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).
Currency
| [F1Amount | Market value of collateral extended | Value of collateral extended in accordance with 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 | ||||||
| 035 | 1.1.1.1 | deposits exempted from the calculation of outflows | 0,0 | |||||
| 040 | 1.1.1.2 | deposits where the payout has been agreed within the following 30 days | 1,0 | |||||
| 050 | 1.1.1.3 | deposits subject to higher outflows | ||||||
| 060 | 1.1.1.3.1 | category 1 | 0,1 - 0,15 | |||||
| 070 | 1.1.1.3.2 | category 2 | 0,15 - 0,2 | |||||
| 080 | 1.1.1.4 | stable deposits | 0,05 | |||||
| 090 | 1.1.1.5 | derogated stable deposits | 0,03 | |||||
| 100 | 1.1.1.6 | deposits in third countries where a higher outflow is applied | ||||||
| 110 | 1.1.1.7 | other retail deposits | 0,1 | |||||
| 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 | 1,0 | |||||
| 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 | |||||
| 203 | 1.1.3 | Excess operational deposits | ||||||
| 204 | 1.1.3.1 | deposits by financial customers | 1,0 | |||||
| 205 | 1.1.3.2 | deposits by other customers | ||||||
| 206 | 1.1.3.2.1 | covered by DGS | 0,2 | |||||
| 207 | 1.1.3.2.2 | not covered by DGS | 0,4 | |||||
| 210 | 1.1.4 | Non-operational deposits | ||||||
| 220 | 1.1.4.1 | correspondent banking and provisions of prime brokerage deposits | 1,0 | |||||
| 230 | 1.1.4.2 | deposits by financial customers | 1,0 | |||||
| 240 | 1.1.4.3 | deposits by other customers | ||||||
| 250 | 1.1.4.3.1 | covered by DGS | 0,2 | |||||
| 260 | 1.1.4.3.2 | not covered by DGS | 0,4 | |||||
| 270 | 1.1.5 | Additional outflows | ||||||
| 280 | 1.1.5.1 | collateral other than Level 1 assets collateral posted for derivatives | 0,2 | |||||
| 290 | 1.1.5.2 | Level 1 EHQ Covered Bonds assets collateral posted for derivatives | 0,1 | |||||
| 300 | 1.1.5.3 | material outflows due to deterioration of own credit quality | 1,0 | |||||
| 310 | 1.1.5.4 | impact of an adverse market scenario on derivatives transactions | 1,0 | |||||
| 340 | 1.1.5.5 | outflows from derivatives | 1,0 | |||||
| 350 | 1.1.5.6 | short positions | ||||||
| 360 | 1.1.5.6.1 | covered by collateralized SFT | 0,0 | |||||
| 370 | 1.1.5.6.2 | other | 1,0 | |||||
| 380 | 1.1.5.7 | callable excess collateral | 1,0 | |||||
| 390 | 1.1.5.8 | due collateral | 1,0 | |||||
| 400 | 1.1.5.9 | liquid asset collateral exchangable for non-liquid asset collateral | 1,0 | |||||
| 410 | 1.1.5.10 | loss of funding on structured financing activites | ||||||
| 420 | 1.1.5.10.1 | structured financing instruments | 1,0 | |||||
| 430 | 1.1.5.10.2 | financing facilites | 1,0 | |||||
| 450 | 1.1.5.11 | internal netting of client's positions | 0,5 | |||||
| 460 | 1.1.6 | Committed facilities | ||||||
| 470 | 1.1.6.1 | credit facilities | ||||||
| 480 | 1.1.6.1.1 | to retail customers | 0,05 | |||||
| 490 | 1.1.6.1.2 | to non-financial customers other than retail customers | 0,1 | |||||
| 500 | 1.1.6.1.3 | to credit institutions | ||||||
| 510 | 1.1.6.1.3.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 520 | 1.1.6.1.3.2 | for funding promotional loans of non-financial customers | 0,1 | |||||
| 530 | 1.1.6.1.3.3 | other | 0,4 | |||||
