of CRR
040-050	1.1.3	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 liquidity assets	Article 416(1)(c)(i) of CRR
040	1.1.3.1	representing claims	Article 416(1)(c)(i)
050	1.1.3.2	guaranteed by	Article 416(1)(c)(i)
060-070	1.1.4	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(c)(ii) of CRR
060	1.1.4.1	representing claims	Article 416(c)(ii)
070	1.1.4.2	guaranteed by	Article 416(c)(ii)
080-150	1.1.5	transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Commission and multilateral development banks	Article 416(c)(iii) of CRR
080	1.1.5.1.a)	representing claims	Article 416(c)(iii)
090	1.1.5.2.a)	guaranteed by	Article 416(c)(iii)
100	1.1.5.1.b)	amount unencumbered
110	1.1.5.2.b)	amount encumbered for a period within three months
120	1.1.5.3.b)	amount encumbered for a period between three and 6 months
130	1.1.5.4.b)	amount encumbered for a period between 6 and 9 months
140	1.1.5.5.b)	amount encumbered for a period between 9 and 12 months
150	1.1.5.6.b)	amount encumbered for a period greater than 12 months
152-153	1.1.6	transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism	Article 416(1)(c)(iv) of CRR
152	1.1.6.1	representing claims
153	1.1.6.2	guaranteed by
160-230	1.1.7	total shares or units in CIUs with underlying assets specified in Article 416	Article 418(2) of CRR
160	1.1.7.1.a	underlying assets in point (a) of Article 416(1)	Article 418(2)(a) of CRR
170	1.1.7.2.a	underlying assets in point (b) and (c) of Article 416(1)	Article 418 (2)(b) and (c) of CRR
175	1.1.7.3.a	underlying assets in point (d) of Article 416(1)	Article 418(2)(c) of CRR
180	1.1.7.1.b	amount unencumbered
190	1.1.7.2.b	amount encumbered for a period within three months
200	1.1.7.3.b	amount encumbered for a period between three and 6 months
210	1.1.7.4.b	amount encumbered for a period between 6 and 9 months
220	1.1.7.5.b	amount encumbered for a period between 9 and 12 months
230	1.1.7.6.b	amount encumbered for a period greater than 12 months
232-233	1.1.8	deposits with the central credit institution and other statutory or contractually available liquid funding from a central credit institution or institutions that are members of a network referred to in Article 113(7) or eligible for the waiver provided in Article 10 CRR, to the extent that this funding is not collateralized by liquid assets	Article 416(1)(f) of CRR
232	1.1.8.1	deposits
233	1.1.8.2	contractually available liquid funding
234	1.1.9	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	Article 416(2)(a)(iii) of CRR
240-290	1.1.10	Other transferable assets not specified elsewhere
240	1.1.10.1	amount unencumbered
250	1.1.10.2	amount encumbered for a period within three months
260	1.1.10.3	amount encumbered for a period between three and 6 months
270	1.1.10.4	amount encumbered for a period between 6 and 9 months
280	1.1.10.5	amount encumbered for a period between 9 and 12 months
290	1.1.10.6	amount encumbered for a period greater than 12 months
300-350	1.1.11	non financial corporate bonds	Article 416(1)(b) or (d) of CRR
300	1.1.11.1	amount unencumbered
310	1.1.11.2	amount encumbered for a period within three months
320	1.1.11.3	amount encumbered for a period between three and 6 months
330	1.1.11.4	amount encumbered for a period between 6 and 9 months
340	1.1.11.5	amount encumbered for a period between 9 and 12 months
350	1.1.11.6	amount encumbered for a period greater than 12 months
352-357	1.1.12	non residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR	Article 416(2)(a)(i) of CRR
352	1.1.12.1	amount unencumbered
353	1.1.12.2	amount encumbered for a period within three months
354	1.1.12.3	amount encumbered for a period between three and 6 months
355	1.1.12.4	amount encumbered for a period between 6 and 9 months
356	1.1.12.5	amount encumbered for a period between 9 and 12 months
357	1.1.12.6	amount encumbered for a period greater than 12 months
359-364	1.1.13	residential mortgage backed instruments issued by a credit institution if demonstrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR	Article 416(2)(a)(i) of CRR
359	1.1.13.1	amount unencumbered
360	1.1.13.2	amount encumbered for a period within three months
361	1.1.13.3	amount encumbered for a period between three and 6 months
