Commission Implementing Regulation (EU) No 680/2014of 16 April 2014laying 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) (c. 680)

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

Textual Amendments

F1 Substituted by Commission Implementing Regulation (EU) 2018/1627 of 9 October 2018 amending Implementing Regulation (EU) No 680/2014 as regards prudent valuation for supervisory reporting (Text with EEA relevance).

F 34.00 - CONTINGENT ENCUMBRANCE (AE-CONT)

ANNEX XVI Table 7: rows 1 - 18

		[F1 Matching 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						]