- Latest available (Revised)
- Point in Time (10/02/2016)
- Original (As adopted by EU)
Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage requirement (Text with EEA relevance)
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Commission Implementing Regulation (EU) 2016/322 is up to date with all changes known to be in force on or before 26 August 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.
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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 |
Currency
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) |
Currency
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 |
Currency
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 |
Currency
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 |
Currency
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” |
include those categories referred to in Article 22(2) of Commission Delegated Regulation (EU) 2015/61
be calculated by multiplying the outstanding balances of various categories of liabilities and off-balance sheet commitments by the rates at which they are expected to run off or be drawn down as indicated in Commission Delegated Regulation (EU) 2015/61.
only items and flows denominated in that currency shall be reported;
in case of currency mismatch between legs of a transaction, only the leg in that currency shall be reported;
where the Commission Delegated Regulation (EU) 2015/61 allows netting it may only be applied to flows in that currency;
where a flow has multicurrency optionality, the credit institution shall make an assessment of the currency in which the flow is likely to occur and shall report the item only in that significant currency.
Forward repos, forward reverse repos and forward collateral swaps that start and mature within the LCR's 30 day horizon do not have any impact on a bank's LCR and can be ignored
# | 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 prior to and mature after the 30-day horizon. | Yes | Do not report |
No | ID 1.1.7.3. | ||
4 | An item requiring additional outflows in accordance with Article 30 of DA? | Yes | # 5 and subsequently # 48 |
No | # 5 | ||
5 | Retail deposit in accordance with Article 3(8) of DA. | Yes | # 6 |
No | # 12 | ||
6 | Canceled deposit with a residual maturity of less than 30 calendar days and where pay-out has been agreed to another credit institution? | Yes | ID 1.1.1.1. |
No | # 7 | ||
7 | Deposit in accordance with Article 25(4) of DA? | Yes | Do not report |
No | # 8 | ||
8 | Deposit in accordance with Article 25(5) of DA? | Yes | ID 1.1.1.5. |
No | # 9 | ||
9 | Deposit in accordance with Article 25(2) of DA? | Yes | Allocate into one relevant item of ID 1.1.1.2. |
No | # 10 | ||
10 | Deposit in accordance with Article 24(4) of DA? | Yes | ID 1.1.1.4. |
No | # 11 | ||
11 | Deposit in accordance with Article 24(1) of DA? | Yes | ID 1.1.1.3. |
No | ID 1.1.1.6. | ||
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 | # 29 | ||
13 | Liability resulting from the institution's own operating expenses? | Yes | ID 1.1.7.1. |
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 1.1.7.2. |
No | # 16 | ||
16 | Deposit received as collateral? | Yes | Allocate across relevant items of ID 1.1.4. |
No | # 17 | ||
17 | Deposit arising out of a corresponding banking or from the prime brokerage? | Yes | ID1.1.3.1. |
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 | Other deposit? | Yes | # 25 |
No | # 26 | ||
25 | Deposits by financial customers? | Yes | ID 1.1.3.2. |
No | Allocate into one relevant item of ID 1.1.3.3. | ||
26 | 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 | # 27 | ||
27 | Liability from collateral swaps? | Yes | Allocate into one relevant item of C75.00 and ID 1.3. where applicable. |
No | # 28 | ||
28 | Liability resulting in an outflow from derivatives in accordance with Article 30(4) of DA? | Yes | ID 1.1.4.5. |
No | ID1.1.7.3. | ||
29 | Undrawn amount that can be drawn from committed credit and liquidity facility in accordance with Article 31 of DA? | Yes | #30 |
No | # 38 | ||
30 | Committed credit facility? | Yes | # 31 |
No | # 33 | ||
31 | Within IPS or cooperative network treated as liquid asset by the depositing institution? | Yes | ID 1.1.5.1.6. |
No | # 32 | ||
