http://www.legislation.gov.uk/id/eur/2016/322

ANNEX I

ANNEX XXIIREPORTING ON LIQUIDITY
LIQUIDITY TEMPLATES
Template number
Template code
Name of the template/group of templates
LIQUIDITY COVERAGE TEMPLATES
PART I — LIQUID ASSETS
72
C 72.00
LIQUIDITY COVERAGE — LIQUID ASSETS
PART II — OUTFLOWS
73
C 73.00
LIQUIDITY COVERAGE — OUTFLOWS
PART III — INFLOWS
74
C 74.00
LIQUIDITY COVERAGE — INFLOWS
PART IV — COLLATERAL SWAPS
75
C 75.00
LIQUIDITY COVERAGE — COLLATERAL SWAPS
PART V — CALCULATIONS
76
C 76.00
LIQUIDITY COVERAGE — CALCULATIONS
C 72.00 — LIQUIDITY COVERAGE — LIQUID ASSETSCurrency
Row
ID
Item
Amount/Market value
Standard weight
Applicable weight
Value according to Article 9
010
020
030
040
010
1
TOTAL UNADJUSTED LIQUID ASSETS
020
1.1
Total unadjusted level 1 assets
030
1.1.1
Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds
040
1.1.1.1
Coins and banknotes
1,00
050
1.1.1.2
Withdrawable central bank reserves
1,00
060
1.1.1.3
Central bank assets
1,00
070
1.1.1.4
Central government assets
1,00
080
1.1.1.5
Regional government/local authorities assets
1,00
090
1.1.1.6
Public Sector Entity assets
1,00
100
1.1.1.7
Recognisable domestic and foreign currency central government and central bank assets
1,00
110
1.1.1.8
Credit institution (protected by Member State government, promotional lender) assets
1,00
120
1.1.1.9
Multilateral development bank and international organisations assets
1,00
130
1.1.1.10
Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure
1,00
140
1.1.1.11
Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds
0,95
150
1.1.1.12
Alternative Liquidity Approaches: Central bank credit facility
1,00
160
1.1.1.13
Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution
170
1.1.1.14
Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1
0,80
180
1.1.2
Total unadjusted LEVEL 1 extremely high quality covered bonds
190
1.1.2.1
Extremely high quality covered bonds
0,93
200
1.1.2.2
Qualifying CIU shares/units: underlying is extremely high quality covered bonds
0,88
210
1.1.2.3
Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution
220
1.2
Total unadjusted level 2 assets
230
1.2.1
Total unadjusted LEVEL 2A assets
240
1.2.1.1
Regional government/local authorities or Public Sector Entity assets (Member State, RW20 %)
0,85
250
1.2.1.2
Central bank or central/regional government or local authorities or Public Sector Entity assets (Third Country, RW20 %)
0,85
260
1.2.1.3
High quality covered bonds (CQS2)
0,85
270
1.2.1.4
High quality covered bonds (Third Country, CQS1)
0,85
280
1.2.1.5
Corporate debt securities (CQS1)
0,85
290
1.2.1.6
Qualifying CIU shares/units: underlying is Level 2A assets
0,80
300
1.2.1.7
Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution
310
1.2.2
Total unadjusted LEVEL 2B assets
320
1.2.2.1
Asset-backed securities (residential, CQS1)
0,75
330
1.2.2.2
Asset-backed securities (auto, CQS1)
0,75
340
1.2.2.3
High quality covered bonds (RW35 %)
0,70
350
1.2.2.4
Asset-backed securities (commercial or individuals, Member State, CQS1)
0,65
360
1.2.2.5
Corporate debt securities (CQS2/3)
0,50
370
1.2.2.6
Corporate debt securities — non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3)
0,50
380
1.2.2.7
Shares (major stock index)
0,50
390
1.2.2.8
Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)
0,50
400
1.2.2.9
Restricted-use central bank committed liquidity facilities
1,00
410
1.2.2.10
Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)
0,70
420
1.2.2.11
Qualifying CIU shares/units: underlying is High quality covered bonds (RW35 %)
0,65
430
1.2.2.12
Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)
0,60
440
1.2.2.13
Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)
0,45
450
1.2.2.14
Deposits by network member with central institution (no obligated investment)
0,75
460
1.2.2.15
Liquidity funding available to network member from central institution (non-specified collateralisation)
0,75
470
1.2.2.16
Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution
MEMORANDUM ITEMS
480
2
Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons
490
3
Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)
500
4
Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)
510
5
Deposits by network member with central institution (obligated investment in Level 2A assets)
520
6
Deposits by network member with central institution (obligated investment in Level 2B assets)
530
7
Adjustments made to assets due to net liquidity outflows from early close-out of hedges
540
8
Adjustments made to assets due to net liquidity inflows from early close-out of hedges
550
9
Member State-sponsored guaranteed bank assets subject to grandfathering
560
10
Member State-sponsored impaired asset management agencies subject to transitional provision
570
11
Securitisations backed by residential loans subject to transitional provision
580
12
Level 1/2A/2B assets excluded due to currency reasons
590
13
Level 1/2A/2B assets excluded for operational reasons except for currency reasons
600
14
Level 1 Non-interest bearing assets (held by credit institutions for religious reasons)
610
15
Level 2A Non-interest bearing assets (held by credit institutions for religious reasons)
C 73.00 — LIQUIDITY COVERAGE — OUTFLOWSCurrency
Amount
Market value of collateral extended
Value of collateral extended according to Article 9
Standard Weight
Applicable Weight
Outflow
Row
ID
Item
010
020
030
040
050
060
010
1
OUTFLOWS
020
1.1
Outflows from unsecured transactions/deposits
030
1.1.1
Retail deposits
040
1.1.1.1
deposits where the payout has been agreed within the following 30 days
1,00
050
1.1.1.2
deposits subject to higher outflows
060
1.1.1.2.1
category 1
0,10-0,15
070
1.1.1.2.2
category 2
0,15-0,20
080
1.1.1.3
stable deposits
0,05
090
1.1.1.4
derogated stable deposits
0,03
100
1.1.1.5
deposits in third countries where a higher outflow is applied
110
1.1.1.6
other retail deposits
0,10
120
1.1.2
Operational deposits
130
1.1.2.1
maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship
140
1.1.2.1.1
covered by DGS
0,05
150
1.1.2.1.2
not covered by DGS
0,25
160
1.1.2.2
maintained in the context of IPS or a cooperative network
170
1.1.2.2.1
not treated as liquid assets for the depositing institution
0,25
180
1.1.2.2.2
treated as liquid assets for the depositing credit institution
1,00
190
1.1.2.3
maintained in the context of an established operational relationship (other) with non-financial customers
0,25
200
1.1.2.4
maintained to obtain cash clearing and central credit institution services within a network
0,25
210
1.1.3
Non-operational deposits
220
1.1.3.1
correspondent banking and provisions of prime brokerage deposits
1,00
230
1.1.3.2
deposits by-financial customers
1,00
240
1.1.3.3
deposits by other customers
250
1.1.3.3.1
covered by DGS
0,20
260
1.1.3.3.2
not covered by DGS
0,40
270
1.1.4
Additional outflows
280
1.1.4.1
collateral other than Level 1 assets collateral posted for derivatives
0,20
290