| 540 | 1.1.6.1.4 | to regulated financial institutions other than credit institutions | 0,4 | |||||
| 550 | 1.1.6.1.5 | within a group or an IPS if subject to preferential treatment | ||||||
| 560 | 1.1.6.1.6 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 570 | 1.1.6.1.7 | to other financial customers | 1,0 | |||||
| 580 | 1.1.6.2 | liquidity facilities | ||||||
| 590 | 1.1.6.2.1 | to retail customers | 0,05 | |||||
| 600 | 1.1.6.2.2 | to non-financial customers other than retail customers | 0,3 | |||||
| 610 | 1.1.6.2.3 | to personal investment companies | 0,4 | |||||
| 620 | 1.1.6.2.4 | to SSPEs | ||||||
| 630 | 1.1.6.2.4.1 | to purchase assets other than securities from non-financial customers | 0,1 | |||||
| 640 | 1.1.6.2.4.2 | other | 1,0 | |||||
| 650 | 1.1.6.2.5 | to credit institutions | ||||||
| 660 | 1.1.6.2.5.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 670 | 1.1.6.2.5.2 | for funding promotional loans of non-financial customers | 0,3 | |||||
| 680 | 1.1.6.2.5.3 | other | 0,4 | |||||
| 690 | 1.1.6.2.6 | within a group or an IPS if subject to preferential treatment | ||||||
| 700 | 1.1.6.2.7 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 710 | 1.1.6.2.8 | to other financial customers | 1,0 | |||||
| 720 | 1.1.7 | Other products and services | ||||||
| 731 | 1.1.7.1 | Uncommitted funding facilities | ||||||
| 740 | 1.1.7.2 | undrawn loans and advances to wholesale counterparties | ||||||
| 750 | 1.1.7.3 | mortgages that have been agreed but not yet drawn down | ||||||
| 760 | 1.1.7.4 | credit cards | ||||||
| 770 | 1.1.7.5 | overdrafts | ||||||
| 780 | 1.1.7.6 | planned outflows related to renewal or extension of new retail or wholesale loans | ||||||
| 850 | 1.1.7.7 | derivatives payables | ||||||
| 860 | 1.1.7.8 | trade finance off-balance sheet related products | ||||||
| 870 | 1.1.7.9 | others | ||||||
| 885 | 1.1.8 | Other liabilities and due commitments | ||||||
| 890 | 1.1.8.1 | liabilities resulting from operating expenses | 0,0 | |||||
| 900 | 1.1.8.2 | in the form of debt securities if not treated as retail deposits | 1,0 | |||||
| 912 | 1.1.8.4 | the excess of funding to non-financial customers | ||||||
| 913 | 1.1.8.4.1 | the excess of funding to retail customers | 1,0 | |||||
| 914 | 1.1.8.4.2 | the excess of funding to non financial corporates | 1,0 | |||||
| 915 | 1.1.8.4.3 | the excess of funding to sovereigns, MLDBs and PSEs | 1,0 | |||||
| 916 | 1.1.8.4.4 | the excess of funding to other legal entities | 1,0 | |||||
| 917 | 1.1.8.5 | assets borrowed on an unsecured basis | 1,0 | |||||
| 918 | 1.1.8.6 | others | 1,0 | |||||
| 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 | 0,0 | |||||
| 945 | 1.2.1.1.1 | of which collateral extended meets operational requirements | ||||||
| 950 | 1.2.1.2 | level 1 EHQ Covered Bonds collateral | 0,0 | |||||
| 955 | 1.2.1.2.1 | of which collateral extended meets operational requirements | ||||||
| 960 | 1.2.1.3 | level 2A collateral | 0,0 | |||||
| 965 | 1.2.1.3.1 | of which collateral extended meets operational requirements | ||||||
| 970 | 1.2.1.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,0 | |||||
| 975 | 1.2.1.4.1 | of which collateral extended meets operational requirements | ||||||
| 980 | 1.2.1.5 | level 2B covered bonds | 0,0 | |||||
