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[F1ANNEX XXV U.K.

Textual Amendments

REPORTING ON LIQUIDITY (PART 4: COLLATERAL SWAPS) U.K.

1. Collateral swaps U.K.

1.3. Collateral swaps sub template U.K.
1.3.2. Instructions concerning specific rows U.K.
ANNEX XXV Table 11: rows 1 - 200
[F1Row Legal references and instructions
0010
1. TOTAL COLLATERAL SWAPS (counterparty is central bank)

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps.

0020
1.1. Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for each relevant column, the total values of collateral swaps for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent.

0030
1.1.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0040
1.1.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0050
1.1.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed).

0060
1.1.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0070
1.1.3. Level 2A assets

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2A assets (borrowed).

0080
1.1.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0090
1.1.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0100
1.1.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0110
1.1.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B high quality covered bonds (borrowed).

0120
1.1.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0130
1.1.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0140
1.1.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0150
1.1.7. Other Level 2B

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Other Level 2B (borrowed).

0160
1.1.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0170
1.1.8. Non-liquid assets

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Non-liquid assets (borrowed).

0180
1.1.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.1.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

0190
1.2. Totals for transactions in which Level 1 extremely high quality covered bonds are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 1 extremely high quality covered bonds are lent.

0200
1.2.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0210
1.2.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0220
1.2.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed).

0230
1.2.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0240
1.2.3. Level 2A assets

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2A assets (borrowed).

0250
1.2.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0260
1.2.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0270
1.2.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0280
1.2.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed).

0290
1.2.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0300
1.2.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0310
1.2.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0320
1.2.7. Other Level 2B

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Other Level 2B (borrowed).

0330
1.2.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0340
1.2.8. Non-liquid assets

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Non-liquid assets (borrowed).

0350
1.2.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.2.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

0360
1.3. Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2A assets are lent.

0370
1.3.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0380
1.3.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0390
1.3.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 extremely high quality covered bonds (borrowed).

0400
1.3.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0410
1.3.3. Level 2A assets

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2A assets (borrowed).

0420
1.3.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0430
1.3.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0440
1.3.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0450
1.3.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B high quality covered bonds (borrowed).

0460
1.3.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0470
1.3.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0480
1.3.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0490
1.3.7. Other Level 2B

Such transactions in which the institution has swapped Level 2A assets (lent) for Other Level 2B (borrowed).

0500
1.3.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0510
1.3.8. Non-liquid assets

Such transactions in which the institution has swapped Level 2A assets (lent) for Non-liquid assets (borrowed).

0520
1.3.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.3.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

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:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent.

0540
1.4.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0550
1.4.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0560
1.4.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed).

0570
1.4.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0580
1.4.3. Level 2A assets

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2A assets (borrowed).

0590
1.4.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0600
1.4.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0610
1.4.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0620
1.4.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B high quality covered bonds (borrowed).

0630
1.4.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0640
1.4.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0650
1.4.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0660
1.4.7. Other Level 2B

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Other Level 2B (borrowed).

0670
1.4.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0680
1.4.8. Non-liquid assets

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Non-liquid assets (borrowed).

0690
1.4.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.4.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

0700
1.5. Totals for transactions in which Level 2B high quality covered bonds are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B high quality covered bonds are lent.

0710
1.5.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0720
1.5.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0730
1.5.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed).

0740
1.5.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0750
1.5.3. Level 2A assets

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2A assets (borrowed).

0760
1.5.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0770
1.5.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0780
1.5.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0790
1.5.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed).

0800
1.5.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0810
1.5.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0820
1.5.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0830
1.5.7. Other Level 2B

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Other Level 2B (borrowed).

0840
1.5.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0850
1.5.8. Non-liquid assets

Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Non-liquid assets (borrowed).

0860
1.5.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.5.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

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:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) are lent.

0880
1.6.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

0890
1.6.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0900
1.6.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed).

0910
1.6.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0920
1.6.3. Level 2A assets

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2A assets (borrowed).

0930
1.6.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0940
1.6.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

0950
1.6.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0960
1.6.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B high quality covered bonds (borrowed).

0970
1.6.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

0980
1.6.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

0990
1.6.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1000
1.6.7. Other Level 2B

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Other Level 2B (borrowed).

1010
1.6.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1020
1.6.8. Non-liquid assets

Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Non-liquid assets (borrowed).

1030
1.6.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.6.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

1040
1.7. Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Other Level 2B assets are lent.

1050
1.7.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1060
1.7.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1070
1.7.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 extremely high quality covered bonds (borrowed).