1.1.4.2
Level 1 EHQ Covered Bonds assets collateral posted for derivatives
0,10
300
1.1.4.3
material outflows due to deterioration of own credit quality
1,00
310
1.1.4.4
impact of an adverse market scenario on derivatives, financing transactions and other contracts
320
1.1.4.4.1
hlba approach
1,00
330
1.1.4.4.2
amao approach
1,00
340
1.1.4.5
outflows from derivatives
1,00
350
1.1.4.6
short positions
360
1.1.4.6.1
covered by collateralized SFT
0,00
370
1.1.4.6.2
other
1,00
380
1.1.4.7
callable excess collateral
1,00
390
1.1.4.8
due collateral
1,00
400
1.1.4.9
liquid asset collateral exchangable for non-liquid asset collateral
1,00
410
1.1.4.10
loss of funding on structured financing activites
420
1.1.4.10.1
structured financing instruments
1,00
430
1.1.4.10.2
financing facilites
1,00
440
1.1.4.11
assets borrowed on an unsecured basis
1,00
450
1.1.4.12
internal netting of client's positions
0,50
460
1.1.5
Committed facilities
470
1.1.5.1
credit facilities
480
1.1.5.1.1
to retail customers
0,05
490
1.1.5.1.2
to non-financial customers other than retail customers
0,10
500
1.1.5.1.3
to credit institutions
510
1.1.5.1.3.1
for funding promotional loans of retail customers
0,05
520
1.1.5.1.3.2
for funding promotional loans of non-financial customers
0,10
530
1.1.5.1.3.3
other
0,40
540
1.1.5.1.4
to regulated financial institutions other than credit institutions
0,40
550
1.1.5.1.5
within a group or an IPS if subject to preferential treatment
560
1.1.5.1.6
within IPS or cooperative network if treated as liquid asset by the depositing institution
0,75
570
1.1.5.1.7
to other financial customers
1,00
580
1.1.5.2
liquidity facilities
590
1.1.5.2.1
to retail customers
0,05
600
1.1.5.2.2
to non-financial customers other than retail customers
0,30
610
1.1.5.2.3
to personal investment companies
0,40
620
1.1.5.2.4
to SSPEs
630
1.1.5.2.4.1
to purchase assets other than securities from non-financial customers
0,10
640
1.1.5.2.4.2
other
1,00
650
1.1.5.2.5
to credit institutions
660
1.1.5.2.5.1
for funding promotional loans of retail customers
0,05
670
1.1.5.2.5.2
for funding promotional loans of non-financial customers
0,30
680
1.1.5.2.5.3
other
0,40
690
1.1.5.2.6
within a group or an IPS if subject to preferential treatment
700
1.1.5.2.7
within IPS or cooperative network if treated as liquid asset by the depositing institution
0,75
710
1.1.5.2.8
to other financial customers
1,00
720
1.1.6
Other products and services
730
1.1.6.1
other off-balance sheet and contingent funding obligations
740
1.1.6.2
undrawn loans and advances to wholesale counterparties
750
1.1.6.3
mortgages that have been agreed but not yet drawn down
760
1.1.6.4
credit cards
770
1.1.6.5
overdrafts
780
1.1.6.6
planned outflows related to renewal or extension of new retail or wholesale loans
790
1.1.6.6.1
the excess of funding to non-financial customers
800
1.1.6.6.1.1
the excess of funding to retail customers
810
1.1.6.6.1.2
the excess of funding to non financial corporates
820
1.1.6.6.1.3
the excess of funding to sovereigns, MLDBs and PSEs
830
1.1.6.6.1.4
the excess of funding to other legal entities
840
1.1.6.6.2
other
850
1.1.6.7
planned derivatives payables
860
1.1.6.8
trade finance off-balance sheet related products
870
1.1.6.9
others
880
1.1.7
Other liabilities
890
1.1.7.1
liabilities resulting from-operating expenses
0,00
900
1.1.7.2
in the form of debt securities if not treated as retail deposits
1,00
910
1.1.7.3
others
1,00
920
1.2
Outflows from secured lending and capital market-driven transactions
930
1.2.1
Counterparty is central bank
940
1.2.1.1
level 1 excl. EHQ Covered Bonds collateral
0,00
950
1.2.1.2
level 1 EHQ Covered Bonds collateral
0,00
960
1.2.1.3
level 2A collateral
0,00
970
1.2.1.4
level 2B asset-backed securities (residential or automobile, CQS1) collateral
0,00
980
1.2.1.5
level 2B covered bonds
0,00
990
1.2.1.6
level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral
0,00
1000
1.2.1.7
other Level 2B assets collateral
0,00
1010
1.2.1.8
non-liquid assets collateral
0,00
1020
1.2.2
Counterparty is non-central bank
1030
1.2.2.1
level 1 excl. EHQ Covered Bonds collateral
0,00
1040
1.2.2.2
level 1 EHQ Covered Bonds collateral
0,07
1050
1.2.2.3
level 2A collateral
0,15
1060
1.2.2.4
level 2B asset-backed securities (residential or automobile, CQS1) collateral
0,25
1070
1.2.2.5
level 2B covered bonds
0,30
1080
1.2.2.6
level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral
0,35
1090
1.2.2.7
other Level 2B assets collateral
0,50
1100
1.2.2.8
non-liquid assets collateral
1110
1.2.2.8.1
counterparty is central govt, PSE<=RW20 %, MDB
0,25
1120
1.2.2.8.2
other counterparty
1,00
1130
1.3
Total outflows from collateral swaps
MEMORANDUM ITEMS
1140
2
Retail bonds with a residual maturity of less than 30 days
1150
3
Retail deposits exempted from the calculation of outflows
1160
4
Not assessed retail deposits
1170
5
Liquidity outflows to be netted by interdependent inflows
6
Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship
1180
6.1
provided by credit institutions
1190
6.2
provided by financial customers other than credit institutions
1200
6.3
provided by sovereigns, central banks, MDBs and PSEs
1210
6.4
provided by other customers
7
Non-operational deposits maintained by financial customers and other customers
1220
7.1
provided by credit institutions
1230
7.2
provided by financial customers other than credit institutions
1240
7.3
provided by sovereigns, central banks, MDBs and PSEs
1250
7.4
provided by other customers
1260
8
Funding commitments to non-financial customers
1270
9
Level 1 excl. EHQ covered bonds collateral posted for derivatives
1280
10
SFTS monitoring
11
Intra group or IPS outflows
1290
11.1
of which: to financial customers
1300
11.2
of which: to non-financial customers
1310
11.3
of which: secured
1320
11.4
of which: credit facilities without preferential treatment
1330
11.5
of which: liquidity facilites without preferential treatment
1340
11.6
of which: operational deposits
1350
11.7
of which: non-operational deposits
1360
11.8
of which: liabilities in the form of debt securities if not treated as retail deposits
1370
12
FX outflows
1380
13
Third countries outflows — transfer restrictions or non-convertible currencies
1390
14
Additional balances required to be installed in central bank reserves
C 74.00 — LIQUIDITY COVERAGE — INFLOWSCurrency
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
010
1
TOTAL INFLOWS
020
1.1
Inflows from unsecured transactions/deposits
030
1.1.1
monies due from non-financial customers (except for central banks)
040
1.1.1.1
monies due from non-financial customers (except for central banks) not corresponding to principal repayment
050
1.1.1.2
other monies due from non-financial customers (except for central banks)
060
1.1.1.2.1
monies due from retail customers
070
1.1.1.2.2
monies due from non-financial corporates
080
1.1.1.2.3
monies due from sovereigns, multilateral development banks and public sector entities