32 | Within a group or an IPS subject to preferential treatment? | Yes | ID 1.1.5.1.5. |
No | Allocate into one relevant remaining item of ID 1.1.5.1. | ||
33 | Committed liquidity facility? | Yes | #34 |
n/a | n/a | ||
34 | Within IPS or cooperative network treated as liquid asset by the depositing institution? | Yes | ID 1.1.5.2.7. |
No | # 35 | ||
35 | Within a group or an IPS subject to preferential treatment? | Yes | ID 1.1.5.2.6. |
No | # 36 | ||
36 | To SSPEs? | Yes | Allocate into one relevant item of ID 1.1.5.2.4. |
No | #37 | ||
37 | To personal investment companies? | Yes | ID 1.1.5.2.3. |
No | Allocate into one relevant remaining item of ID 1.1.5.2. | ||
38 | Other product or service in accordance with Article 23 of DA? | Yes | # 39 |
No | Do not report | ||
39 | Trade finance off balance sheet related product? | Yes | ID1.1.6.8. |
No | # 40 | ||
40 | Contractual commitments to extend funding to non-financial customers in excess of monies due from those customers? | Yes | One of the following IDs: 1.1.6.6.1.1. to 1.1.6.6.1.4. |
No | # 41 | ||
41 | Undrawn loans and advances to wholesale counterparties? | Yes | ID 1.1.6.2. |
No | # 42 | ||
42 | Mortgages that have been agreed but not yet drawn down | Yes | ID 1.1.6.3. |
No | # 43 | ||
43 | Is it other planned outflow related to renewal or extension of new loans? | Yes | ID 1.1.6.6.2. |
No | # 44 | ||
44 | Credit cards? | Yes | ID 1.1.6.4. |
No | # 45 | ||
45 | Overdraft? | Yes | ID 1.1.6.5. |
No | # 46 | ||
46 | Planned derivatives payable? | Yes | ID1.1.6.7. |
No | # 47 | ||
47 | Other off balance sheet and contingent funding obligation? | Yes | ID1.1.6.1. |
No | ID 1.1.6.9. | ||
48 | Debt security already reported in item 1.1.7.2 of C 73.00? | Yes | Do not report |
No | # 49 | ||
49 | Liquidity requirement for derivatives in accordance with article 30.4 of DA already considered in question # 28? | Yes | Do not report |
No | Allocate across relevant items of ID 1.1.4. |
comprise only contractual inflows from exposures that are not past due and for which the credit institution has no reason to expect non-performance within the 30-day time horizon.
be calculated by multiplying the outstanding balances of various categories of contractual receivables by the rates specified in Commission Delegated Regulation (EU) 2015/61.
Credit institutions shall report inflows stemming from forward starting repos that start within the 30 day horizon and mature beyond the 30 day horizon. The inflow to be received shall be reported in {C 74.00; r260} (“other inflows”), net of the market value of the asset to be delivered to the counterparty after the application of the related LCR haircut. If the asset is not a “liquid asset”, the inflow to be received shall be reported in full. The asset to be pledged as collateral shall be reported in C 72.00 if the institution holds the asset in its book at the reference date and it fulfills the related conditions.
Credit institutions shall report inflows stemming from forward starting repos, reverse repos and collateral swaps that start within the 30 day horizon and mature beyond the 30 day horizon where the initial leg produces an inflow. In the case of a repo, the inflow to be received shall be reported in {C 74.00; r260} (“other inflows”), net of the market value of the asset to be delivered to the counterparty after the application of the related LCR haircut. If the amount to be received is lower than the market value of the asset (after LCR haircut) to be lent as collateral, the difference shall be reported as an outflow in C.73.00. If the asset is not a “liquid asset”, the inflow to be received shall be reported in full. The asset to be pledged as collateral shall be reported in C 72.00 where the institution holds the asset in its book at the reference date and it fulfills the related conditions. In the case of a reverse repo, where the market value of the asset to be received as collateral after the application of the related LCR haircut (if the asset qualifies as liquid asset) is larger than the cash amount to be lent, the difference is to be reported as an inflow in {C 74.00; r260} (“other inflows”). For collateral swaps, where the net effect of the initial swap of assets (taking into account LCR haircuts) gives rise to an inflow this inflow shall be reported {C 74.00; r260} (“other inflows”).
