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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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Commission Implementing Regulation (EU) No 680/2014, ANNEX XXIV Table 5: rows 1 - 200 is up to date with all changes known to be in force on or before 23 July 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. Help about Changes to Legislation

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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  • 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')

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ANNEX XXIV Table 5: rows 1 - 200

[F1Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Applicable weight Outflows Inflows subject to the 75 % cap on inflows Inflows subject to the 90 % cap on inflows Inflows exempted from the cap on inflows
Row ID Item 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100
0010 1 TOTAL COLLATERAL SWAPS (counterparty is central bank)
0020 1.1 Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
0030 1.1.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0040 1.1.1.1 Of which collateral swapped meets operational requirements
0050 1.1.2 Level 1: extremely high quality covered bonds 0,07
0060 1.1.2.1 Of which collateral swapped meets operational requirements
0070 1.1.3 Level 2A assets 0,15
0080 1.1.3.1 Of which collateral swapped meets operational requirements
0090 1.1.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25
0100 1.1.4.1 Of which collateral swapped meets operational requirements
0110 1.1.5 Level 2B: high quality covered bonds 0,3
0120 1.1.5.1 Of which collateral swapped meets operational requirements
0130 1.1.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35
0140 1.1.6.1 Of which collateral swapped meets operational requirements
0150 1.1.7 Other Level 2B 0,5
0160 1.1.7.1 Of which collateral swapped meets operational requirements
0170 1.1.8 Non-liquid assets 1,0
0180 1.1.8.1 Of which collateral swapped meets operational requirements
0190 1.2 Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
0200 1.2.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0210 1.2.1.1 Of which collateral swapped meets operational requirements
0220 1.2.2 Level 1: extremely high quality covered bonds 0,0
0230 1.2.2.1 Of which collateral swapped meets operational requirements
0240 1.2.3 Level 2A assets 0,08
0250 1.2.3.1 Of which collateral swapped meets operational requirements
0260 1.2.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18
0270 1.2.4.1 Of which collateral swapped meets operational requirements
0280 1.2.5 Level 2B: high quality covered bonds 0,23
0290 1.2.5.1 Of which collateral swapped meets operational requirements
0300 1.2.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28
0310 1.2.6.1 Of which collateral swapped meets operational requirements
0320 1.2.7 Other Level 2B 0,43
0330 1.2.7.1 Of which collateral swapped meets operational requirements
0340 1.2.8 Non-liquid assets 0,93
0350 1.2.8.1 Of which collateral swapped meets operational requirements
0360 1.3 Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
0370 1.3.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0380 1.3.1.1 Of which collateral swapped meets operational requirements
0390 1.3.2 Level 1: extremely high quality covered bonds 0,0
0400 1.3.2.1 Of which collateral swapped meets operational requirements
0410 1.3.3 Level 2A assets 0,0
0420 1.3.3.1 Of which collateral swapped meets operational requirements
0430 1.3.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,1
0440 1.3.4.1 Of which collateral swapped meets operational requirements
0450 1.3.5 Level 2B: high quality covered bonds 0,15
0460 1.3.5.1 Of which collateral swapped meets operational requirements
0470 1.3.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,2
0480 1.3.6.1 Of which collateral swapped meets operational requirements
0490 1.3.7 Other Level 2B 0,35
0500 1.3.7.1 Of which collateral swapped meets operational requirements
0510 1.3.8 Non-liquid assets 0,85
0520 1.3.8.1 Of which collateral swapped meets operational requirements
0530 1.4 Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:
0540 1.4.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0550 1.4.1.1 Of which collateral swapped meets operational requirements
0560 1.4.2 Level 1: extremely high quality covered bonds 0,0