090
1.1.1.2.4
monies due from other legal entities
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
010
1
TOTAL INFLOWS
020
1.1
Inflows from unsecured transactions/deposits
030
1.1.1
monies due from non-financial customers (except for central banks)
040
1.1.1.1
monies due from non-financial customers (except for central banks) not corresponding to principal repayment
1,00
050
1.1.1.2
other monies due from non-financial customers (except for central banks)
060
1.1.1.2.1
monies due from retail customers
0,50
070
1.1.1.2.2
monies due from non-financial corporates
0,50
080
1.1.1.2.3
monies due from sovereigns, multilateral development banks and public sector entities
0,50
090
1.1.1.2.4
monies due from other legal entities
0,50
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
010
1
TOTAL INFLOWS
020
1.1
Inflows from unsecured transactions/deposits
030
1.1.1
monies due from non-financial customers (except for central banks)
040
1.1.1.1
monies due from non-financial customers (except for central banks) not corresponding to principal repayment
050
1.1.1.2
other monies due from non-financial customers (except for central banks)
060
1.1.1.2.1
monies due from retail customers
070
1.1.1.2.2
monies due from non-financial corporates
080
1.1.1.2.3
monies due from sovereigns, multilateral development banks and public sector entities
090
1.1.1.2.4
monies due from other legal entities
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
100
1.1.2
monies due from central banks and financial customers
110
1.1.2.1
monies due from financial customers being classified as operational deposits
120
1.1.2.1.1
monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate
130
1.1.2.1.2
monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate
140
1.1.2.2
monies due from central banks and financial customers not being classified as operational deposits
150
1.1.2.2.1
monies due from central banks
160
1.1.2.2.2
monies due from financial customers
170
1.1.3
inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
100
1.1.2
monies due from central banks and financial customers
110
1.1.2.1
monies due from financial customers being classified as operational deposits
120
1.1.2.1.1
monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate
130
1.1.2.1.2
monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate
0,05
140
1.1.2.2
monies due from central banks and financial customers not being classified as operational deposits
150
1.1.2.2.1
monies due from central banks
1,00
160
1.1.2.2.2
monies due from financial customers
1,00
170
1.1.3
inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61
1,00
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
100
1.1.2
monies due from central banks and financial customers
110
1.1.2.1
monies due from financial customers being classified as operational deposits
120
1.1.2.1.1
monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate
130
1.1.2.1.2
monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate
140
1.1.2.2
monies due from central banks and financial customers not being classified as operational deposits
150
1.1.2.2.1
monies due from central banks
160
1.1.2.2.2
monies due from financial customers
170
1.1.3
inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
180
1.1.4
monies due from trade financing transactions
190
1.1.5
monies due from securities maturing within 30 days
200
1.1.6
assets with an undefined contractual end date
210
1.1.7
monies due from positions in major index equity instruments provided that there is no double counting with liquid assets
220
1.1.8
inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets
230
1.1.9
inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets
240
1.1.10
inflows from derivatives
250
1.1.11
inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate
260
1.1.12
other inflows
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
180
1.1.4
monies due from trade financing transactions
1,00
190
1.1.5
monies due from securities maturing within 30 days
1,00
200
1.1.6
assets with an undefined contractual end date
0,20
210
1.1.7
monies due from positions in major index equity instruments provided that there is no double counting with liquid assets
1,00
220
1.1.8
inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets
1,00
230
1.1.9
inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets
1,00
240
1.1.10
inflows from derivatives
1,00
250
1.1.11
inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate
260
1.1.12
other inflows
1,00
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
180
1.1.4
monies due from trade financing transactions
190
1.1.5
monies due from securities maturing within 30 days
200
1.1.6
assets with an undefined contractual end date
210
1.1.7
monies due from positions in major index equity instruments provided that there is no double counting with liquid assets
220
1.1.8
inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets
230
1.1.9
inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets
240
1.1.10
inflows from derivatives
250
1.1.11
inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate
260
1.1.12
other inflows
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
270
1.2
Inflows from secured lending and capital market-driven transactions
280
1.2.1
collateral that qualifies as a liquid asset
290
1.2.1.1
Level 1 collateral excluding extremely high quality covered bonds
300
1.2.1.2
Level 1 collateral which is extremely high quality covered bonds
310
1.2.1.3
Level 2A collateral
320
1.2.1.4
Level 2B asset backed securities (residential or auto) collateral
330
1.2.1.5
Level 2B high quality covered bonds collateral
340
1.2.1.6
Level 2B asset backed securities (commercial or individuals) collateral
350
1.2.1.7
Level 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6
360
1.2.2
collateral is used to cover a short position
370
1.2.3
collateral that does not qualify as a liquid asset
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
270
1.2
Inflows from secured lending and capital market-driven transactions
280
1.2.1
collateral that qualifies as a liquid asset
290
1.2.1.1
Level 1 collateral excluding extremely high quality covered bonds
1,00
300
1.2.1.2
Level 1 collateral which is extremely high quality covered bonds
0,93
310
1.2.1.3
Level 2A collateral
0,85
320
1.2.1.4
Level 2B asset backed securities (residential or auto) collateral
0,75
330
1.2.1.5
Level 2B high quality covered bonds collateral
0,70
340
1.2.1.6
Level 2B asset backed securities (commercial or individuals) collateral
0,65
350
1.2.1.7
Level 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6
0,50
360
1.2.2
collateral is used to cover a short position
370
1.2.3
collateral that does not qualify as a liquid asset
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
270
1.2
Inflows from secured lending and capital market-driven transactions
280
1.2.1
collateral that qualifies as a liquid asset
290