Forward repos, forward reverse repos and forward collateral swaps that start and mature within the LCR's 30 day horizon do not have any impact on a bank's LCR and can be ignored.
a Collateral swap transactions additionally need to be reported in template C 75.00 of ANNEX XXIV. | |||||
# | 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 prior to and mature after the 30-day horizon | Yes | No Reporting | ||
No | Row 260, ID 1.1.12. | ||||
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 1.1.11. | ||
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 days (Article 32(2)(a)(i)) | Yes | Row 190, ID 1.1.5. | ||
No | # 9 | ||||
9 | Inflows from trade financing transactions (Article 32(2)(a)(ii)) | Yes | Row 180, ID 1.1.4. | ||
No | # 10 | ||||
10 | Assets with an undefined contractual end date (Article 32(3)(i)) | Yes | # 11 | ||
No | # 12 | ||||
11 | Interest and minimum payments from assets 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)(b)) | Yes | Row 210, ID 1.1.7. | ||
No | # 13 | ||||
13 | 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 (Article 32(3)(g)) | Yes | Row 220, ID 1.1.8. | ||
No | # 14 | ||||
14 | 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 1.1.9. | ||
No | # 15 | ||||
15 | Derivatives cash inflows net by counterparty and collateral (Article 32(5)) | Yes | Row 240, ID 1.1.10. | ||
No | # 16 | ||||
16 | 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 | # 17 | ||||
17 | Monies due from central banks and financial customers (Article 32(2)(a)) | Yes | # 21 | ||
No | # 18 | ||||
18 | 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 | # 19 | ||||
19 | Other monies due from non-financial customers (except for central banks) (Article 32(3)(a)) | Yes | # 20 | ||
No | Row 260, ID 1.1.12. | ||||
20 | Other monies due from non-financial customers (except for central banks) (Article 32(3)(a)) | # 20.1 | Retail customers | Yes | Row 060, ID 1.1.1.2.1. |
No | # 20.2 | ||||
# 20.2 | Non-financial corporates | Yes | Row 070, ID 1.1.1.2.2. | ||
No | # 20.3 | ||||
# 20.3 | Sovereigns, MDBs and PSEs | Yes | Row 080, ID 1.1.1.2.3. | ||
No | Row 090, ID 1.1.1.2.4. | ||||
21 | Inflows from financial customers being classified as operational deposits (Article 32(3)(d)) | Yes | # 22 | ||
No | # 23 | ||||
22 | 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. | ||||
23 | 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. | ||||
24 | Collateral Swap Transaction (Article 32(3)(e)) | Yes | Row 410, ID 1.3a | ||
No | # 25 | ||||
25 | Collateral qualifies as a liquid asset (Article 32(3)(b)) | Yes | # 26 | ||
No | # 27 | ||||
26 | Secured funding transaction secured by (Article 32(3)(b)) | # 26.1 | Collateral is used to cover short positions | Yes | Row 360, ID 1.2.2. |
No | # 26.2 | ||||
# 26.2 | Level 1 collateral excluding extremely high quality covered bonds | Yes | Row 290, ID 1.2.1.1. | ||
No | # 26.3 | ||||
# 26.3 | Level 1 collateral which is extremely high quality covered bonds | Yes | Row 300, ID 1.2.1.2. | ||
No | # 26.4 | ||||
# 26.4 | Level 2A collateral | Yes | Row 310, ID 1.2.1.3. | ||
No | # 26.5 | ||||
# 26.5 | Level 2B asset backed securities (residential or auto) collateral | Yes | Row 320, ID 1.2.1.4. | ||
No | # 26.6 | ||||
