[F1F 34.00 — CONTINGENT ENCUMBRANCE (AE-CONT)
ANNEX XVI Table 7: rows 1 - 18
| [F1Matching liabilities, contingent liabilities or securities lent | Contingent Encumbrance | ||||||
|---|---|---|---|---|---|---|---|
| A. Decrease by 30 % of the fair value of encumbered assets | B. Net effect of a 10 % depreciation of significant currencies | ||||||
| Additional amount of encumbered assets | |||||||
| Additional amount of encumbered assets | Significant currency 1 | Significant currency 2 | … | Significant currency n | |||
| 010 | 020 | 030 | 040 | 050 | |||
| 010 | Carrying amount of selected financial liabilities | ||||||
| 020 | Derivatives | ||||||
| 030 | of which: over-the-counter | ||||||
| 040 | Deposits | ||||||
| 050 | Repurchase agreements | ||||||
| 060 | of which: central banks | ||||||
| 070 | Collateralised deposits other than repurchase agreements | ||||||
| 080 | of which: central banks | ||||||
| 090 | Debt securities issued | ||||||
| 100 | of which: covered bonds issued | ||||||
| 110 | of which: asset-backed securities issued | ||||||
| 120 | Other sources of encumbrance | ||||||
| 170 | TOTAL SOURCES OF 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).