1.2.1.1
Level 1 collateral excluding extremely high quality covered bonds
300
1.2.1.2
Level 1 collateral which is extremely high quality covered bonds
310
1.2.1.3
Level 2A collateral
320
1.2.1.4
Level 2B asset backed securities (residential or auto) collateral
330
1.2.1.5
Level 2B high quality covered bonds collateral
340
1.2.1.6
Level 2B asset backed securities (commercial or individuals) collateral
350
1.2.1.7
Level 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6
360
1.2.2
collateral is used to cover a short position
370
1.2.3
collateral that does not qualify as a liquid asset
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
380
1.2.3.1
margin loans: collateral is non-liquid
390
1.2.3.2
collateral is non-liquid equity
400
1.2.3.3
all other non-liquid collateral
410
1.3
Total inflows from collateral swaps
420
1.4
(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)
430
1.5
(Excess inflows from a related specialised credit institution)
MEMORANDUM ITEMS
440
2
Interdependent inflows
450
3
FX inflows
460
4
Inflows within a group or an institutional protection scheme
470
4.1
Monies due from non-financial customers (except for central banks)
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
380
1.2.3.1
margin loans: collateral is non-liquid
0,50
390
1.2.3.2
collateral is non-liquid equity
1,00
400
1.2.3.3
all other non-liquid collateral
1,00
410
1.3
Total inflows from collateral swaps
420
1.4
(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)
430
1.5
(Excess inflows from a related specialised credit institution)
MEMORANDUM ITEMS
440
2
Interdependent inflows
450
3
FX inflows
460
4
Inflows within a group or an institutional protection scheme
470
4.1
Monies due from non-financial customers (except for central banks)
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
380
1.2.3.1
margin loans: collateral is non-liquid
390
1.2.3.2
collateral is non-liquid equity
400
1.2.3.3
all other non-liquid collateral
410
1.3
Total inflows from collateral swaps
420
1.4
(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)
430
1.5
(Excess inflows from a related specialised credit institution)
MEMORANDUM ITEMS
440
2
Interdependent inflows
450
3
FX inflows
460
4
Inflows within a group or an institutional protection scheme
470
4.1
Monies due from non-financial customers (except for central banks)
Amount
Market value of collateral received
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Row
ID
Item
010
020
030
040
050
480
4.2
Monies due from financial customers
490
4.3
Secured transactions
500
4.4
Monies due from maturing securities within 30 days
510
4.5
Any other inflows within a group or an institutional protection scheme
520
4.6
Inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate
Standard Weight
Applicable Weight
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
060
070
080
090
100
480
4.2
Monies due from financial customers
490
4.3
Secured transactions
500
4.4
Monies due from maturing securities within 30 days
510
4.5
Any other inflows within a group or an institutional protection scheme
520
4.6
Inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate
Value of collateral received according to Article 9
Inflow
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Subject to the 75 % cap on inflows
Subject to the 90 % cap on inflows
Exempted from the cap on inflows
Row
ID
Item
110
120
130
140
150
160
480
4.2
Monies due from financial customers
490
4.3
Secured transactions
500
4.4
Monies due from maturing securities within 30 days
510
4.5
Any other inflows within a group or an institutional protection scheme
520
4.6
Inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate
C 75.00 — LIQUIDITY COVERAGE — COLLATERAL SWAPSCurrency
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
010
1
TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES
020
1.1
Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
030
1.1.1
Level 1 assets (excl. EHQ covered bonds)
040
1.1.2
Level 1: extremely high quality covered bonds
050
1.1.3
Level 2A assets
060
1.1.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
070
1.1.5
Level 2B: high quality covered bonds
080
1.1.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
090
1.1.7
Other Level 2B
100
1.1.8
Non-liquid assets
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
010
1
TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES
020
1.1
Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
030
1.1.1
Level 1 assets (excl. EHQ covered bonds)
040
1.1.2
Level 1: extremely high quality covered bonds
050
1.1.3
Level 2A assets
060
1.1.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
070
1.1.5
Level 2B: high quality covered bonds
080
1.1.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
090
1.1.7
Other Level 2B
100
1.1.8
Non-liquid assets
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
110
1.2
Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
120
1.2.1
Level 1 assets (excl. EHQ covered bonds)
130
1.2.2
Level 1: extremely high quality covered bonds
140
1.2.3
Level 2A assets
150
1.2.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
160
1.2.5
Level 2B: high quality covered bonds
170
1.2.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
180
1.2.7
Other Level 2B
190
1.2.8
Non-liquid assets
200
1.3
Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
210
1.3.1
Level 1 assets (excl. EHQ covered bonds)
220
1.3.2
Level 1: extremely high quality covered bonds
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
110
1.2
Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
120
1.2.1
Level 1 assets (excl. EHQ covered bonds)
130
1.2.2
Level 1: extremely high quality covered bonds
140
1.2.3
Level 2A assets
150
1.2.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
160
1.2.5
Level 2B: high quality covered bonds
170
1.2.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
180
1.2.7
Other Level 2B
190
1.2.8
Non-liquid assets
200
1.3
Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
210
1.3.1
Level 1 assets (excl. EHQ covered bonds)
220
1.3.2
Level 1: extremely high quality covered bonds
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
230
1.3.3
Level 2A assets
240
1.3.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
250
1.3.5
Level 2B: high quality covered bonds
260
1.3.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
270
1.3.7
Other Level 2B
280
1.3.8
Non-liquid assets
290
1.4
Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:
300
1.4.1
Level 1 assets (excl. EHQ covered bonds)
310
1.4.2
Level 1: extremely high quality covered bonds
320
1.4.3
Level 2A assets
330
1.4.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
340
1.4.5
Level 2B: high quality covered bonds
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
230
1.3.3
Level 2A assets
240
1.3.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
250
1.3.5
Level 2B: high quality covered bonds
260
1.3.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