0570 1.4.2.1 Of which collateral swapped meets operational requirements
0580 1.4.3 Level 2A assets 0,0
0590 1.4.3.1 Of which collateral swapped meets operational requirements
0600 1.4.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
0610 1.4.4.1 Of which collateral swapped meets operational requirements
0620 1.4.5 Level 2B: high quality covered bonds 0,05
0630 1.4.5.1 Of which collateral swapped meets operational requirements
0640 1.4.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,1
0650 1.4.6.1 Of which collateral swapped meets operational requirements
0660 1.4.7 Other Level 2B 0,25
0670 1.4.7.1 Of which collateral swapped meets operational requirements
0680 1.4.8 Non-liquid assets 0,75
0690 1.4.8.1 Of which collateral swapped meets operational requirements
0700 1.5 Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
0710 1.5.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0720 1.5.1.1 Of which collateral swapped meets operational requirements
0730 1.5.2 Level 1: extremely high quality covered bonds 0,0
0740 1.5.2.1 Of which collateral swapped meets operational requirements
0750 1.5.3 Level 2A assets 0,0
0760 1.5.3.1 Of which collateral swapped meets operational requirements
0770 1.5.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
0780 1.5.4.1 Of which collateral swapped meets operational requirements
0790 1.5.5 Level 2B: high quality covered bonds 0,0
0800 1.5.5.1 Of which collateral swapped meets operational requirements
0810 1.5.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,05
0820 1.5.6.1 Of which collateral swapped meets operational requirements
0830 1.5.7 Other Level 2B 0,2
0840 1.5.7.1 Of which collateral swapped meets operational requirements
0850 1.5.8 Non-liquid assets 0,7
0860 1.5.8.1 Of which collateral swapped meets operational requirements
0870 1.6 Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:
0880 1.6.1 Level 1 assets (excl. EHQ covered bonds) 0,0
0890 1.6.1.1 Of which collateral swapped meets operational requirements
0900 1.6.2 Level 1: extremely high quality covered bonds 0,0
0910 1.6.2.1 Of which collateral swapped meets operational requirements
0920 1.6.3 Level 2A assets 0,0
0930 1.6.3.1 Of which collateral swapped meets operational requirements
0940 1.6.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
0950 1.6.4.1 Of which collateral swapped meets operational requirements
0960 1.6.5 Level 2B: high quality covered bonds 0,0
0970 1.6.5.1 Of which collateral swapped meets operational requirements
0980 1.6.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,0
0990 1.6.6.1 Of which collateral swapped meets operational requirements
1000 1.6.7 Other Level 2B 0,15
1010 1.6.7.1 Of which collateral swapped meets operational requirements
1020 1.6.8 Non-liquid assets 0,65
1030 1.6.8.1 Of which collateral swapped meets operational requirements
1040 1.7 Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:
1050 1.7.1 Level 1 assets (excl. EHQ covered bonds) 0,0
1060 1.7.1.1 Of which collateral swapped meets operational requirements
1070 1.7.2 Level 1: extremely high quality covered bonds 0,0
1080 1.7.2.1 Of which collateral swapped meets operational requirements
1090 1.7.3 Level 2A assets 0,0
1100 1.7.3.1 Of which collateral swapped meets operational requirements
1110 1.7.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
1120 1.7.4.1 Of which collateral swapped meets operational requirements
1130 1.7.5 Level 2B: high quality covered bonds 0,0
1140 1.7.5.1 Of which collateral swapped meets operational requirements
1150 1.7.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,0
1160 1.7.6.1 Of which collateral swapped meets operational requirements
1170 1.7.7 Other Level 2B 0,0
1180 1.7.7.1 Of which collateral swapped meets operational requirements
1190 1.7.8 Non-liquid assets 0,5
1200 1.7.8.1 Of which collateral swapped meets operational requirements
1210 1.8 Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:
1220 1.8.1 Level 1 assets (excl. EHQ covered bonds) 0,0
1230 1.8.1.1 Of which collateral swapped meets operational requirements
1240 1.8.2 Level 1: extremely high quality covered bonds 0,0
1250 1.8.2.1 Of which collateral swapped meets operational requirements
1260 1.8.3 Level 2A assets 0,0
1270 1.8.3.1 Of which collateral swapped meets operational requirements
1280 1.8.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
