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Commission Implementing Regulation (EU) No 680/2014Show full title
Commission Implementing Regulation (EU) No 680/2014 of 16 April 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)
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- 2014 No. 680
- ANNEX XXIV
- Annex XXIV Table 3
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Changes over time for: C 73.00 — LIQUIDITY COVERAGE — OUTFLOWS
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Commission Implementing Regulation (EU) No 680/2014,
C 73.00 — LIQUIDITY COVERAGE — OUTFLOWS
is up to date with all changes known to be in force on or before 06 November 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
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[F1C 73.00 — LIQUIDITY COVERAGE — OUTFLOWS
Currency
ANNEX XXIV Table 3: rows 1 - 145
| [F1Amount | Market value of collateral extended | Value of collateral extended according to Article 9 | Standard Weight | Applicable Weight | Outflow | |||
|---|---|---|---|---|---|---|---|---|
| Row | ID | Item | 010 | 020 | 030 | 040 | 050 | 060 |
| 010 | 1 | OUTFLOWS | ||||||
| 020 | 1.1 | Outflows from unsecured transactions/deposits | ||||||
| 030 | 1.1.1 | Retail deposits | ||||||
| 040 | 1.1.1.1 | deposits where the payout has been agreed within the following 30 days | 1,00 | |||||
| 050 | 1.1.1.2 | deposits subject to higher outflows | ||||||
| 060 | 1.1.1.2.1 | category 1 | 0,10-0,15 | |||||
| 070 | 1.1.1.2.2 | category 2 | 0,15-0,20 | |||||
| 080 | 1.1.1.3 | stable deposits | 0,05 | |||||
| 090 | 1.1.1.4 | derogated stable deposits | 0,03 | |||||
| 100 | 1.1.1.5 | deposits in third countries where a higher outflow is applied | ||||||
| 110 | 1.1.1.6 | other retail deposits | 0,10 | |||||
| 120 | 1.1.2 | Operational deposits | ||||||
| 130 | 1.1.2.1 | maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship | ||||||
| 140 | 1.1.2.1.1 | covered by DGS | 0,05 | |||||
| 150 | 1.1.2.1.2 | not covered by DGS | 0,25 | |||||
| 160 | 1.1.2.2 | maintained in the context of IPS or a cooperative network | ||||||
| 170 | 1.1.2.2.1 | not treated as liquid assets for the depositing institution | 0,25 | |||||
| 180 | 1.1.2.2.2 | treated as liquid assets for the depositing credit institution | 1,00 | |||||
| 190 | 1.1.2.3 | maintained in the context of an established operational relationship (other) with non-financial customers | 0,25 | |||||
| 200 | 1.1.2.4 | maintained to obtain cash clearing and central credit institution services within a network | 0,25 | |||||
| 210 | 1.1.3 | Non-operational deposits | ||||||
| 220 | 1.1.3.1 | correspondent banking and provisions of prime brokerage deposits | 1,00 | |||||
| 230 | 1.1.3.2 | deposits by-financial customers | 1,00 | |||||
| 240 | 1.1.3.3 | deposits by other customers | ||||||
| 250 | 1.1.3.3.1 | covered by DGS | 0,20 | |||||
| 260 | 1.1.3.3.2 | not covered by DGS | 0,40 | |||||
| 270 | 1.1.4 | Additional outflows | ||||||
| 280 | 1.1.4.1 | collateral other than Level 1 assets collateral posted for derivatives | 0,20 | |||||
| 290 | 1.1.4.2 | Level 1 EHQ Covered Bonds assets collateral posted for derivatives | 0,10 | |||||
| 300 | 1.1.4.3 | material outflows due to deterioration of own credit quality | 1,00 | |||||
| 310 | 1.1.4.4 | impact of an adverse market scenario on derivatives, financing transactions and other contracts | ||||||
| 320 | 1.1.4.4.1 | hlba approach | 1,00 | |||||
| 330 | 1.1.4.4.2 | amao approach | 1,00 | |||||
| 340 | 1.1.4.5 | outflows from derivatives | 1,00 | |||||
| 350 | 1.1.4.6 | short positions | ||||||
| 360 | 1.1.4.6.1 | covered by collateralized SFT | 0,00 | |||||
| 370 | 1.1.4.6.2 | other | 1,00 | |||||
| 380 | 1.1.4.7 | callable excess collateral | 1,00 | |||||
| 390 | 1.1.4.8 | due collateral | 1,00 | |||||
| 400 | 1.1.4.9 | liquid asset collateral exchangable for non-liquid asset collateral | 1,00 | |||||
| 410 | 1.1.4.10 | loss of funding on structured financing activites | ||||||
| 420 | 1.1.4.10.1 | structured financing instruments | 1,00 | |||||
| 430 | 1.1.4.10.2 | financing facilites | 1,00 | |||||
| 440 | 1.1.4.11 | assets borrowed on an unsecured basis | 1,00 | |||||
| 450 | 1.1.4.12 | internal netting of client's positions | 0,50 | |||||
| 460 | 1.1.5 | Committed facilities | ||||||
| 470 | 1.1.5.1 | credit facilities | ||||||
| 480 | 1.1.5.1.1 | to retail customers | 0,05 | |||||
| 490 | 1.1.5.1.2 | to non-financial customers other than retail customers | 0,10 | |||||
| 500 | 1.1.5.1.3 | to credit institutions | ||||||
| 510 | 1.1.5.1.3.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 520 | 1.1.5.1.3.2 | for funding promotional loans of non-financial customers | 0,10 | |||||
| 530 | 1.1.5.1.3.3 | other | 0,40 | |||||
| 540 | 1.1.5.1.4 | to regulated financial institutions other than credit institutions | 0,40 | |||||
| 550 | 1.1.5.1.5 | within a group or an IPS if subject to preferential treatment | ||||||
| 560 | 1.1.5.1.6 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 570 | 1.1.5.1.7 | to other financial customers | 1,00 | |||||
| 580 | 1.1.5.2 | liquidity facilities | ||||||
| 590 | 1.1.5.2.1 | to retail customers | 0,05 | |||||
| 600 | 1.1.5.2.2 | to non-financial customers other than retail customers | 0,30 | |||||
| 610 | 1.1.5.2.3 | to personal investment companies | 0,40 | |||||
| 620 | 1.1.5.2.4 | to SSPEs | ||||||
| 630 | 1.1.5.2.4.1 | to purchase assets other than securities from non-financial customers | 0,10 | |||||
| 640 | 1.1.5.2.4.2 | other | 1,00 | |||||
| 650 | 1.1.5.2.5 | to credit institutions | ||||||
| 660 | 1.1.5.2.5.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 670 | 1.1.5.2.5.2 | for funding promotional loans of non-financial customers | 0,30 | |||||
| 680 | 1.1.5.2.5.3 | other | 0,40 | |||||
| 690 | 1.1.5.2.6 | within a group or an IPS if subject to preferential treatment | ||||||
| 700 | 1.1.5.2.7 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 710 | 1.1.5.2.8 | to other financial customers | 1,00 | |||||
| 720 | 1.1.6 | Other products and services | ||||||
| 730 | 1.1.6.1 | other off-balance sheet and contingent funding obligations | ||||||
| 740 | 1.1.6.2 | undrawn loans and advances to wholesale counterparties | ||||||
| 750 | 1.1.6.3 | mortgages that have been agreed but not yet drawn down | ||||||
| 760 | 1.1.6.4 | credit cards | ||||||
| 770 | 1.1.6.5 | overdrafts | ||||||
| 780 | 1.1.6.6 | planned outflows related to renewal or extension of new retail or wholesale loans | ||||||
| 790 | 1.1.6.6.1 | the excess of funding to non-financial customers | ||||||
| 800 | 1.1.6.6.1.1 | the excess of funding to retail customers | ||||||
| 810 | 1.1.6.6.1.2 | the excess of funding to non financial corporates | ||||||
| 820 | 1.1.6.6.1.3 | the excess of funding to sovereigns, MLDBs and PSEs | ||||||
| 830 | 1.1.6.6.1.4 | the excess of funding to other legal entities | ||||||
| 840 | 1.1.6.6.2 | other | ||||||
| 850 | 1.1.6.7 | planned derivatives payables | ||||||
| 860 | 1.1.6.8 | trade finance off-balance sheet related products | ||||||
| 870 | 1.1.6.9 | others | ||||||
| 880 | 1.1.7 | Other liabilities | ||||||
| 890 | 1.1.7.1 | liabilities resulting from-operating expenses | 0,00 | |||||
| 900 | 1.1.7.2 | in the form of debt securities if not treated as retail deposits | 1,00 | |||||
| 910 | 1.1.7.3 | others | 1,00 | |||||
| 920 | 1.2 | Outflows from secured lending and capital market-driven transactions | ||||||
| 930 | 1.2.1 | Counterparty is central bank | ||||||
| 940 | 1.2.1.1 | level 1 excl. EHQ Covered Bonds collateral | 0,00 | |||||
