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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).
Textual Amendments
| [F1Inflows subject to the 90 % cap on inflows | Inflows exempted from the cap on inflows | Collateralised derivatives only | ||||||
|---|---|---|---|---|---|---|---|---|
| Market value of collateral lent | Liquidity value of collateral lent | Market value of collateral borrowed | Liquidity value of collateral borrowed | |||||
| Row | ID | Item | 070 | 080 | 090 | 100 | 110 | 120 |
| 690 | 1.8.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | ||||||
| 700 | 1.8.5 | Level 2B: high quality covered bonds | ||||||
| 710 | 1.8.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | ||||||
| 720 | 1.8.7 | Other Level 2B | ||||||
| 730 | 1.8.8 | Non-liquid assets | ||||||
| MEMORANDUM ITEMS | ||||||||
| 740 | 2 | Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions | ||||||
| 750 | 3 | Total collateral swaps with intragroup counterparties | ||||||
| 760 | 4 | Total collateral swaps with central bank counterparties | ] | |||||