Search Legislation

Advanced Search

Commission Implementing Regulation (EU) No 680/2014Show full title

Commission Implementing Regulation (EU) No 680/2014of 16 April 2014laying 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)

Help about what version

What Version

Help about advanced features

Advanced Features

Help about UK-EU Regulation

Legislation originating from the EU

When the UK left the EU, legislation.gov.uk published EU legislation that had been published by the EU up to IP completion day (31 December 2020 11.00 p.m.). On legislation.gov.uk, these items of legislation are kept up-to-date with any amendments made by the UK since then.

Close

This item of legislation originated from the EU

Legislation.gov.uk publishes the UK version. EUR-Lex publishes the EU version. The EU Exit Web Archive holds a snapshot of EUR-Lex’s version from IP completion day (31 December 2020 11.00 p.m.).

Status:

Point in time view as at 31/12/2020.

Changes to legislation:

Commission Implementing Regulation (EU) No 680/2014, ANNEX XXV Table 11: rows 201 - 285 is up to date with all changes known to be in force on or before 06 November 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations. Help about Changes to Legislation

EUR 2014 No. 680 may be subject to amendment by EU Exit Instruments made by both the Prudential Regulation Authority and the Financial Conduct Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.

Close

Changes to Legislation

Changes and effects yet to be applied by the editorial team are only applicable when viewing the latest version or prospective version of legislation. They are therefore not accessible when viewing legislation as at a specific point in time. To view the ‘Changes to Legislation’ information for this provision return to the latest version view using the options provided in the ‘What Version’ box above.

ANNEX XXV Table 11: rows 201 - 285
[F12000
2.4.6. 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).

2010
2.4.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.6., 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.

2020
2.4.7. 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).

2030
2.4.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.7., 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.

2040
2.4.8. 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).

2050
2.4.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.4.8., 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.

2060
2.5. 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.

2070
2.5.1. 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).

2080
2.5.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.1., 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.

2090
2.5.2. 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).

2100
2.5.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.2., 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.

2110
2.5.3. Level 2A assets

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

2120
2.5.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.3., 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.

2130
2.5.4. 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).

2140
2.5.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.4., 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.

2150
2.5.5. 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).

2160
2.5.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.5., 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.

2170
2.5.6. 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).

2180
2.5.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.6., 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.

2190
2.5.7. Other Level 2B

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

2200
2.5.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.7., 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.

2210
2.5.8. Non-liquid assets

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

2220
2.5.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.5.8., 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.

2230
2.6. 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.

2240
2.6.1. 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).

2250
2.6.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.1., 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.

2260
2.6.2. 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).

2270
2.6.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.2., 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.

2280
2.6.3. 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).

2290
2.6.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.3., 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.

2300
2.6.4. 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).

2310
2.6.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.4., 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.

2320
2.6.5. 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).

2330
2.6.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.5., 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.

2340
2.6.6. 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).

2350
2.6.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.6., 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.

2360
2.6.7. 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).

2370
2.6.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.7., 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.

2380
2.6.8. 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).

2390
2.6.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.6.8., 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.

2400
2.7. 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.

2410
2.7.1. 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).

2420
2.7.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.1., 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.

2430
2.7.2. 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).

2440
2.7.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.2., 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.

2450
2.7.3. Level 2A assets

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

2460
2.7.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.3., 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.

2470
2.7.4. 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).

2480
2.7.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.4., 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.

2490
2.7.5. 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).

2500
2.7.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.5., 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.

2510
2.7.6. 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).

2520
2.7.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.6., 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.

2530
2.7.7. Other Level 2B

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

2540
2.7.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.7., 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.

2550
2.7.8. Non-liquid assets

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

2560
2.7.8.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.7.8., 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.

2570
2.8. 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.

2580
2.8.1. 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).

2590
2.8.1.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.1., 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.

2600
2.8.2. 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).

2610
2.8.2.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.2., 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.

2620
2.8.3. Level 2A assets

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

2630
2.8.3.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.3., 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.

2640
2.8.4. 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).

