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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 4
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- Revised 20/04/201614.70 MB
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Changes to legislation:
Commission Implementing Regulation (EU) No 680/2014,
C 74.00 – LIQUIDITY COVERAGE – INFLOWS
is up to date with all changes known to be in force on or before 05 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.
EUR 2014 No. 680 may be subject to amendment by EU Exit Instruments made by both the Prudential Regulation Authority and the Financial Conduct Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
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Changes and effects yet to be applied to Annex XXIV Table 4:
- Regulation revoked by 2023 c. 29 Sch. 1 Pt. 1 3
- Regulation revoked by S.I. 2021/1078, reg. 13(2)(aa) (as inserted) by S.I. 2021/1376 reg. 32(7)(a)(i) (This amendment not applied to legislation.gov.uk. The affected provision Pt. 2 (PRA) was modified by a non-legislative instrument (Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019) and is not present in the text of the retained EU legislation. Details of the non-legislative modifications can be found on the Bank of England's website on the page entitled 'The Bank of England's amendments to financial services legislation under the European Union (Withdrawal) Act 2018')
Changes and effects yet to be applied to the whole legislation item and associated provisions
- Art. 1(a)-(c) omitted by S.I. 2021/1078 reg. 13(4)(a) (amending provision omitted by S.I. 2021/1376)
- Art. 1(e)-(g) omitted by S.I. 2021/1078 reg. 13(4)(a) (amending provision omitted by S.I. 2021/1376)
[F1C 74.00 – LIQUIDITY COVERAGE – INFLOWS
Currency
ANNEX XXIV Table 4: rows 1 - 87
| [F1Amount | Market value of collateral received | Standard Weight | Applicable Weight | Value of collateral received in accordance with Article 9 | Inflow | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | ||||
| Row | ID | Item | 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 |
| 010 | 1 | TOTAL INFLOWS | ||||||||||||||||
| 020 | 1.1 | Inflows from unsecured transactions/deposits | ||||||||||||||||
| 030 | 1.1.1 | monies due from non-financial customers (except for central banks) | ||||||||||||||||
| 040 | 1.1.1.1 | monies due from non-financial customers (except for central banks) not corresponding to principal repayment | 1,0 | |||||||||||||||
| 050 | 1.1.1.2 | other monies due from non-financial customers (except for central banks) | ||||||||||||||||
| 060 | 1.1.1.2.1 | monies due from retail customers | 0,5 | |||||||||||||||
| 070 | 1.1.1.2.2 | monies due from non-financial corporates | 0,5 | |||||||||||||||
| 080 | 1.1.1.2.3 | monies due from sovereigns, multilateral development banks and public sector entities | 0,5 | |||||||||||||||
| 090 | 1.1.1.2.4 | monies due from other legal entities | 0,5 | |||||||||||||||
| 100 | 1.1.2 | monies due from central banks and financial customers | ||||||||||||||||
| 110 | 1.1.2.1 | monies due from financial customers being classified as operational deposits | ||||||||||||||||
| 120 | 1.1.2.1.1 | monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate | ||||||||||||||||
| 130 | 1.1.2.1.2 | monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate | 0,05 | |||||||||||||||
| 140 | 1.1.2.2 | monies due from central banks and financial customers not being classified as operational deposits | ||||||||||||||||
| 150 | 1.1.2.2.1 | monies due from central banks | 1,0 | |||||||||||||||
| 160 | 1.1.2.2.2 | monies due from financial customers | 1,0 | |||||||||||||||
| 170 | 1.1.3 | inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) 2015/61 | 1,0 | |||||||||||||||
| 180 | 1.1.4 | monies due from trade financing transactions | 1,0 | |||||||||||||||
| 190 | 1.1.5 | monies due from securities maturing within 30 days | 1,0 | |||||||||||||||
| 201 | 1.1.6 | loans with an undefined contractual end date | 0,2 | |||||||||||||||
| 210 | 1.1.7 | monies due from positions in major index equity instruments provided that there is no double counting with liquid assets | 1,0 | |||||||||||||||
| 230 | 1.1.8 | inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets | 1,0 | |||||||||||||||
| 240 | 1.1.9 | inflows from derivatives | 1,0 | |||||||||||||||
| 250 | 1.1.10 | inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate | ||||||||||||||||
| 260 | 1.1.11 | other inflows | 1,0 | |||||||||||||||
| 263 | 1.2 | Inflows from secured lending and capital market-driven transactions | ||||||||||||||||
| 265 | 1.2.1 | Counterparty is central bank | ||||||||||||||||
| 267 | 1.2.1.1 | collateral that qualifies as a liquid asset | ||||||||||||||||