362	1.1.13.4	amount encumbered for a period between 6 and 9 months
363	1.1.13.5	amount encumbered for a period between 9 and 12 months
364	1.1.13.6	amount encumbered for a period greater than 12 months
366-410	1.1.14	bonds eligible for the treatment set out in Art. 129(4) or (5), which meet the criteria in Art. 416(2)(a) CRR
366	1.1.14.1	amount unencumbered
370	1.1.14.2	amount encumbered for a period within three months
380	1.1.14.3	amount encumbered for a period between three and 6 months
390	1.1.14.4	amount encumbered for a period between 6 and 9 months
400	1.1.14.5	amount encumbered for a period between 9 and 12 months
410	1.1.14.6	amount encumbered for a period greater than 12 months
420-470	1.1.15	bonds as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in 1.1.9	Article 416(2)(a)(ii) of CRR
420	1.1.15.1	amount unencumbered
430	1.1.15.2	amount encumbered for a period within three months
440	1.1.15.3	amount encumbered for a period between three and 6 months
450	1.1.15.4	amount encumbered for a period between 6 and 9 months
460	1.1.15.5	amount encumbered for a period between 9 and 12 months
470	1.1.15.6	amount encumbered for a period greater than 12 months
480-530	1.2	securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122	Article 428(1)(b)(i) of CRR
480	1.2.1	amount unencumbered
490	1.2.2	amount encumbered for a period within three months
500	1.2.3	amount encumbered for a period between three and 6 months
510	1.2.4	amount encumbered for a period between 6 and 9 months
520	1.2.5	amount encumbered for a period between 9 and 12 months
530	1.2.6	amount encumbered for a period greater than 12 months
540-590	1.3	securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122	Article 428(1)(b)(ii) of CRR
540	1.3.1	amount unencumbered
550	1.3.2	amount encumbered for a period within three months
560	1.3.3	amount encumbered for a period between three and 6 months
570	1.3.4	amount encumbered for a period between 6 and 9 months
580	1.3.5	amount encumbered for a period between 9 and 12 months
590	1.3.6	amount encumbered for a period greater than 12 months
600-650	1.4	other securities and money market instruments not reported elsewhere	Article 415(1)(b)(iii) of CRR
600	1.4.1	amount unencumbered
610	1.4.2	amount encumbered for a period within three months
620	1.4.3	amount encumbered for a period between three and 6 months
630	1.4.4	amount encumbered for a period between 6 and 9 months
640	1.4.5	amount encumbered for a period between 9 and 12 months
650	1.4.6	amount encumbered for a period greater than 12 months
660-710	1.5	equity securities of non-financial entities listed on a major index in a recognised exchange	Article 428(1)(c) of CRR
660	1.5.1	amount unencumbered
670	1.5.2	amount encumbered for a period within three months
680	1.5.3	amount encumbered for a period between three and 6 months
690	1.5.4	amount encumbered for a period between 6 and 9 months
700	1.5.5	amount encumbered for a period between 9 and 12 months
710	1.5.6	amount encumbered for a period greater than 12 months
720-770	1.6	other equity securities	Article 428(1)(d) of CRR
720	1.6.1	amount unencumbered
730	1.6.2	amount encumbered for a period within three months
740	1.6.3	amount encumbered for a period between three and 6 months
750	1.6.4	amount encumbered for a period between 6 and 9 months
760	1.6.5	amount encumbered for a period between 9 and 12 months
770	1.6.6	amount encumbered for a period greater than 12 months
780-830	1.7	gold	Article 428(1)(e) of CRR
780	1.7.1	amount unencumbered
790	1.7.2	amount encumbered for a period within three months
800	1.7.3	amount encumbered for a period between three and 6 months
810	1.7.4	amount encumbered for a period between 6 and 9 months
820	1.7.5	amount encumbered for a period between 9 and 12 months
830	1.7.6	amount encumbered for a period greater than 12 months
840-890	1.8	other precious metals	Article 428(1)(f) of CRR
840	1.8.1	amount unencumbered
850	1.8.2	amount encumbered for a period within three months
860	1.8.3	amount encumbered for a period between three and 6 months
870	1.8.4	amount encumbered for a period between 6 and 9 months
880	1.8.5	amount encumbered for a period between 9 and 12 months