270
1.3.7
Other Level 2B
280
1.3.8
Non-liquid assets
290
1.4
Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:
300
1.4.1
Level 1 assets (excl. EHQ covered bonds)
310
1.4.2
Level 1: extremely high quality covered bonds
320
1.4.3
Level 2A assets
330
1.4.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
340
1.4.5
Level 2B: high quality covered bonds
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
350
1.4.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
360
1.4.7
Other Level 2B
370
1.4.8
Non-liquid assets
380
1.5
Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
390
1.5.1
Level 1 assets (excl. EHQ covered bonds)
400
1.5.2
Level 1: extremely high quality covered bonds
410
1.5.3
Level 2A assets
420
1.5.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
430
1.5.5
Level 2B: high quality covered bonds
440
1.5.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
450
1.5.7
Other Level 2B
460
1.5.8
Non-liquid assets
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
350
1.4.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
360
1.4.7
Other Level 2B
370
1.4.8
Non-liquid assets
380
1.5
Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
390
1.5.1
Level 1 assets (excl. EHQ covered bonds)
400
1.5.2
Level 1: extremely high quality covered bonds
410
1.5.3
Level 2A assets
420
1.5.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
430
1.5.5
Level 2B: high quality covered bonds
440
1.5.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
450
1.5.7
Other Level 2B
460
1.5.8
Non-liquid assets
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
470
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:
480
1.6.1
Level 1 assets (excl. EHQ covered bonds)
490
1.6.2
Level 1: extremely high quality covered bonds
500
1.6.3
Level 2A assets
510
1.6.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
520
1.6.5
Level 2B: high quality covered bonds
530
1.6.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
540
1.6.7
Other Level 2B
550
1.6.8
Non-liquid assets
560
1.7
Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:
570
1.7.1
Level 1 assets (excl. EHQ covered bonds)
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
470
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:
480
1.6.1
Level 1 assets (excl. EHQ covered bonds)
490
1.6.2
Level 1: extremely high quality covered bonds
500
1.6.3
Level 2A assets
510
1.6.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
520
1.6.5
Level 2B: high quality covered bonds
530
1.6.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
540
1.6.7
Other Level 2B
550
1.6.8
Non-liquid assets
560
1.7
Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:
570
1.7.1
Level 1 assets (excl. EHQ covered bonds)
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
580
1.7.2
Level 1: extremely high quality covered bonds
590
1.7.3
Level 2A assets
600
1.7.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
610
1.7.5
Level 2B: high quality covered bonds
620
1.7.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
630
1.7.7
Other Level 2B
640
1.7.8
Non-liquid assets
650
1.8
Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:
660
1.8.1
Level 1 assets (excl. EHQ covered bonds)
670
1.8.2
Level 1: extremely high quality covered bonds
680
1.8.3
Level 2A assets
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
580
1.7.2
Level 1: extremely high quality covered bonds
590
1.7.3
Level 2A assets
600
1.7.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
610
1.7.5
Level 2B: high quality covered bonds
620
1.7.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
630
1.7.7
Other Level 2B
640
1.7.8
Non-liquid assets
650
1.8
Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:
660
1.8.1
Level 1 assets (excl. EHQ covered bonds)
670
1.8.2
Level 1: extremely high quality covered bonds
680
1.8.3
Level 2A assets
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Outflows
Inflows subject to the 75 % cap on inflows
Row
ID
Item
010
020
030
040
050
060
690
1.8.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
700
1.8.5
Level 2B: high quality covered bonds
710
1.8.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
720
1.8.7
Other Level 2B
730
1.8.8
Non-liquid assets
MEMORANDUM ITEMS
740
2
Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions
750
3
Total collateral swaps with intragroup counterparties
760
4
Total collateral swaps with central bank counterparties
Inflows subject to the 90 % cap on inflows
Inflows exempted from the cap on inflows
Collateralised derivatives only
Market value of collateral lent
Liquidity value of collateral lent
Market value of collateral borrowed
Liquidity value of collateral borrowed
Row
ID
Item
070
080
090
100
110
120
690
1.8.4
Level 2B: asset-backed securities (residential or automobile, CQS1)
700
1.8.5
Level 2B: high quality covered bonds
710
1.8.6
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
720
1.8.7
Other Level 2B
730
1.8.8
Non-liquid assets
MEMORANDUM ITEMS
740
2
Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions
750
3
Total collateral swaps with intragroup counterparties
760
4
Total collateral swaps with central bank counterparties
C 76.00 — LIQUIDITY COVERAGE — CALCULATIONSCurrency
Value/Percentage
Row
ID
Item
010
CALCULATIONS
Numerator, denominator, ratio
010
1
Liquidity buffer
020
2
Net liquidity outflow
030
3
Liquidity coverage ratio (%)
Numerator calculations
040
4
L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
050
5
L1 excl. EHQCB collateral 30 day outflows
060
6
L1 excl. EHQCB collateral 30 day inflows
070
7
Secured cash 30 day ouflows
080
8
Secured cash 30 day inflows
090
9
L1 excl. EHQCB “adjusted amount before cap application”
100
10
L1 EHQCB value according to Article 9: unadjusted
110
11
L1 EHQCB collateral 30 day outflows
120
12
L1 EHQCB collateral 30 day inflows
130
13
L1 EHQCB “adjusted amount before cap application”
140
14
L1 EHQCB “adjusted amount after cap application”
150
15
L1 EHQCB “excess liquid assets amount”
160
16
L2A according to Article 9: unadjusted
170
17
L2A collateral 30 day outflows
180
18
L2A collateral 30 day inflows
190
19
L2A “adjusted amount before cap application”
200
20
L2A “adjusted amount after cap application”
210
21
L2A “excess liquid assets amount”
220
22
L2B according to Article 9: unadjusted
230
23
L2B collateral 30 day outflows
240
24
L2B collateral 30 day inflows
250
25
L2B “adjusted amount before cap application”
260
26
L2B “adjusted amount after cap application”
270
27
L2B “excess liquid assets amount”
280
28
Excess liquid asset amount
290
29
Liquidity buffer
Denominator calculations
300
30
Total Outflows
310
31
Fully Exempt Inflows
320
32
Inflows Subject to 90 % Cap
330
33
Inflows Subject to 75 % Cap
340
34
Reduction for Fully Exempt Inflows
350
35
Reduction for Inflows Subject to 90 % Cap
360
36
Reduction for Inflows Subject to 75 % Cap
370
37
Net liquidity outflow
Pillar 2
380
38
Pillar 2 requirement as set out in Article 105 CRD

