xmlns:atom="http://www.w3.org/2005/Atom" xmlns:atom="http://www.w3.org/2005/Atom"
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).
a Collateral swap transactions additionally need to be reported in template C 75.01 of ANNEX XXIV.] | |||||
[F1# | Item | Decision | Reporting | ||
---|---|---|---|---|---|
1 | Inflow meeting the operational criteria as specified in Article 32, such as:
| No | No Reporting | ||
Yes | # 2 | ||||
2 | Forward starting transaction | Yes | # 3 | ||
No | # 5 | ||||
3 | Forward transaction entered into subsequent to the reporting date; | Yes | No Reporting | ||
No | # 4 | ||||
4 | Forward transaction that start within the 30 day horizon and mature after the 30-day horizon where the initial leg produces a net inflow | Yes | Row 260, ID 1.1.11. | ||
No | No Reporting | ||||
5 | Inflows within a group or an institutional protection scheme | Yes | # 6 | ||
No | # 7 | ||||
6 | Inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has granted permission to apply a higher inflow rate (Article 34) | Yes | Row 250, ID 1.1.10. | ||
No | # 7 | ||||
7 | Inflows from secured lending and capital markets-driven transactions with the exception of derivatives (Article 32(3)(b)-(c);(e)-(f)) | Yes | # 23 | ||
No | # 8 | ||||
8 | Monies due from securities maturing within 30 calendar days (Article 32(2)(c)) | Yes | Row 190, ID 1.1.5. | ||
No | # 9 | ||||
9 | Monies due from trade financing transactions with a residual maturity of no more than 30 days (Article 32(2)(b)) | Yes | Row 180, ID 1.1.4. | ||
No | # 10 | ||||
10 | Loans with an undefined contractual end date (Article 32(3)(i)) | Yes | # 11 | ||
No | # 12 | ||||
11 | Interest and minimum payments from loans with an undefined contractual end date that are contractually due and that are subject to an actual cash inflow within the next 30 days | Yes | # 12 | ||
No | Row 200, ID 1.1.6. | ||||
12 | Monies due from positions in major index equity instruments provided that there is no double counting with liquid assets (Article 32(2)(d)) | Yes | Row 210, ID 1.1.7. | ||
No | # 13 | ||||
13 | Inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets (Article 32(4)) | Yes | Row 230, ID 1.1.8. | ||
No | # 14 | ||||
14 | Derivatives cash inflows net by counterparty and collateral (Article 32(5)) | Yes | Row 240, ID 1.1.9. | ||
No | # 15 | ||||
15 | Inflows related to outflows in accordance with promotional loan commitments referred to in Article 31(9) (Article 32(3)(a)) | Yes | Row 170, ID 1.1.3. | ||
No | # 16 | ||||
16 | Monies due from central banks and financial customers with a residual maturity of no more than 30 days (Article 32(2)(a)) | Yes | # 20 | ||
No | # 17 | ||||
17 | Monies due from non-financial customers (except for central banks) not corresponding to principal repayment (Article 32(2)) | Yes | Row 040, ID 1.1.1.1. | ||
No | # 18 | ||||
18 | Other monies due from non-financial customers (except for central banks) (Article 32(3)(a)) | Yes | # 19 | ||
No | Row 260, ID 1.1.11. | ||||
19 | Other monies due from non-financial customers (except for central banks) (Article 32(3)(a)) | # 19.1 | Retail customers | Yes | Row 060, ID 1.1.1.2.1. |
No | # 19.2 | ||||
# 19.2 | Non-financial corporates | Yes | Row 070, ID 1.1.1.2.2. | ||
No | # 19.3 | ||||
# 19.3 | Sovereigns, MDBs and PSEs | Yes | Row 080, ID 1.1.1.2.3. | ||
No | Row 090, ID 1.1.1.2.4. | ||||
20 | Inflows from financial customers being classified as operational deposits (Article 32(3)(d)) | Yes | # 21 | ||
No | # 22 | ||||
21 | Credit institution is able to establish a corresponding symmetrical inflow rate (Article 32(3)(d)) | Yes | Row 120, ID 1.1.2.1.1. | ||
No | Row 130, ID 1.1.2.1.2. | ||||
22 | Monies due from central banks (Article 32(2)(a)) | Yes | Row 150, ID 1.1.2.2.1. | ||
No | Row 160, ID 1.1.2.2.2. | ||||
23 | Collateral Swap Transaction (Article 32(3)(e)) | Yes | Row 410, ID 1.3 a | ||
No | # 24 | ||||
24 | Transaction is conducted with a central bank | Yes | #25 | ||
No | # 31 | ||||
25 | Collateral is generally eligible as a liquid asset (irrespective or not whether it is re-used in another transaction and irrespective of whether the asset meets the operational requirement under Article 8) | Yes | # 26 | ||
No | # 30 | ||||
26 | Collateral is used to cover short positions | Yes | Row 297, ID 1.2.1.2 | ||
No | # 27 | ||||
27 | Collateral received meets the operational requirements under Article 8 | Yes | # 28 | ||
No | # 29 | ||||
