[F1C 72.00 – LIQUIDITY COVERAGE – LIQUID ASSETS
Currency
ANNEX XXIV Table 2: rows 1 - 53
| [F1Row | ID | Item | Amount/Market value | Standard weight | Applicable weight | Value in accordance with Article 9 |
|---|---|---|---|---|---|---|
| 010 | 020 | 030 | 040 | |||
| 010 | 1 | TOTAL UNADJUSTED LIQUID ASSETS | ||||
| 020 | 1.1 | Total unadjusted level 1 assets | ||||
| 030 | 1.1.1 | Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds | ||||
| 040 | 1.1.1.1 | Coins and banknotes | 1,0 | |||
| 050 | 1.1.1.2 | Withdrawable central bank reserves | 1,0 | |||
| 060 | 1.1.1.3 | Central bank assets | 1,0 | |||
| 070 | 1.1.1.4 | Central government assets | 1,0 | |||
| 080 | 1.1.1.5 | Regional government / local authorities assets | 1,0 | |||
| 090 | 1.1.1.6 | Public Sector Entity assets | 1,0 | |||
| 100 | 1.1.1.7 | Recognisable domestic and foreign currency central government and central bank assets | 1,0 | |||
| 110 | 1.1.1.8 | Credit institution (protected by Member State government, promotional lender) assets | 1,0 | |||
| 120 | 1.1.1.9 | Multilateral development bank and international organisations assets | 1,0 | |||
| 130 | 1.1.1.10 | Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure | 1,0 | |||
| 140 | 1.1.1.11 | Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds | 0,95 | |||
| 150 | 1.1.1.12 | Alternative Liquidity Approaches: Central bank credit facility | 1,0 | |||
| 160 | 1.1.1.13 | Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution | ||||
| 170 | 1.1.1.14 | Alternative Liquidity Approaches: Level 2A assets recognised as Level 1 | 0,8 | |||
| 180 | 1.1.2 | Total unadjusted LEVEL 1 extremely high quality covered bonds | ||||
| 190 | 1.1.2.1 | Extremely high quality covered bonds | 0,93 | |||
| 200 | 1.1.2.2 | Qualifying CIU shares/units: underlying is extremely high quality covered bonds | 0,88 | |||
| 210 | 1.1.2.3 | Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution | ||||
| 220 | 1.2 | Total unadjusted level 2 assets | ||||
| 230 | 1.2.1 | Total unadjusted LEVEL 2A assets | ||||
| 240 | 1.2.1.1 | Regional government / local authorities or Public Sector Entity assets (Member State, RW20 %) | 0,85 | |||
| 250 | 1.2.1.2 | Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20 %) | 0,85 | |||
| 260 | 1.2.1.3 | High quality covered bonds (CQS2) | 0,85 | |||
| 270 | 1.2.1.4 | High quality covered bonds (Third Country, CQS1) | 0,85 | |||
| 280 | 1.2.1.5 | Corporate debt securities (CQS1) | 0,85 | |||
| 290 | 1.2.1.6 | Qualifying CIU shares/units: underlying is Level 2A assets | 0,8 | |||
| 300 | 1.2.1.7 | Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution | ||||
| 310 | 1.2.2 | Total unadjusted LEVEL 2B assets | ||||
| 320 | 1.2.2.1 | Asset-backed securities (residential, CQS1) | 0,75 | |||
| 330 | 1.2.2.2 | Asset-backed securities (auto, CQS1) | 0,75 | |||
| 340 | 1.2.2.3 | High quality covered bonds (RW35 %) | 0,7 | |||
| 350 | 1.2.2.4 | Asset-backed securities (commercial or individuals, Member State, CQS1) | 0,65 | |||
| 360 | 1.2.2.5 | Corporate debt securities (CQS2/3) | 0,5 | |||
| 370 | 1.2.2.6 | Corporate debt securities – non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3) | 0,5 | |||
| 380 | 1.2.2.7 | Shares (major stock index) | 0,5 | |||
| 390 | 1.2.2.8 | Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 0,5 | |||
| 400 | 1.2.2.9 | Restricted-use central bank committed liquidity facilities | 1,0 | |||
| 410 | 1.2.2.10 | Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1) | 0,7 | |||
| 420 | 1.2.2.11 | Qualifying CIU shares/units: underlying is High quality covered bonds (RW35 %) | 0,65 | |||
| 430 | 1.2.2.12 | Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1) | 0,6 | |||
| 440 | 1.2.2.13 | Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 0,45 | |||
| 450 | 1.2.2.14 | Deposits by network member with central institution (no obligated investment) | 0,75 | |||
| 460 | 1.2.2.15 | Liquidity funding available to network member from central institution (non-specified collateralisation) | 0,75 | |||
| 470 | 1.2.2.16 | Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution | ||||
| MEMORANDUM ITEMS | ||||||
| 485 | 2 | Deposits by network member with central institution (obligated investment) | ||||
| 580 | 3 | Level 1/2A/2B assets excluded due to currency reasons | ||||
| 590 | 4 | Level 1/2A/2B assets excluded for operational reasons except for currency reasons | ] | |||
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).