LIQUIDITY TEMPLATES
Template number	Template code	Name of the template/group of templates
LIQUIDITY COVERAGE TEMPLATES
PART I — LIQUID ASSETS
72	C 72.00	LIQUIDITY COVERAGE — LIQUID ASSETS
PART II — OUTFLOWS
73	C 73.00	LIQUIDITY COVERAGE — OUTFLOWS
PART III — INFLOWS
74	C 74.00	LIQUIDITY COVERAGE — INFLOWS
PART IV — COLLATERAL SWAPS
75	C 75.00	LIQUIDITY COVERAGE — COLLATERAL SWAPS
PART V — CALCULATIONS
76	C 76.00	LIQUIDITY COVERAGE — CALCULATIONS

Row	ID	Item	Amount/Market value	Standard weight	Applicable weight	Value according to Article 9
Row	ID	Item	010	020	030	040
010	1	TOTAL UNADJUSTED LIQUID ASSETS
020	1.1	Total unadjusted level 1 assets
030	1.1.1	Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds
040	1.1.1.1	Coins and banknotes		1,00
050	1.1.1.2	Withdrawable central bank reserves		1,00
060	1.1.1.3	Central bank assets		1,00
070	1.1.1.4	Central government assets		1,00
080	1.1.1.5	Regional government/local authorities assets		1,00
090	1.1.1.6	Public Sector Entity assets		1,00
100	1.1.1.7	Recognisable domestic and foreign currency central government and central bank assets		1,00
110	1.1.1.8	Credit institution (protected by Member State government, promotional lender) assets		1,00
120	1.1.1.9	Multilateral development bank and international organisations assets		1,00
130	1.1.1.10	Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure		1,00
140	1.1.1.11	Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds		0,95
150	1.1.1.12	Alternative Liquidity Approaches: Central bank credit facility		1,00
160	1.1.1.13	Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution
170	1.1.1.14	Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1		0,80
180	1.1.2	Total unadjusted LEVEL 1 extremely high quality covered bonds
190	1.1.2.1	Extremely high quality covered bonds		0,93
200	1.1.2.2	Qualifying CIU shares/units: underlying is extremely high quality covered bonds		0,88
210	1.1.2.3	Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution
220	1.2	Total unadjusted level 2 assets
230	1.2.1	Total unadjusted LEVEL 2A assets
240	1.2.1.1	Regional government/local authorities or Public Sector Entity assets (Member State, RW20 %)		0,85
250	1.2.1.2	Central bank or central/regional government or local authorities or Public Sector Entity assets (Third Country, RW20 %)		0,85
260	1.2.1.3	High quality covered bonds (CQS2)		0,85
270	1.2.1.4	High quality covered bonds (Third Country, CQS1)		0,85
280	1.2.1.5	Corporate debt securities (CQS1)		0,85
290	1.2.1.6	Qualifying CIU shares/units: underlying is Level 2A assets		0,80
300	1.2.1.7	Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution
310	1.2.2	Total unadjusted LEVEL 2B assets
320	1.2.2.1	Asset-backed securities (residential, CQS1)		0,75
330	1.2.2.2	Asset-backed securities (auto, CQS1)		0,75
340	1.2.2.3	High quality covered bonds (RW35 %)		0,70
350	1.2.2.4	Asset-backed securities (commercial or individuals, Member State, CQS1)		0,65
360	1.2.2.5	Corporate debt securities (CQS2/3)		0,50
370	1.2.2.6	Corporate debt securities — non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3)		0,50
380	1.2.2.7	Shares (major stock index)		0,50
390	1.2.2.8	Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)		0,50
400	1.2.2.9	Restricted-use central bank committed liquidity facilities		1,00
410	1.2.2.10	Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)		0,70
420	1.2.2.11	Qualifying CIU shares/units: underlying is High quality covered bonds (RW35 %)		0,65
430	1.2.2.12	Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)		0,60
440	1.2.2.13	Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)		0,45
450	1.2.2.14	Deposits by network member with central institution (no obligated investment)		0,75
460	1.2.2.15	Liquidity funding available to network member from central institution (non-specified collateralisation)		0,75
470	1.2.2.16	Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution
MEMORANDUM ITEMS
480	2	Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons
490	3	Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)
500	4	Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)
510	5	Deposits by network member with central institution (obligated investment in Level 2A assets)
520	6	Deposits by network member with central institution (obligated investment in Level 2B assets)
530	7	Adjustments made to assets due to net liquidity outflows from early close-out of hedges
540	8	Adjustments made to assets due to net liquidity inflows from early close-out of hedges
550	9	Member State-sponsored guaranteed bank assets subject to grandfathering
560	10	Member State-sponsored impaired asset management agencies subject to transitional provision
570	11	Securitisations backed by residential loans subject to transitional provision
580	12	Level 1/2A/2B assets excluded due to currency reasons
590	13	Level 1/2A/2B assets excluded for operational reasons except for currency reasons
600	14	Level 1 Non-interest bearing assets (held by credit institutions for religious reasons)
610	15	Level 2A Non-interest bearing assets (held by credit institutions for religious reasons)