| 269 | 1.2.1.1.1 | Level 1 collateral excluding extremely high quality covered bonds | 0,0 | |||||||||||||||
| 271 | 1.2.1.1.1.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 273 | 1.2.1.1.2 | Level 1 collateral which is extremely high quality covered bonds | 0,07 | |||||||||||||||
| 275 | 1.2.1.1.2.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 277 | 1.2.1.1.3 | Level 2A collateral | 0,15 | |||||||||||||||
| 279 | 1.2.1.1.3.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 281 | 1.2.1.1.4 | Level 2B asset backed securities (residential or auto) collateral | 0,25 | |||||||||||||||
| 283 | 1.2.1.1.4.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 285 | 1.2.1.1.5 | Level 2B high quality covered bonds collateral | 0,3 | |||||||||||||||
| 287 | 1.2.1.1.5.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 289 | 1.2.1.1.6 | Level 2B asset backed securities (commercial or individuals) collateral | 0,35 | |||||||||||||||
| 291 | 1.2.1.1.6.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 293 | 1.2.1.1.7 | Level 2B collateral not already captured in section 1.2.1.1.4, 1.2.1.1.5 or 1.2.1.1.6 | 0,5 | |||||||||||||||
| 295 | 1.2.1.1.7.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 297 | 1.2.1.2 | collateral is used to cover a short position | ||||||||||||||||
| 299 | 1.2.1.3 | collateral that does not qualify as a liquid asset | ||||||||||||||||
| 301 | 1.2.1.3.1 | collateral is non-liquid equity | 1,0 | |||||||||||||||
| 303 | 1.2.1.3.2 | all other non-liquid collateral | 1,0 | |||||||||||||||
| 305 | 1.2.2 | Counterparty is non-central bank | ||||||||||||||||
| 307 | 1.2.2.1 | collateral that qualifies as a liquid asset | ||||||||||||||||
| 309 | 1.2.2.1.1 | Level 1 collateral excluding extremely high quality covered bonds | 0,0 | |||||||||||||||
| 311 | 1.2.2.1.1.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 313 | 1.2.2.1.2 | Level 1 collateral which is extremely high quality covered bonds | 0,07 | |||||||||||||||
| 315 | 1.2.2.1.2.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 317 | 1.2.2.1.3 | Level 2A collateral | 0,15 | |||||||||||||||
| 319 | 1.2.2.1.3.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 321 | 1.2.2.1.4 | Level 2B asset backed securities (residential or auto) collateral | 0,25 | |||||||||||||||
| 323 | 1.2.2.1.4.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 325 | 1.2.2.1.5 | Level 2B high quality covered bonds collateral | 0,3 | |||||||||||||||
| 327 | 1.2.2.1.5.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 329 | 1.2.2.1.6 | Level 2B asset backed securities (commercial or individuals) collateral | 0,35 | |||||||||||||||
| 331 | 1.2.2.1.6.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 333 | 1.2.2.1.7 | Level 2B collateral not already captured in section 1.2.2.1.4, 1.2.2.1.5 or 1.2.2.1.6 | 0,5 | |||||||||||||||
| 335 | 1.2.2.1.7.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 337 | 1.2.2.2 | collateral is used to cover a short position | ||||||||||||||||
| 339 | 1.2.2.3 | collateral that does not qualify as a liquid asset | ||||||||||||||||
| 341 | 1.2.2.3.1 | margin loans: collateral is non-liquid | 0,5 | |||||||||||||||
| 343 | 1.2.2.3.2 | collateral is non-liquid equity | 1,0 | |||||||||||||||
| 345 | 1.2.2.3.3 | all other non-liquid collateral | 1,0 | |||||||||||||||
| 410 | 1.3 | Total inflows from collateral swaps | ||||||||||||||||
| 420 | 1.4 | (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) | ||||||||||||||||
| 430 | 1.5 | (Excess inflows from a related specialised credit institution) | ||||||||||||||||
| MEMORANDUM ITEMS | ||||||||||||||||||
| 450 | 2 | FX inflows | ||||||||||||||||
| 460 | 3 | Inflows within a group or an institutional protection scheme | ||||||||||||||||
| 470 | 3.1 | Monies due from non-financial customers (except for central banks) | ||||||||||||||||
| 480 | 3.2 | Monies due from financial customers | ||||||||||||||||
| 490 | 3.3 | Secured transactions | ||||||||||||||||
| 500 | 3.4 | Monies due from maturing securities within 30 days | ||||||||||||||||
| 510 | 3.5 | Any other inflows within a group or an institutional protection scheme | ||||||||||||||||
| 4 | Secured lending waived from Article 17 (2) and (3) | |||||||||||||||||
| 530 | 4.1 | of which: secured by L1 excl. EHQCB | ||||||||||||||||
| 540 | 4.2 | of which: secured by L1 EHQCB | ||||||||||||||||
| 550 | 4.3 | of which: secured by L2A | ||||||||||||||||
| 560 | 4.4 | of which: secured by L2B | ||||||||||||||||
| 570 | 4.5 | of which: secured by non-liquid assets | ] | |||||||||||||||
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).
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