28 | Secured funding transaction secured by (Article 32(3)(b)): | # 28.1 | Level 1 collateral excluding extremely high quality covered bonds | Yes | Row 269, ID 1.2.1.1.1 + Row 271, ID 1.2.1.1.1.1 |
No | # 28.2 | ||||
# 28.2 | Level 1 collateral which is extremely high quality covered bonds | Yes | Row 273, ID 1.2.1.1.2 + Row 275, ID 1.2.1.1.2.1 | ||
No | # 28.3 | ||||
# 28.3 | Level 2A collateral | Yes | Row 277, ID 1.2.1.1.3 + Row 279, ID 1.2.1.1.3.1 | ||
No | # 28.4 | ||||
# 28.4 | Level 2B asset backed securities (residential or auto) collateral | Yes | Row 281, ID 1.2.1.1.4 + Row 283, ID 1.2.1.1.4.1 | ||
No | # 28.5 | ||||
# 28.5 | Level 2B high quality covered bonds collateral | Yes | Row 285, ID 1.2.1.1.5 + Row 287, ID 1.2.1.1.5.1 | ||
No | # 28.6 | ||||
# 28.6 | Level 2B asset backed securities (commercial or individuals) collateral | Yes | Row 289, ID 1.2.1.1.6 + Row 291, ID 1.2.1.1.6.1 | ||
No | Row 293, ID 1.2.1.1.7 + Row 295, ID 1.2.1.1.7.1 | ||||
29 | Secured funding transaction secured by (Article 32(3)(b)): | # 29.1 | Level 1 collateral excluding extremely high quality covered bonds | Yes | Row 269, ID 1.2.1.1.1 |
No | # 29.2 | ||||
# 29.2 | Level 1 collateral which is extremely high quality covered bonds | Yes | Row 273, ID 1.2.1.1.2 | ||
No | # 29.3 | ||||
# 29.3 | Level 2A collateral | Yes | Row 277, ID 1.2.1.1.3 | ||
No | # 29.4 | ||||
# 29.4 | Level 2B asset backed securities (residential or auto) collateral | Yes | Row 281, ID 1.2.1.1.4 | ||
No | # 29.5 | ||||
# 29.5 | Level 2B high quality covered bonds collateral | Yes | Row 285, ID 1.2.1.1.5 | ||
No | # 29.6 | ||||
# 29.6 | Level 2B asset backed securities (commercial or individuals) collateral | Yes | Row 289, ID 1.2.1.1.6 | ||
No | Row 293, ID 1.2.1.1.7 | ||||
30 | Collateral that does not qualify as a liquid asset (Article 32(3)(b)) and is non-liquid equity | Yes | Row 301, ID 1.2.1.3.1 | ||
No | Row 303, ID 1.2.1.3.2 | ||||
31 | Collateral is generally eligible as a liquid asset (irrespective or not whether it is re-used in another transaction and irrespective of whether the asset meets the operational requirement under Article 8) | Yes | # 32 | ||
No | # 36 | ||||
32 | Collateral is used to cover short positions | Yes | Row 337, ID 1.2.2.2 | ||
No | # 33 | ||||
33 | Collateral received meets the operational requirements under Article 8 | Yes | # 34 | ||
No | # 35 | ||||
34 | Secured funding transaction secured by (Article 32(3)(b)) | # 34.1 | Level 1 collateral excluding extremely high quality covered bonds | Yes | Row 309, ID 1.2.2.1.1 + Row 311, ID 1.2.2.1.1.1 |
No | # 34.2 | ||||
# 34.2 | Level 1 collateral which is extremely high quality covered bonds | Yes | Row 313, ID 1.2.2.1.2 + Row 315, ID 1.2.2.1.2.1 | ||
No | # 34.3 | ||||
# 34.3 | Level 2A collateral | Yes | Row 317, ID 1.2.2.1.3 + Row 319, ID 1.2.2.1.3.1 | ||
No | # 34.4 | ||||
# 34.4 | Level 2B asset backed securities (residential or auto) collateral | Yes | Row 321, ID 1.2.2.1.4 + Row 323, ID 1.2.2.1.4.1 | ||
No | # 34.5 | ||||
# 34.5 | Level 2B high quality covered bonds collateral | Yes | Row 325, ID 1.2.2.1.5 + Row 327, ID 1.2.2.1.5.1 | ||
No | # 34.6 | ||||
# 34.6 | Level 2B asset backed securities (commercial or individuals) collateral | Yes | Row 329, ID 1.2.2.1.6 + Row 331, ID 1.2.2.1.6.1 | ||
No | Row 333, ID 1.2.2.1.7 + Row 335, ID 1.2.2.1.7.1 | ||||
35 | Secured funding transaction secured by (Article 32(3)(b)) | # 35.1 | Level 1 collateral excluding extremely high quality covered bonds | Yes | Row 309, ID 1.2.2.1.1 |
No | # 35.2 | ||||
# 35.2 | Level 1 collateral which is extremely high quality covered bonds | Yes | Row 313, ID 1.2.2.1.2 | ||
No | # 35.3 | ||||
# 35.3 | Level 2A collateral | Yes | Row 317, ID 1.2.2.1.3 | ||
No | # 35.4 | ||||
# 35.4 | Level 2B asset backed securities (residential or auto) collateral | Yes | Row 321, ID 1.2.2.1.4 | ||
No | # 35.5 | ||||
# 35.5 | Level 2B high quality covered bonds collateral | Yes | Row 325, ID 1.2.2.1.5 | ||
No | # 35.6 | ||||
# 35.6 | Level 2B asset backed securities (commercial or individuals) collateral | Yes | Row 329, ID 1.2.2.1.6 | ||
No | Row 333, ID 1.2.2.1.7 | ||||
36 | Collateral that does not qualify as a liquid asset (Article 32(3)(b)) | # 36.1 | margin loans: collateral is non-liquid | Yes | Row 341, ID 1.2.2.3.1. |
No | # 36.2 | ||||
# 36.2 | collateral is non-liquid equity | Yes | Row 343, ID 1.2.2.3.2. | ||
No | Row 345, ID 1.2.2.3.3. |