1080
1.7.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1090
1.7.3. Level 2A assets

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2A assets (borrowed).

1100
1.7.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1110
1.7.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1120
1.7.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1130
1.7.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B high quality covered bonds (borrowed).

1140
1.7.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1150
1.7.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

1160
1.7.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1170
1.7.7. Other Level 2B

Such transactions in which the institution has swapped Other Level 2B (lent) for Other Level 2B (borrowed).

1180
1.7.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1190
1.7.8. Non-liquid assets

Such transactions in which the institution has swapped Other Level 2B (lent) for Non-liquid assets (borrowed).

1200
1.7.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.7.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

1210
1.8. Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Non-liquid assets are lent.

1220
1.8.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1230
1.8.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.1., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1240
1.8.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 extremely high quality covered bonds (borrowed).

1250
1.8.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.2., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1260
1.8.3. Level 2A assets

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2A assets (borrowed).

1270
1.8.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.3., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1280
1.8.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1290
1.8.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.4., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1300
1.8.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B high quality covered bonds (borrowed).

1310
1.8.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.5., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1320
1.8.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

1330
1.8.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.6., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1340
1.8.7. Other Level 2B

Such transactions in which the institution has swapped Non-liquid assets (lent) for Other Level 2B (borrowed).

1350
1.8.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 1.8.7., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1360
1.8.8. Non-liquid assets

Such transactions in which the institution has swapped Non-liquid assets (lent) for Non-liquid assets (borrowed).

1370
2. TOTAL COLLATERAL SWAPS (counterparty is non-central bank)

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps.

1380
2.1. Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for each relevant column, the total values of collateral swaps for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent.

1390
2.1.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1400
2.1.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1410
2.1.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed).

1420
2.1.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1430
2.1.3. Level 2A assets

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2A assets (borrowed).

1440
2.1.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1450
2.1.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1460
2.1.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1470
2.1.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B high quality covered bonds (borrowed).

1480
2.1.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1490
2.1.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

1500
2.1.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1510
2.1.7. Other Level 2B

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Other Level 2B (borrowed).

1520
2.1.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1530
2.1.8. Non-liquid assets

Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Non-liquid assets (borrowed).

1540
2.1.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.1.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

1550
2.2. Totals for transactions in which Level 1 extremely high quality covered bonds are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 1 extremely high quality covered bonds are lent.

1560
2.2.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1570
2.2.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1580
2.2.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed).

1590
2.2.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1600
2.2.3. Level 2A assets

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2A assets (borrowed).

1610
2.2.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1620
2.2.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1630
2.2.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1640
2.2.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed).

1650
2.2.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1660
2.2.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

1670
2.2.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1680
2.2.7. Other Level 2B

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Other Level 2B (borrowed).

1690
2.2.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1700
2.2.8. Non-liquid assets

Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Non-liquid assets (borrowed).

1710
2.2.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.2.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

1720
2.3. Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2A assets are lent.

1730
2.3.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1740
2.3.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.1., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1750
2.3.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 extremely high quality covered bonds (borrowed).

1760
2.3.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.2., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1770
2.3.3. Level 2A assets

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2A assets (borrowed).

1780
2.3.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1790
2.3.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1800
2.3.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1810
2.3.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B high quality covered bonds (borrowed).

1820
2.3.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1830
2.3.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1)

Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed).

1840
2.3.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.6., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1850
2.3.7. Other Level 2B

Such transactions in which the institution has swapped Level 2A assets (lent) for Other Level 2B (borrowed).

1860
2.3.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.7., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1870
2.3.8. Non-liquid assets

Such transactions in which the institution has swapped Level 2A assets (lent) for Non-liquid assets (borrowed).

1880
2.3.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.3.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset.

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:

Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61

Credit Institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent.

1900
2.4.1. Level 1 assets (excl. EHQ covered bonds)

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed).

1910
2.4.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.1., credit institutions shall report

  • the leg of the collateral lent , but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1920
2.4.2. Level 1 extremely high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed).

1930
2.4.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.2., credit institutions shall report

  • the leg of the collateral lent , but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1940
2.4.3. Level 2A assets

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2A assets (borrowed).

1950
2.4.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.3., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1960
2.4.4. Level 2B asset-backed securities (residential or automobile, CQS1)

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed).

1970
2.4.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.4., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.

1980
2.4.5. Level 2B high quality covered bonds

Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B high quality covered bonds (borrowed).

1990
2.4.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.5., credit institutions shall report

  • the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and

  • the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61.]