			Amount	Market value of collateral extended	Value of collateral extended according to Article 9	Standard Weight	Applicable Weight	Outflow
Row	ID	Item	010	020	030	040	050	060
010	1	OUTFLOWS
020	1.1	Outflows from unsecured transactions/deposits
030	1.1.1	Retail deposits
040	1.1.1.1	deposits where the payout has been agreed within the following 30 days				1,00
050	1.1.1.2	deposits subject to higher outflows
060	1.1.1.2.1	category 1				0,10-0,15
070	1.1.1.2.2	category 2				0,15-0,20
080	1.1.1.3	stable deposits				0,05
090	1.1.1.4	derogated stable deposits				0,03
100	1.1.1.5	deposits in third countries where a higher outflow is applied
110	1.1.1.6	other retail deposits				0,10
120	1.1.2	Operational deposits
130	1.1.2.1	maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship
140	1.1.2.1.1	covered by DGS				0,05
150	1.1.2.1.2	not covered by DGS				0,25
160	1.1.2.2	maintained in the context of IPS or a cooperative network
170	1.1.2.2.1	not treated as liquid assets for the depositing institution				0,25
180	1.1.2.2.2	treated as liquid assets for the depositing credit institution				1,00
190	1.1.2.3	maintained in the context of an established operational relationship (other) with non-financial customers				0,25
200	1.1.2.4	maintained to obtain cash clearing and central credit institution services within a network				0,25
210	1.1.3	Non-operational deposits
220	1.1.3.1	correspondent banking and provisions of prime brokerage deposits				1,00
230	1.1.3.2	deposits by-financial customers				1,00
240	1.1.3.3	deposits by other customers
250	1.1.3.3.1	covered by DGS				0,20
260	1.1.3.3.2	not covered by DGS				0,40
270	1.1.4	Additional outflows
280	1.1.4.1	collateral other than Level 1 assets collateral posted for derivatives				0,20
290	1.1.4.2	Level 1 EHQ Covered Bonds assets collateral posted for derivatives				0,10
300	1.1.4.3	material outflows due to deterioration of own credit quality				1,00
310	1.1.4.4	impact of an adverse market scenario on derivatives, financing transactions and other contracts
320	1.1.4.4.1	hlba approach				1,00
330	1.1.4.4.2	amao approach				1,00
340	1.1.4.5	outflows from derivatives				1,00
350	1.1.4.6	short positions
360	1.1.4.6.1	covered by collateralized SFT				0,00
370	1.1.4.6.2	other				1,00
380	1.1.4.7	callable excess collateral				1,00
390	1.1.4.8	due collateral				1,00
400	1.1.4.9	liquid asset collateral exchangable for non-liquid asset collateral				1,00
410	1.1.4.10	loss of funding on structured financing activites
420	1.1.4.10.1	structured financing instruments				1,00
430	1.1.4.10.2	financing facilites				1,00
440	1.1.4.11	assets borrowed on an unsecured basis				1,00
450	1.1.4.12	internal netting of client's positions				0,50
460	1.1.5	Committed facilities
470	1.1.5.1	credit facilities
480	1.1.5.1.1	to retail customers				0,05
490	1.1.5.1.2	to non-financial customers other than retail customers				0,10
500	1.1.5.1.3	to credit institutions
510	1.1.5.1.3.1	for funding promotional loans of retail customers				0,05
520	1.1.5.1.3.2	for funding promotional loans of non-financial customers				0,10
530	1.1.5.1.3.3	other				0,40
540	1.1.5.1.4	to regulated financial institutions other than credit institutions				0,40
550	1.1.5.1.5	within a group or an IPS if subject to preferential treatment
560	1.1.5.1.6	within IPS or cooperative network if treated as liquid asset by the depositing institution				0,75
570	1.1.5.1.7	to other financial customers				1,00
580	1.1.5.2	liquidity facilities
590	1.1.5.2.1	to retail customers				0,05
600	1.1.5.2.2	to non-financial customers other than retail customers				0,30
610	1.1.5.2.3	to personal investment companies				0,40
620	1.1.5.2.4	to SSPEs
630	1.1.5.2.4.1	to purchase assets other than securities from non-financial customers				0,10
640	1.1.5.2.4.2	other				1,00
650	1.1.5.2.5	to credit institutions
660	1.1.5.2.5.1	for funding promotional loans of retail customers				0,05
670	1.1.5.2.5.2	for funding promotional loans of non-financial customers				0,30
680	1.1.5.2.5.3	other				0,40
690	1.1.5.2.6	within a group or an IPS if subject to preferential treatment
700	1.1.5.2.7	within IPS or cooperative network if treated as liquid asset by the depositing institution				0,75
710	1.1.5.2.8	to other financial customers				1,00
720	1.1.6	Other products and services
730	1.1.6.1	other off-balance sheet and contingent funding obligations
740	1.1.6.2	undrawn loans and advances to wholesale counterparties
750	1.1.6.3	mortgages that have been agreed but not yet drawn down
760	1.1.6.4	credit cards
770	1.1.6.5	overdrafts
780	1.1.6.6	planned outflows related to renewal or extension of new retail or wholesale loans
790	1.1.6.6.1	the excess of funding to non-financial customers
800	1.1.6.6.1.1	the excess of funding to retail customers
810	1.1.6.6.1.2	the excess of funding to non financial corporates
820	1.1.6.6.1.3	the excess of funding to sovereigns, MLDBs and PSEs
830	1.1.6.6.1.4	the excess of funding to other legal entities
840	1.1.6.6.2	other
850	1.1.6.7	planned derivatives payables
860	1.1.6.8	trade finance off-balance sheet related products
870	1.1.6.9	others
880	1.1.7	Other liabilities
890	1.1.7.1	liabilities resulting from-operating expenses				0,00
900	1.1.7.2	in the form of debt securities if not treated as retail deposits				1,00
910	1.1.7.3	others				1,00
920	1.2	Outflows from secured lending and capital market-driven transactions
930	1.2.1	Counterparty is central bank
940	1.2.1.1	level 1 excl. EHQ Covered Bonds collateral				0,00
950	1.2.1.2	level 1 EHQ Covered Bonds collateral				0,00
960	1.2.1.3	level 2A collateral				0,00
970	1.2.1.4	level 2B asset-backed securities (residential or automobile, CQS1) collateral				0,00
980	1.2.1.5	level 2B covered bonds				0,00
990	1.2.1.6	level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral				0,00
1000	1.2.1.7	other Level 2B assets collateral				0,00
1010	1.2.1.8	non-liquid assets collateral				0,00
1020	1.2.2	Counterparty is non-central bank
1030	1.2.2.1	level 1 excl. EHQ Covered Bonds collateral				0,00
1040	1.2.2.2	level 1 EHQ Covered Bonds collateral				0,07
1050	1.2.2.3	level 2A collateral				0,15
1060	1.2.2.4	level 2B asset-backed securities (residential or automobile, CQS1) collateral				0,25
1070	1.2.2.5	level 2B covered bonds				0,30
1080	1.2.2.6	level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral				0,35
1090	1.2.2.7	other Level 2B assets collateral				0,50
1100	1.2.2.8	non-liquid assets collateral
1110	1.2.2.8.1	counterparty is central govt, PSE<=RW20 %, MDB				0,25
1120	1.2.2.8.2	other counterparty				1,00
1130	1.3	Total outflows from collateral swaps
MEMORANDUM ITEMS
1140	2	Retail bonds with a residual maturity of less than 30 days
1150	3	Retail deposits exempted from the calculation of outflows
1160	4	Not assessed retail deposits
1170	5	Liquidity outflows to be netted by interdependent inflows
	6	Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship
1180	6.1	provided by credit institutions
1190	6.2	provided by financial customers other than credit institutions
1200	6.3	provided by sovereigns, central banks, MDBs and PSEs
1210	6.4	provided by other customers
	7	Non-operational deposits maintained by financial customers and other customers
1220	7.1	provided by credit institutions
1230	7.2	provided by financial customers other than credit institutions
1240	7.3	provided by sovereigns, central banks, MDBs and PSEs
1250	7.4	provided by other customers
1260	8	Funding commitments to non-financial customers
1270	9	Level 1 excl. EHQ covered bonds collateral posted for derivatives
1280	10	SFTS monitoring
	11	Intra group or IPS outflows
1290	11.1	of which: to financial customers
1300	11.2	of which: to non-financial customers
1310	11.3	of which: secured
1320	11.4	of which: credit facilities without preferential treatment
1330	11.5	of which: liquidity facilites without preferential treatment
1340	11.6	of which: operational deposits
1350	11.7	of which: non-operational deposits
1360	11.8	of which: liabilities in the form of debt securities if not treated as retail deposits
1370	12	FX outflows
1380	13	Third countries outflows — transfer restrictions or non-convertible currencies
1390	14	Additional balances required to be installed in central bank reserves

