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

[F1 1.5. Roll-over of funding (C 70.00) U.K.

1. This template seeks to collect information about the volume of funds maturing and new funding obtained i.e. ‘ roll-over of funding ’ on a daily basis over the month preceding the reporting date. U.K.

2. Institutions shall report, in calendar days, the funding they have maturing in accordance with the following time buckets according to the original maturity: U.K.

(a)

overnight in columns 010 to 040);

(b)

between 1 and 7 days in columns 050 to 080);

(c)

between 7 and 14 days in columns 090 to 120);

(d)

between 14 and 1 month in columns 130 to 160);

(e)

between 1 and 3 months in columns 170 to 200);

(f)

between 3 and 6 months in columns 210 to 240);

(g)

in more than 6 months in columns 250 to 280).

3. For each time bucket described in paragraph 2, the amount maturing shall be reported in the left-hand column, the amount funds rolled over shall be reported in the ‘ Roll over ’ column, new funds obtained shall be reported in the ‘ New Funds ’ column and the net difference between new funds on the one hand and roll-over minus maturing funds on the other shall be reported in the right-hand column. U.K.

4. Total net cash flows shall be reported in column 290 and shall equal the sum of all ‘ Net ’ columns numbered 040, 080, 120, 160, 200, 240 and 280. U.K.

5. The average term of funding, in days, for maturing term funds shall be reported in column 300. U.K.

6. The average term of funding, in days, of funds rolled over shall be reported in column 310 U.K.

7. The average term of funding, in days, for new term funds shall be reported in column 320. U.K.

8. The ‘ Maturing ’ amount shall comprise all liabilities that were contractually withdrawable by the provider of the funding or due on the relevant day in the reporting period. It shall always be reported with a positive sign. U.K.

9. The ‘ Roll-over ’ amount shall comprise the maturing amount as defined in paragraphs 2 and 3 that remains with the institution on the relevant day of the reporting period. It shall always be reported with a positive sign. Where the maturity of the funding has changed due to the roll-over event, the ‘ roll-over ’ amount shall be reported in a time bucket according to the new maturity. U.K.

10. The ‘ New funds ’ amount shall comprise actual inflows of funding on the relevant day in the reporting period. It shall always be reported with a positive sign. U.K.

11. The ‘ Net ’ amount shall be considered as a change of funding within a particular original maturity time band on the relevant day of the reporting period, and shall be calculated by adding in the ‘ net ’ column the new funds plus the roll over funds minus the maturing funds. U.K.

12. Instructions concerning specific columns: U.K.

Column	Legal references and instructions
010 to 040	Overnight The total amount of funding maturing on the relevant day of the reporting period with an overnight original maturity shall be reported in column 010 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an overnight original maturity shall be reported in column 020 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an overnight original maturity shall be reported in column 030 of line item 1.1-1.31. The net difference between, on the one hand, maturing daily funding and, on the other hand, roll-overs plus new daily funding obtained shall be reported in column 040 of line item 1.1-1.31.
050 to 080	> 1 day ≤ 7 days The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 050 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 060 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 70 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained shall be reported in column 080 of line item 1.1-1.31.
090 to 120	> 7days ≤ 14 days The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 090 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 100 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 110 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 120 of line item 1.1-1.31.
130 to 160	> 14 days ≤ 1 month The total amount of funding maturing on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 130 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 140 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 150 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained shall be reported in column 160 of line item 1.1-1.31.
170 to 200	> 1 Month ≤ 3 Months The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 170 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 180 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 190 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 200 of line item 1.1-1.31.
210 to 240	> 3 Months ≤ 6 Months The total amount of funding maturing on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 210 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 220 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 230 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 240 of line item 1.1-1.31.
250 to 280	> 6 Months The total amount of funding maturing on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 250 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty. The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 260 of line item 1.1-1.31. The total amount of new funding obtained on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 270 of line item 1.1-1.31. The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 280 of line item 1.1-1.31.
290	Total net cash flows The total net cash flows equal to the sum of all ‘ Net ’ columns numbered 040, 080, 120, 160, 200, 240, 280, shall be reported in column 290.
300 to 320	Average Term (days) The weighted average term, in days, of all funds maturing shall be reported in column 300. The weighted average term, in days, of all funds rolled over shall be reported in column 310, the weighted average term, in days, of all new funds shall be reported in column 320.]

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).