2650
2.8.4.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.4., 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.

2660
2.8.5. 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).

2670
2.8.5.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.5., 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.

2680
2.8.6. 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).

2690
2.8.6.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.6., 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.

2700
2.8.7. Other Level 2B

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

2710
2.8.7.1. Of which collateral swapped meets operational requirements

Of the transactions in item 2.8.7., 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.

2720
2.8.8. Non-liquid assets

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

MEMORANDUM ITEMS
2730
3. Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions

Institutions shall report here the total collateral swaps (all counterparties) reported in the above lines where borrowed collateral has been used to cover short positions where a 0 % outflow rate has been applied.

2740
4. Total collateral swaps with intragroup counterparties

Institutions shall report here the total collateral swaps reported in the above lines that are with intragroup counterparties.

5. Collateral swaps waived from Article 17(2) and (3)

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2750
5.1. of which: collateral borrowed is L1 excl. EHQCB

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 1 collateral excluding extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2760
5.2. of which: collateral borrowed is L1 EHQCB

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 1 collateral which is extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2770
5.3. of which: collateral borrowed is L2A

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 2A collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2780
5.4. of which: collateral borrowed is L2B

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 2B collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2790
5.5. of which: collateral lent is L1 excl. EHQCB

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 1 collateral excluding extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2800
5.6. of which: collateral lent is L1 EHQCB

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 1 collateral which is extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2810
5.7. of which: collateral lent is L2A

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 2A collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).

2820
5.8. of which: collateral lent is L2B

Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 2B collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4).]

Textual Amendments

Back to top

Options/Help

Print Options

You have chosen to open the Whole Regulation

The Whole Regulation you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.

Would you like to continue?

You have chosen to open Schedules only

The Schedules you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.

Would you like to continue?

Close

Legislation is available in different versions:

Latest Available (revised):The latest available updated version of the legislation incorporating changes made by subsequent legislation and applied by our editorial team. Changes we have not yet applied to the text, can be found in the ‘Changes to Legislation’ area.

Original (As adopted by EU): The original version of the legislation as it stood when it was first adopted in the EU. No changes have been applied to the text.

Point in Time: This becomes available after navigating to view revised legislation as it stood at a certain point in time via Advanced Features > Show Timeline of Changes or via a point in time advanced search.

Close

See additional information alongside the content

Geographical Extent: Indicates the geographical area that this provision applies to. For further information see ‘Frequently Asked Questions’.

Show Timeline of Changes: See how this legislation has or could change over time. Turning this feature on will show extra navigation options to go to these specific points in time. Return to the latest available version by using the controls above in the What Version box.

Close

Opening Options

Different options to open legislation in order to view more content on screen at once

Close

More Resources

Access essential accompanying documents and information for this legislation item from this tab. Dependent on the legislation item being viewed this may include:

  • the original print PDF of the as adopted version that was used for the EU Official Journal
  • lists of changes made by and/or affecting this legislation item
  • all formats of all associated documents
  • correction slips
  • links to related legislation and further information resources
Close

Timeline of Changes

This timeline shows the different versions taken from EUR-Lex before exit day and during the implementation period as well as any subsequent versions created after the implementation period as a result of changes made by UK legislation.

The dates for the EU versions are taken from the document dates on EUR-Lex and may not always coincide with when the changes came into force for the document.

For any versions created after the implementation period as a result of changes made by UK legislation the date will coincide with the earliest date on which the change (e.g an insertion, a repeal or a substitution) that was applied came into force. For further information see our guide to revised legislation on Understanding Legislation.

Close

More Resources

Use this menu to access essential accompanying documents and information for this legislation item. Dependent on the legislation item being viewed this may include:

  • the original print PDF of the as adopted version that was used for the print copy
  • correction slips

Click 'View More' or select 'More Resources' tab for additional information including:

  • lists of changes made by and/or affecting this legislation item
  • confers power and blanket amendment details
  • all formats of all associated documents
  • links to related legislation and further information resources

The data on this page is available in the alternative data formats listed: