[F1 ANNEX XVI U.K. REPORTING TEMPLATES ON ASSET ENCUMBRANCE

Textual Amendments

F1 Inserted by Commission Implementing Regulation (EU) 2015/79 of 18 December 2014 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 as regards asset encumbrance, single data point model and validation rules (Text with EEA relevance).

F 36.02 — ADVANCE DATA. PART II (AE-ADV-2)

ANNEX XVI Table 10: rows 1 - 28

	[F1 Sources of encumbrance	Assets/Liabilities	Collateral type — Classification by asset type																		Total
			Loans on demand	Equity instruments	Debt securities								Loans and advances other than loans on demand						Other collateral received	Own debt securities issued other than own covered bonds or ABSs
					Total	of which: covered bonds		of which: asset-backed securities		of which: issued by general governments	of which: issued by financial corporations	of which: issued by non-financial corporations	Central banks and general governments	Financial corporations	Non-financial corporations		Households
							of which: issued by other entities of the group		of which: issued by other entities of the group							of which: mortgage loans		of which: mortgage loans
			010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190
010	Central bank funding (of all types, including e.g. repos)	Encumbered collateral received
020		Matching liabilities
030	Exchange traded derivatives	Encumbered collateral received
040		Matching liabilities
050	Over-the-counter derivatives	Encumbered collateral received
060		Matching liabilities
070	Repurchase agreements	Encumbered collateral received
080		Matching liabilities
090	Collateralised deposits other than repurchase agreements	Encumbered collateral received
100		Matching liabilities
110	Covered bonds securities issued	Encumbered collateral received
120		Matching liabilities
130	Asset-backed securities issued	Encumbered collateral received
140		Matching liabilities
150	Debt securities issued other than covered bonds and ABSs	Encumbered collateral received
160		Matching liabilities
170	Other sources of encumbrance	Encumbered collateral received
180		Contingent liabilities or securities lent
190	Total encumbered collateral received
200		of which central bank eligible
210	Total non-encumbered collateral received
220		of which central bank eligible
230	Encumbered + non-encumbered collateral received																				]