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 | ] | ||||||||