[ANNEX XXI U.K. INSTRUCTIONS FOR COMPLETING THE CONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATE (C 71.00) OF ANNEX XXII
Concentration of Counterbalancing Capacity by issuer/counterparty (CCC) (C 71.00) U.K.
This template seeks to collect information about the reporting institutions' concentration of counterbalancing capacity by the ten largest holdings of assets or liquidity lines granted to the institution for this purpose. Counterbalancing capacity represents the stock of unencumbered assets or other funding sources which are legally and practically available to the institution at the reporting date to cover potential funding gaps. Only outflows and inflows pursuant to contracts existing at the reporting date shall be reported.
| Column | Legal references and instructions |
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| 010 | Issuer/Counterparty Name The name of the top ten issuers/counterparties of unencumbered assets or undrawn committed liquidity lines granted to the institution shall be recorded in column 010 in a descending fashion. The largest item will be recorded in 1.01, the second in line item 1.02, and so on.
The issuer/counterparty name recorded shall be the legal entity title of the company which has issued the assets, or has granted the liquidity lines, including any company type references, e.g. SA (Société anonyme in France), Plc. (public limited company in the UK), or AG (Aktiengesellschaft in Germany) etc.
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| 020 | LEI code The legal entity identifier code of the counterparty.
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| 030 | Issuer/Counterparty Sector One sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:
(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) Households.
For groups of connected clients, no sector shall be reported.
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| 040 | Residence of Issuer/Counterparty ISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's ‘ Balance of Payments Vademecum ’ ).
For groups of connected clients, no country shall be reported.
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| 050 | Product Type Issuers/Counterparties recorded in column 010 shall be assigned a product type corresponding to the product in which the asset is held or the liquidity stand-by facility has been received, using the following codes indicated in bold:
SrB (Senior Bond)
SubB (Subordinated Bond)
CP (Commercial Paper)
CB (Covered Bonds)
US (UCITS-security, i.e. financial instruments representing a share in or a security issued by an Undertaking for Collective Investments of transferable securities)
ABS (Asset Backed Security)
CrCl (Credit Claim)
Eq (Equity listed on a recognized exchange, not self-issued or issued by a financial institution)
Gold
LiqL (Undrawn committed liquidity line granted to the institution)
OPT (Other product type)
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| 060 | Currency Issuers/counterparties recorded in column 010 shall be assigned a currency ISO code in column 060 corresponding to the denomination of the asset received or undrawn committed liquidity lines granted to the institution. The three-letter currency unit code according to ISO 4217 shall be reported.
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| 070 | Credit quality step Issuers/counterparties recorded in column 010 shall be assigned the appropriate credit quality step according to REGULATION 575/2013, consistent with the items reported in the maturity ladder.
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| 080 | MtM value/nominal The market value or fair value of the assets, or — if applicable — the nominal value of the undrawn liquidity line granted to the institution.
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| 090 | Collateral value CB-eligible The collateral value according to the central bank rules for standing facilities for the specific assets if they are used as collateral against credit received from the central bank.
For assets denominated in a currency included in the ITS issued under Article 416(5) Regulation (EC) No 575/2013 as a currency with extremely narrow central bank eligibility, institutions shall leave this field blank.]
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