xmlns:atom="http://www.w3.org/2005/Atom" xmlns:atom="http://www.w3.org/2005/Atom"
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030 | 1.1.2.1 | Of which: exposures that can be withdrawn in times of stress | Article 416(1)(a) of CRR | |||||||||||||||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 |