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).
[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 | ] |