[F1ANNEX XXV U.K.

Textual Amendments

REPORTING ON LIQUIDITY (PART 2 OUTFLOWS) U.K.

1. Outflows U.K.

1.2. Specific remarks regarding settlement and forward starting transactions U.K.
13. Decision tree for sections 1 of C 73.00 of Annex XXIV, the decision tree is without prejudice to the memorandum items reporting. The decision tree is part of the instructions to specify prioritization assessment criteria for the assignment of each reported item in order to secure homogenous and comparable reporting. Going through the decision tree alone is not sufficient, credit institutions shall always comply with the rest of the instructions. For the sake of simplicity, the decision tree ignores totals and subtotals; this however does not mean that they shall not be reported as well. DA refers to Delegated Regulation (EU) 2015/61. U.K.
ANNEX XXV Table 3: rows 1 - 105
[F1# Item Decision Reporting
1 Forward starting transaction Yes # 2
No # 4
2 Forward transaction entered into subsequent to the reporting date; Yes Do not report
No # 3
3 Forward transaction that start within the 30 day time horizon and mature after the 30-day horizon where the initial leg produces a net outflow Yes ID 1.1.8.6.
No Do not report
4 An item requiring additional outflows in accordance with Article 30 of DA? Yes # 5 and subsequently # 51
No # 5
5 Retail deposit in accordance with Article 411 (2) of Regulation (EU) 575/2013? Yes # 6
No # 12
6 Cancelled deposit with a residual maturity of less than 30 calendar days and where pay-out has been agreed to another credit institution? Yes ID 1.1.1.2.
No # 7
7 Deposit in accordance with Article 25(4) of DA? Yes ID 1.1.1.1.
No # 8
8 Deposit in accordance with Article 25(5) of DA? Yes ID 1.1.1.6.
No # 9
9 Deposit in accordance with Article 25(2) of DA? Yes Allocate into one relevant item of ID 1.1.1.3.
No # 10
10 Deposit in accordance with Article 24(4) of DA? Yes ID 1.1.1.5.
No # 11
11 Deposit in accordance with Article 24(1) of DA? Yes ID 1.1.1.4.
No ID 1.1.1.7.
12 Liability that become due, can be called for pay- out by the issuer or by the provider of the funding or entail an expectation by the provider of the funding that the credit institution would repay the liability during the next 30 calendar days? Yes # 13
No # 30
13 Liability resulting from the institution’s own operating expenses? Yes ID 1.1.8.1.
No # 14
14 Liability in form of bond sold exclusively in the retail market and held in a retail account in accordance with Article 28(6) of DA? Yes Follow path for retail deposits (ie. answer yes for # 5 and treat accordingly)
No # 15
15 Liability in form of debt security? Yes ID 1.1.8.2.
No # 16
16 Deposit received as collateral? Yes Allocate across relevant items of ID 1.1.5.
No # 17
17 Deposit arising out of a corresponding banking or from the prime brokerage? Yes ID1.1.4.1.
No # 18
18 Operational deposit in accordance with Article 27 of DA? Yes # 19
No # 24
19 Maintained in the context of IPS or a cooperative network? Yes # 20
No # 22
20 Treated as liquid assets for the depositing credit institution? Yes ID 1.1.2.2.2.
No # 21
21 Maintained to obtain cash clearing and central credit institution services within a network? Yes ID 1.1.2.4.
No ID 1.1.2.2.1.
22 Maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship? Yes Allocate into one relevant item of ID 1.1.2.1.
No # 23
23 Maintained in the context of an established operational relationship (other) with non-financial customers? Yes ID 1.1.2.3.
No # 24
24 Excess operational deposits? Yes Allocate into one relevant item of ID 1.1.3.
No # 25
25 Other deposit? Yes # 26
No # 27
26 Deposits by financial customers? Yes ID 1.1.4.2.
No Allocate into one relevant item of ID 1.1.4.3.
27 Liability from secured lending and capital market driven transaction with the exception of derivatives and collateral swaps? Yes Allocate into one relevant item of ID 1.2.
No # 28
28 Liability from collateral swaps? Yes Allocate into one relevant item of C75.01 and ID 1.3. where applicable.
No # 29
29 Liability resulting in an outflow from derivatives in accordance with Article 30(4) of DA? Yes ID 1.1.5.5.
No # 30
30 Any other liability that becomes due in the next 30 days? Yes ID 1.1.8.3
No #31
31 Contractual commitments to extend funding to non-financial customers that is due in the next 30 days in excess of inflows from those customers? Yes One of the following IDs: 1.1.8.4.1 to 1.1.8.4.4
No #32
32 Other outflows that are due in the next 30 days not mentioned above? Yes ID 1.1.8.6
No #33
33 Undrawn amount that can be drawn from committed credit and liquidity facility in accordance with Article 31 of DA? Yes #34
No # 42
34 Committed credit facility? Yes # 35
No # 37
35 Within IPS or cooperative network treated as liquid asset by the depositing institution? Yes ID 1.1.6.1.6.
No # 36
36 Within a group or an IPS subject to preferential treatment? Yes ID 1.1.6.1.5.
No Allocate into one relevant remaining item of ID 1.1.6.1.
37 Committed liquidity facility? Yes #38
n/a n/a
38 Within IPS or cooperative network treated as liquid asset by the depositing institution? Yes ID 1.1.6.2.7.
No # 39
39 Within a group or an IPS subject to preferential treatment? Yes ID 1.1.6.2.6.
No # 40
40 To SSPEs? Yes Allocate into one relevant item of ID 1.1.6.2.4.
No #41
41 To personal investment companies? Yes ID 1.1.6.2.3.
No Allocate into one relevant remaining item of ID 1.1.6.2.
42 Other product or service in accordance with Article 23 of DA? Yes # 43
No Do not report
43 Trade finance off balance sheet related product? Yes ID1.1.7.8.
No # 44
44 Undrawn loans and advances to wholesale counterparties? Yes ID 1.1.7.2.
No # 45
45 Mortgages that have been agreed but not yet drawn down Yes ID 1.1.7.3.
No # 46
46 Planned outflow related to renewal or extension of new retail or wholesale loans? Yes ID 1.1.7.6.
No # 47
47 Credit cards? Yes ID 1.1.7.4.
No # 48
48 Overdrafts? Yes ID 1.1.7.5.
No # 49
49 Derivatives payable? Yes ID1.1.7.7.
No # 50
50 Other off balance sheet and contingent funding obligation? Yes ID1.1.7.1.
No ID 1.1.7.9.
51 Debt security already reported in item 1.1.8.2 of C 73.00? Yes Do not report
No # 52
52 Liquidity requirement for derivatives in accordance with Article 30.4 of DA already considered in question # 29? Yes Do not report
No Allocate across relevant items of ID 1.1.5.]