| 950 | 1.2.1.2 | level 1 EHQ Covered Bonds collateral | 0,00 | |||||
| 960 | 1.2.1.3 | level 2A collateral | 0,00 | |||||
| 970 | 1.2.1.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,00 | |||||
| 980 | 1.2.1.5 | level 2B covered bonds | 0,00 | |||||
| 990 | 1.2.1.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,00 | |||||
| 1000 | 1.2.1.7 | other Level 2B assets collateral | 0,00 | |||||
| 1010 | 1.2.1.8 | non-liquid assets collateral | 0,00 | |||||
| 1020 | 1.2.2 | Counterparty is non-central bank | ||||||
| 1030 | 1.2.2.1 | level 1 excl. EHQ Covered Bonds collateral | 0,00 | |||||
| 1040 | 1.2.2.2 | level 1 EHQ Covered Bonds collateral | 0,07 | |||||
| 1050 | 1.2.2.3 | level 2A collateral | 0,15 | |||||
| 1060 | 1.2.2.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,25 | |||||
| 1070 | 1.2.2.5 | level 2B covered bonds | 0,30 | |||||
| 1080 | 1.2.2.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,35 | |||||
| 1090 | 1.2.2.7 | other Level 2B assets collateral | 0,50 | |||||
| 1100 | 1.2.2.8 | non-liquid assets collateral | ||||||
| 1110 | 1.2.2.8.1 | counterparty is central govt, PSE<=RW20 %, MDB | 0,25 | |||||
| 1120 | 1.2.2.8.2 | other counterparty | 1,00 | |||||
| 1130 | 1.3 | Total outflows from collateral swaps | ||||||
| MEMORANDUM ITEMS | ||||||||
| [X11140 | 2 | Retail bonds with a residual maturity of less than 30 days | ||||||
| 1150 | 3 | Retail deposits exempted from the calculation of outflows | ||||||
| 1160 | 4 | Not assessed retail deposits | ||||||
| 1170 | 5 | Liquidity outflows to be netted by interdependent inflows | ||||||
| 6 | Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship | |||||||
| 1180 | 6.1 | provided by credit institutions | ||||||
| 1190 | 6.2 | provided by financial customers other than credit institutions | ||||||
| 1200 | 6.3 | provided by sovereigns, central banks, MDBs and PSEs | ||||||
| 1210 | 6.4 | provided by other customers | ||||||
| 7 | Non-operational deposits maintained by financial customers and other customers | |||||||
| 1220 | 7.1 | provided by credit institutions | ||||||
| 1230 | 7.2 | provided by financial customers other than credit institutions | ||||||
| 1240 | 7.3 | provided by sovereigns, central banks, MDBs and PSEs | ||||||
| 1250 | 7.4 | provided by other customers | ||||||
| 1260 | 8 | Funding commitments to non-financial customers | ||||||
| 1270 | 9 | Level 1 excl. EHQ covered bonds collateral posted for derivatives | ||||||
| 1280 | 10 | SFTS monitoring | ||||||
| 11 | Intra group or IPS outflows | ] | ||||||
| 1290 | 11.1 | of which: to financial customers | ||||||
| 1300 | 11.2 | of which: to non-financial customers | ||||||
| 1310 | 11.3 | of which: secured | ||||||
| 1320 | 11.4 | of which: credit facilities without preferential treatment | ||||||
| 1330 | 11.5 | of which: liquidity facilites without preferential treatment | ||||||
| 1340 | 11.6 | of which: operational deposits | ||||||
| 1350 | 11.7 | of which: non-operational deposits | ||||||
| 1360 | 11.8 | of which: liabilities in the form of debt securities if not treated as retail deposits | ||||||
| 1370 | 12 | FX outflows | ||||||
| 1380 | 13 | Third countries outflows — transfer restrictions or non-convertible currencies | ||||||
| 1390 | 14 | Additional balances required to be installed in central bank reserves | ] | |||||
Editorial Information
X1 Substituted by Corrigendum to Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage requirement (Official Journal of the European Union L 64 of 10 March 2016).
Editorial Information
X1 Substituted by Corrigendum to Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage requirement (Official Journal of the European Union L 64 of 10 March 2016).
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