			Amount			Market value of collateral received
			Subject to the 75 % cap on inflows	Subject to the 90 % cap on inflows	Exempted from the cap on inflows	Subject to the 75 % cap on inflows	Subject to the 90 % cap on inflows
Row	ID	Item	010	020	030	040	050
010	1	TOTAL INFLOWS
020	1.1	Inflows from unsecured transactions/deposits
030	1.1.1	monies due from non-financial customers (except for central banks)
040	1.1.1.1	monies due from non-financial customers (except for central banks) not corresponding to principal repayment
050	1.1.1.2	other monies due from non-financial customers (except for central banks)
060	1.1.1.2.1	monies due from retail customers
070	1.1.1.2.2	monies due from non-financial corporates
080	1.1.1.2.3	monies due from sovereigns, multilateral development banks and public sector entities
090	1.1.1.2.4	monies due from other legal entities

				Standard Weight	Applicable Weight
			Exempted from the cap on inflows		Applicable Weight
			Exempted from the cap on inflows		Subject to the 75 % cap on inflows	Subject to the 90 % cap on inflows	Exempted from the cap on inflows
Row	ID	Item	060	070	080	090	100
010	1	TOTAL INFLOWS
020	1.1	Inflows from unsecured transactions/deposits
030	1.1.1	monies due from non-financial customers (except for central banks)
040	1.1.1.1	monies due from non-financial customers (except for central banks) not corresponding to principal repayment		1,00
050	1.1.1.2	other monies due from non-financial customers (except for central banks)
060	1.1.1.2.1	monies due from retail customers		0,50
070	1.1.1.2.2	monies due from non-financial corporates		0,50
080	1.1.1.2.3	monies due from sovereigns, multilateral development banks and public sector entities		0,50
090	1.1.1.2.4	monies due from other legal entities		0,50

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
010	1	TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES
020	1.1	Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
030	1.1.1	Level 1 assets (excl. EHQ covered bonds)
040	1.1.2	Level 1: extremely high quality covered bonds
050	1.1.3	Level 2A assets
060	1.1.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
070	1.1.5	Level 2B: high quality covered bonds
080	1.1.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
090	1.1.7	Other Level 2B
100	1.1.8	Non-liquid assets

			Inflows subject to the 90 % cap on inflows	Inflows exempted from the cap on inflows	Collateralised derivatives only
			Inflows subject to the 90 % cap on inflows	Inflows exempted from the cap on inflows	Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed
Row	ID	Item	070	080	090	100	110	120
010	1	TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES
020	1.1	Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
030	1.1.1	Level 1 assets (excl. EHQ covered bonds)
040	1.1.2	Level 1: extremely high quality covered bonds
050	1.1.3	Level 2A assets
060	1.1.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
070	1.1.5	Level 2B: high quality covered bonds
080	1.1.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
090	1.1.7	Other Level 2B
100	1.1.8	Non-liquid assets

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
230	1.3.3	Level 2A assets
240	1.3.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
250	1.3.5	Level 2B: high quality covered bonds
260	1.3.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
270	1.3.7	Other Level 2B
280	1.3.8	Non-liquid assets
290	1.4	Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:
300	1.4.1	Level 1 assets (excl. EHQ covered bonds)
310	1.4.2	Level 1: extremely high quality covered bonds
320	1.4.3	Level 2A assets
330	1.4.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
340	1.4.5	Level 2B: high quality covered bonds

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
350	1.4.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
360	1.4.7	Other Level 2B
370	1.4.8	Non-liquid assets
380	1.5	Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
390	1.5.1	Level 1 assets (excl. EHQ covered bonds)
400	1.5.2	Level 1: extremely high quality covered bonds
410	1.5.3	Level 2A assets
420	1.5.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
430	1.5.5	Level 2B: high quality covered bonds
440	1.5.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
450	1.5.7	Other Level 2B
460	1.5.8	Non-liquid assets

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
470	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:
480	1.6.1	Level 1 assets (excl. EHQ covered bonds)
490	1.6.2	Level 1: extremely high quality covered bonds
500	1.6.3	Level 2A assets
510	1.6.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
520	1.6.5	Level 2B: high quality covered bonds
530	1.6.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
540	1.6.7	Other Level 2B
550	1.6.8	Non-liquid assets
560	1.7	Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:
570	1.7.1	Level 1 assets (excl. EHQ covered bonds)

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
580	1.7.2	Level 1: extremely high quality covered bonds
590	1.7.3	Level 2A assets
600	1.7.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
610	1.7.5	Level 2B: high quality covered bonds
620	1.7.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
630	1.7.7	Other Level 2B
640	1.7.8	Non-liquid assets
650	1.8	Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:
660	1.8.1	Level 1 assets (excl. EHQ covered bonds)
670	1.8.2	Level 1: extremely high quality covered bonds
680	1.8.3	Level 2A assets

			Market value of collateral lent	Liquidity value of collateral lent	Market value of collateral borrowed	Liquidity value of collateral borrowed	Outflows	Inflows subject to the 75 % cap on inflows
Row	ID	Item	010	020	030	040	050	060
690	1.8.4	Level 2B: asset-backed securities (residential or automobile, CQS1)
700	1.8.5	Level 2B: high quality covered bonds
710	1.8.6	Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
720	1.8.7	Other Level 2B
730	1.8.8	Non-liquid assets
MEMORANDUM ITEMS
740	2	Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions
750	3	Total collateral swaps with intragroup counterparties
760	4	Total collateral swaps with central bank counterparties

			Value/Percentage
Row	ID	Item	010
CALCULATIONS
Numerator, denominator, ratio
010	1	Liquidity buffer
020	2	Net liquidity outflow
030	3	Liquidity coverage ratio (%)
Numerator calculations
040	4	L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
050	5	L1 excl. EHQCB collateral 30 day outflows
060	6	L1 excl. EHQCB collateral 30 day inflows
070	7	Secured cash 30 day ouflows
080	8	Secured cash 30 day inflows
090	9	L1 excl. EHQCB “adjusted amount before cap application”
100	10	L1 EHQCB value according to Article 9: unadjusted
110	11	L1 EHQCB collateral 30 day outflows
120	12	L1 EHQCB collateral 30 day inflows
130	13	L1 EHQCB “adjusted amount before cap application”
140	14	L1 EHQCB “adjusted amount after cap application”
150	15	L1 EHQCB “excess liquid assets amount”
160	16	L2A according to Article 9: unadjusted
170	17	L2A collateral 30 day outflows
180	18	L2A collateral 30 day inflows
190	19	L2A “adjusted amount before cap application”
200	20	L2A “adjusted amount after cap application”
210	21	L2A “excess liquid assets amount”
220	22	L2B according to Article 9: unadjusted
230	23	L2B collateral 30 day outflows
240	24	L2B collateral 30 day inflows
250	25	L2B “adjusted amount before cap application”
260	26	L2B “adjusted amount after cap application”
270	27	L2B “excess liquid assets amount”
280	28	Excess liquid asset amount
290	29	Liquidity buffer
Denominator calculations
300	30	Total Outflows
310	31	Fully Exempt Inflows
320	32	Inflows Subject to 90 % Cap
330	33	Inflows Subject to 75 % Cap
340	34	Reduction for Fully Exempt Inflows
350	35	Reduction for Inflows Subject to 90 % Cap
360	36	Reduction for Inflows Subject to 75 % Cap
370	37	Net liquidity outflow
Pillar 2
380	38	Pillar 2 requirement as set out in Article 105 CRD