1290 1.8.4.1 Of which collateral swapped meets operational requirements
1300 1.8.5 Level 2B: high quality covered bonds 0,0
1310 1.8.5.1 Of which collateral swapped meets operational requirements
1320 1.8.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,0
1330 1.8.6.1 Of which collateral swapped meets operational requirements
1340 1.8.7 Other Level 2B 0,0
1350 1.8.7.1 Of which collateral swapped meets operational requirements
1360 1.8.8 Non-liquid assets
1370 2 TOTAL COLLATERAL SWAPS (counterparty is non-central bank)
1380 2.1 Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
1390 2.1.1 Level 1 assets (excl. EHQ covered bonds) 0,0
1400 2.1.1.1 Of which collateral swapped meets operational requirements
1410 2.1.2 Level 1: extremely high quality covered bonds 0,07
1420 2.1.2.1 Of which collateral swapped meets operational requirements
1430 2.1.3 Level 2A assets 0,15
1440 2.1.3.1 Of which collateral swapped meets operational requirements
1450 2.1.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25
1460 2.1.4.1 Of which collateral swapped meets operational requirements
1470 2.1.5 Level 2B: high quality covered bonds 0,3
1480 2.1.5.1 Of which collateral swapped meets operational requirements
1490 2.1.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35
1500 2.1.6.1 Of which collateral swapped meets operational requirements
1510 2.1.7 Other Level 2B 0,5
1520 2.1.7.1 Of which collateral swapped meets operational requirements
1530 2.1.8 Non-liquid assets 1,0
1540 2.1.8.1 Of which collateral swapped meets operational requirements
1550 2.2 Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
1560 2.2.1 Level 1 assets (excl. EHQ covered bonds) 0,07
1570 2.2.1.1 Of which collateral swapped meets operational requirements
1580 2.2.2 Level 1: extremely high quality covered bonds 0,0
1590 2.2.2.1 Of which collateral swapped meets operational requirements
1600 2.2.3 Level 2A assets 0,08
1610 2.2.3.1 Of which collateral swapped meets operational requirements
1620 2.2.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18
1630 2.2.4.1 Of which collateral swapped meets operational requirements
1640 2.2.5 Level 2B: high quality covered bonds 0,23
1650 2.2.5.1 Of which collateral swapped meets operational requirements
1660 2.2.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28
1670 2.2.6.1 Of which collateral swapped meets operational requirements
1680 2.2.7 Other Level 2B 0,43
1690 2.2.7.1 Of which collateral swapped meets operational requirements
1700 2.2.8 Non-liquid assets 0,93
1710 2.2.8.1 Of which collateral swapped meets operational requirements
1720 2.3 Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
1730 2.3.1 Level 1 assets (excl. EHQ covered bonds) 0,15
1740 2.3.1.1 Of which collateral swapped meets operational requirements
1750 2.3.2 Level 1: extremely high quality covered bonds 0,08
1760 2.3.2.1 Of which collateral swapped meets operational requirements
1770 2.3.3 Level 2A assets 0,0
1780 2.3.3.1 Of which collateral swapped meets operational requirements
1790 2.3.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,1
1800 2.3.4.1 Of which collateral swapped meets operational requirements
1810 2.3.5 Level 2B: high quality covered bonds 0,15
1820 2.3.5.1 Of which collateral swapped meets operational requirements
1830 2.3.6 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,2
1840 2.3.6.1 Of which collateral swapped meets operational requirements
1850 2.3.7 Other Level 2B 0,35
1860 2.3.7.1 Of which collateral swapped meets operational requirements
1870 2.3.8 Non-liquid assets 0,85
1880 2.3.8.1 Of which collateral swapped meets operational requirements
1890 2.4 Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:
1900 2.4.1 Level 1 assets (excl. EHQ covered bonds) 0,25
1910 2.4.1.1 Of which collateral swapped meets operational requirements
1920 2.4.2 Level 1: extremely high quality covered bonds 0,18
1930 2.4.2.1 Of which collateral swapped meets operational requirements
1940 2.4.3 Level 2A assets 0,1
1950 2.4.3.1 Of which collateral swapped meets operational requirements
1960 2.4.4 Level 2B: asset-backed securities (residential or automobile, CQS1) 0,0
1970 2.4.4.1 Of which collateral swapped meets operational requirements
1980 2.4.5 Level 2B: high quality covered bonds 0,05 ]

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