890	1.8.6	amount encumbered for a period greater than 12 months
				Total amount
900-1250	1.9	non-renewable loans and receivables	Article 428(1)(g) of CRR
900-950	1.9.1	the borrowers of which are natural persons other than commercial sole proprietors and partnerships	Article 428(1)(g)(i) of CRR
900	1.9.1.1	amount unencumbered
910	1.9.1.2	amount encumbered for a period within three months
920	1.9.1.3	amount encumbered for a period between three and 6 months
930	1.9.1.4	amount encumbered for a period between 6 and 9 months
940	1.9.1.5	amount encumbered for a period between 9 and 12 months
950	1.9.1.6	amount encumbered for a period greater than 12 months
960-1010	1.9.2	SMEs that qualify for the retail exposure under the Standardised or IRB approaches for credit risk or to a company which is eligible for the treatment mentioned in Article 153(4) and where the aggregate deposit placed by the client or group of connected clients is less than EUR 1 million	Article 428(1)(g)(ii) of CRR
960	1.9.2.1	amount unencumbered
970	1.9.2.2	amount encumbered for a period within three months
980	1.9.2.3	amount encumbered for a period between three and 6 months
990	1.9.2.4	amount encumbered for a period between 6 and 9 months
1000	1.9.2.5	amount encumbered for a period between 9 and 12 months
1010	1.9.2.6	amount encumbered for a period greater than 12 months
1020-1070	1.9.3	the borrowers of which are sovereigns, central banks and public sector entities	Article 428(1)(g)(iii) of CRR
1020	1.9.3.1	amount unencumbered
1030	1.9.3.2	amount encumbered for a period within three months
1040	1.9.3.3	amount encumbered for a period between three and 6 months
1050	1.9.3.4	amount encumbered for a period between 6 and 9 months
1060	1.9.3.5	amount encumbered for a period between 9 and 12 months
1070	1.9.3.6	amount encumbered for a period greater than 12 months
1080-1130	1.9.4	the borrowers of which are not reported in item 1.9.1, 1.9.2 or 1.9.3 other than financial customers	Article 428(1)(g)(iv) of CRR
1080	1.9.4.1	amount unencumbered
1090	1.9.4.2	amount encumbered for a period within three months
1100	1.9.4.3	amount encumbered for a period between three and 6 months
1110	1.9.4.4	amount encumbered for a period between 6 and 9 months
1120	1.9.4.5	amount encumbered for a period between 9 and 12 months
1130	1.9.4.6	amount encumbered for a period greater than 12 months
1140-1190	1.9.5	the borrowers of which are credit institutions	Article 428(1)(g)(vi) of CRR
1140	1.9.5.1	amount unencumbered
1150	1.9.5.2	amount encumbered for a period within three months
1160	1.9.5.3	amount encumbered for a period between three and 6 months
1170	1.9.5.4	amount encumbered for a period between 6 and 9 months
1180	1.9.5.5	amount encumbered for a period between 9 and 12 months
1190	1.9.5.6	amount encumbered for a period greater than 12 months
1200-1250	1.9.6	the borrowers of which are financial customers (not referred to in 1.9.1, 1.9.2) other than credit institutions	Article 428(1)(g)(vi) of CRR
1200	1.9.6.1	amount unencumbered
1210	1.9.6.2	amount encumbered for a period within three months
1220	1.9.6.3	amount encumbered for a period between three and 6 months
1230	1.9.6.4	amount encumbered for a period between 6 and 9 months
1240	1.9.6.5	amount encumbered for a period between 9 and 12 months
1250	1.9.6.6	amount encumbered for a period greater than 12 months
1260-1280	1.10	non-renewable loans and receivables reported in 1.9 that are collateralised by real estate	Article 428(1)(h) of CRR
1260	1.10.1	collateralised by commercial real estate (CRE)	Article 428(1)(h)(i) of CRR
1270	1.10.2	collateralised by residential real estate (PRE)	Article 428(1)(h)(ii) of CRR
1280	1.10.3	match funded (pass-through) via bond eligible for treatment set out in article 129 (4) or (5) as defined in Article 52(4) of Directive 2009/65/EC	Article 428(1)(h)(iii) of CRR
1290	1.11	derivatives receivables	Article 428(1)(i) of CRR
1300	1.12	any other assets	Article 428(1)(j) of CRR
1310	1.13	assets deducted from own funds not requiring stable funding	Article 428(1) of CRR
1320	1.14	undrawn committed credit facilities that qualify as ‘medium risk’ or ‘medium/low risk’ under Annex I.	Article 428(1)(k) of CRR