| 985 | 1.2.1.5.1 | of which collateral extended meets operational requirements | ||||||
| 990 | 1.2.1.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,0 | |||||
| 995 | 1.2.1.6.1 | of which collateral extended meets operational requirements | ||||||
| 1000 | 1.2.1.7 | other Level 2B assets collateral | 0,0 | |||||
| 1005 | 1.2.1.7.1 | of which collateral extended meets operational requirements | ||||||
| 1010 | 1.2.1.8 | non-liquid assets collateral | 0,0 | |||||
| 1020 | 1.2.2 | Counterparty is non-central bank | ||||||
| 1030 | 1.2.2.1 | level 1 excl. EHQ Covered Bonds collateral | 0,0 | |||||
| 1035 | 1.2.2.1.1 | of which collateral extended meets operational requirements | ||||||
| 1040 | 1.2.2.2 | level 1 EHQ Covered Bonds collateral | 0,07 | |||||
| 1045 | 1.2.2.2.1 | of which collateral extended meets operational requirements | ||||||
| 1050 | 1.2.2.3 | level 2A collateral | 0,15 | |||||
| 1055 | 1.2.2.3.1 | of which collateral extended meets operational requirements | ||||||
| 1060 | 1.2.2.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,25 | |||||
| 1065 | 1.2.2.4.1 | of which collateral extended meets operational requirements | ||||||
| 1070 | 1.2.2.5 | level 2B covered bonds | 0,3 | |||||
| 1075 | 1.2.2.5.1 | of which collateral extended meets operational requirements | ||||||
| 1080 | 1.2.2.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,35 | |||||
| 1085 | 1.2.2.6.1 | of which collateral extended meets operational requirements | ||||||
| 1090 | 1.2.2.7 | other Level 2B assets collateral | 0,5 | |||||
| 1095 | 1.2.2.7.1 | of which collateral extended meets operational requirements | ||||||
| 1100 | 1.2.2.8 | non-liquid assets collateral | 1,0 | |||||
| 1130 | 1.3 | Total outflows from collateral swaps | ||||||
| MEMORANDUM ITEMS | ||||||||
| 1170 | 2 | Liquidity outflows to be netted by interdependent inflows | ||||||
| 3 | Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship | |||||||
| 1180 | 3.1 | provided by credit institutions | ||||||
| 1190 | 3.2 | provided by financial customers other than credit institutions | ||||||
| 1200 | 3.3 | provided by sovereigns, central banks, MDBs and PSEs | ||||||
| 1210 | 3.4 | provided by other customers | ||||||
| 4 | Intra group or IPS outflows | |||||||
| 1290 | 4.1 | of which: to financial customers | ||||||
| 1300 | 4.2 | of which: to non-financial customers | ||||||
| 1310 | 4.3 | of which: secured | ||||||
| 1320 | 4.4 | of which: credit facilities without preferential treatment | ||||||
| 1330 | 4.5 | of which: liquidity facilites without preferential treatment | ||||||
| 1340 | 4.6 | of which: operational deposits | ||||||
| 1345 | 4.7 | of which: excess operational deposits | ||||||
| 1350 | 4.8 | of which: non-operational deposits | ||||||
| 1360 | 4.9 | of which: liabilities in the form of debt securities if not treated as retail deposits | ||||||
| 1370 | 5 | FX outflows | ||||||
| 6 | Secured funding waived from Article 17 (2) and (3) | |||||||
| 1400 | 6.1 | of which: secured by L1 excl. EHQCB | ||||||
| 1410 | 6.2 | of which: secured by L1 EHQCB | ||||||
| 1420 | 6.3 | of which: secured by L2A | ||||||
| 1430 | 6.4 | of which: secured by L2B | ||||||
| 1440 | 6.5 | of which: secured by non-liquid assets | ] | |||||