ANNEX XXV Table 11: rows 1 - 200
[F1Row | Legal references and instructions |
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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 requirementsOf the transactions in item 1.1.1., credit institutions shall report
|
0050 | 1.1.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.1.2., credit institutions shall report
|
0070 | 1.1.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.1.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.1.4., credit institutions shall report
|
0110 | 1.1.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.1.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.1.6., credit institutions shall report
|
0150 | 1.1.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.1.7., credit institutions shall report
|
0170 | 1.1.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.2.1., credit institutions shall report
|
0220 | 1.2.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.2.2., credit institutions shall report
|
0240 | 1.2.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.2.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.2.4., credit institutions shall report
|
0280 | 1.2.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.2.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.2.6., credit institutions shall report
|
0320 | 1.2.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.2.7., credit institutions shall report
|
0340 | 1.2.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.3.1., credit institutions shall report
|
0390 | 1.3.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.3.2., credit institutions shall report
|
0410 | 1.3.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.3.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.3.4., credit institutions shall report
|
0450 | 1.3.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.3.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.3.6., credit institutions shall report
|
0490 | 1.3.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.3.7., credit institutions shall report
|
0510 | 1.3.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.4.1., credit institutions shall report
|
0560 | 1.4.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.4.2., credit institutions shall report
|
0580 | 1.4.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.4.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.4.4., credit institutions shall report
|
0620 | 1.4.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.4.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.4.6., credit institutions shall report
|
0660 | 1.4.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.4.7., credit institutions shall report
|
0680 | 1.4.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.5.1., credit institutions shall report
|
0730 | 1.5.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.5.2., credit institutions shall report
|
0750 | 1.5.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.5.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.5.4., credit institutions shall report
|
0790 | 1.5.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.5.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.5.6., credit institutions shall report
|
0830 | 1.5.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.5.7., credit institutions shall report
|
0850 | 1.5.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.6.1., credit institutions shall report
|
0900 | 1.6.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.6.2., credit institutions shall report
|
0920 | 1.6.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.6.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.6.4., credit institutions shall report
|
0960 | 1.6.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.6.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.6.6., credit institutions shall report
|
1000 | 1.6.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.6.7., credit institutions shall report
|
1020 | 1.6.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 1.7.1., credit institutions shall report
|
1070 | 1.7.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 1.7.2., credit institutions shall report
|
1090 | 1.7.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 1.7.3., credit institutions shall report
|
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 requirementsOf the transactions in item 1.7.4., credit institutions shall report
|
1130 | 1.7.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 1.7.5., credit institutions shall report
|
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 requirementsOf the transactions in item 1.7.6., credit institutions shall report
|
1170 | 1.7.7. Other Level 2BSuch 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 requirementsOf the transactions in item 1.7.7., credit institutions shall report
|
1190 | 1.7.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf 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 bondsSuch 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 requirementsOf 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 assetsSuch 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 requirementsOf 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 requirementsOf 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 bondsSuch 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 requirementsOf 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 requirementsOf 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 2BSuch 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 requirementsOf 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 assetsSuch 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 requirementsOf the transactions in item 2.1.1., credit institutions shall report
|
1410 | 2.1.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 2.1.2., credit institutions shall report
|
1430 | 2.1.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 2.1.3., credit institutions shall report
|
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 requirementsOf the transactions in item 2.1.4., credit institutions shall report
|
1470 | 2.1.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 2.1.5., credit institutions shall report
|
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 requirementsOf the transactions in item 2.1.6., credit institutions shall report
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1510 | 2.1.7. Other Level 2BSuch 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 requirementsOf the transactions in item 2.1.7., credit institutions shall report
|
1530 | 2.1.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 2.2.1., credit institutions shall report
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1580 | 2.2.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 2.2.2., credit institutions shall report
|
1600 | 2.2.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 2.2.3., credit institutions shall report
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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 requirementsOf the transactions in item 2.2.4., credit institutions shall report
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1640 | 2.2.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 2.2.5., credit institutions shall report
|
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 requirementsOf the transactions in item 2.2.6., credit institutions shall report
|
1680 | 2.2.7. Other Level 2BSuch 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 requirementsOf the transactions in item 2.2.7., credit institutions shall report
|
1700 | 2.2.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 2.3.1., credit institutions shall report
|
1750 | 2.3.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 2.3.2., credit institutions shall report
|
1770 | 2.3.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 2.3.3., credit institutions shall report
|
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 requirementsOf the transactions in item 2.3.4., credit institutions shall report
|
1810 | 2.3.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 2.3.5., credit institutions shall report
|
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 requirementsOf the transactions in item 2.3.6., credit institutions shall report
|
1850 | 2.3.7. Other Level 2BSuch 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 requirementsOf the transactions in item 2.3.7., credit institutions shall report
|
1870 | 2.3.8. Non-liquid assetsSuch 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 requirementsOf 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 requirementsOf the transactions in item 2.4.1., credit institutions shall report
|
1920 | 2.4.2. Level 1 extremely high quality covered bondsSuch 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 requirementsOf the transactions in item 2.4.2., credit institutions shall report
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1940 | 2.4.3. Level 2A assetsSuch 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 requirementsOf the transactions in item 2.4.3., credit institutions shall report
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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 requirementsOf the transactions in item 2.4.4., credit institutions shall report
|
1980 | 2.4.5. Level 2B high quality covered bondsSuch 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 requirementsOf the transactions in item 2.4.5., credit institutions shall report
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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).