# 26.6 | Level 2B high quality covered bonds collateral | Yes | Row 330, ID 1.2.1.5. | ||
No | # 26.7 | ||||
# 26.7 | Level 2B asset backed securities (commercial or individuals) collateral | Yes | Row 340, ID 1.2.1.6. | ||
No | Row 350, ID 1.2.1.7. | ||||
27 | Collateral that does not qualify as a liquid asset (Article 32(3)(b)) | # 27.1 | margin loans: collateral is non-liquid | Yes | Row 380, ID 1.2.3.1. |
No | # 27.2 | ||||
# 27.2 | collateral is non-liquid equity | Yes | Row 390, ID 1.2.3.2. | ||
No | Row 400, ID 1.2.3.3. |
# | Item | Decision | Reporting | ||
---|---|---|---|---|---|
1 | Inflow to be reported in rows 010-430 of template C 74.00 of ANNEX XXIV in accordance with Article 32, Article 33 and Article 34 and in accordance with the classification as specified in section 1 ('Decision tree on rows in template C 74.00') | No | No Reporting | ||
Yes | # 2 | ||||
2 | Inflows from secured lending and capital markets-driven transactions with the exception of derivatives (Article 32(3)(b)-(c);(e)-(f)) | Yes | # 11 | ||
No | # 3 | ||||
3 | Partial exemption from the cap on inflows (Article 33(2)-(5)) | Yes | # 4 | ||
No | # 6 | ||||
4 | Partial exemption from the cap on inflows (Article 33(2)-(5)) | # 4.1 | Part of inflows exempted from the cap on inflows | — | # 5 |
# 4.2 | Part of inflows not exempted from the cap on inflows | — | # 7 | ||
5 | Part of the inflows exempted from the 75 % cap on inflows subject to 90 % cap on inflows (Article 33(4) and Article 33(5)) | Yes | # 9 | ||
No | # 10 | ||||
6 | Inflow subject to the 75 % cap on inflows (Article 33(1)) | Yes | # 7 | ||
No | # 8 | ||||
7 | Inflow subject to the 75 % cap on inflows (Article 33(1)) | #7.1 | Monies due/maximum amount that can be drawn | — | Column 010 |
# 7.2 | Applicable Weight | — | Column 080 | ||
# 7.3 | Inflow | — | Column 140 | ||
8 | Inflow subject to the 90 % cap on inflows (Article 33(4) and Article 33(5)) | Yes | # 9 | ||
No | # 10 | ||||
9 | Inflow subject to the 90 % cap on inflows (Article 33(4) and Article 33(5)) | # 9.1 | Monies due/maximum amount that can be drawn | — | Column 020 |
# 9.2 | Applicable Weight | — | Column 090 | ||
# 9.3 | Inflow | — | Column 150 | ||
10 | Inflows that are fully exempted from the cap on inflows (Article 33(2)-(3)) | # 10.1 | Monies due/maximum amount that can be drawn | — | Column 030 |
# 10.2 | Applicable Weight | — | Column 100 | ||
# 10.3 | Inflow | — | Column 160 | ||
11 | Secured funding transaction where the collateral qualify as a liquid asset | Yes | # 12 | ||
No | # 3 | ||||
12 | Partial exemption from the cap on inflows (Article 33(2)-(5)) | Yes | # 13 | ||
No | # 15 | ||||
13 | Partial exemption from the cap on inflows (Article 33(2)-(5)) | # 13.1 | Part of inflows exempted from the cap on inflows | — | # 14 |
# 13.2 | Part of inflows not exempted from the cap on inflows | — | # 16 | ||
14 | Part of the inflows exempted from the 75 % cap on inflows subject to 90 % cap on inflows (Article 33(4) and Article 33(5)) | Yes | # 18 | ||
No | # 19 | ||||
15 | Inflow subject to the 75 % cap on inflows (Article 33(1)) | Yes | # 16 | ||
No | # 17 | ||||
16 | Inflow subject to the 75 % cap on inflows (Article 33(1)) | # 16.1 | Monies due | — | Column 010 |
# 16.2 | Market value of collateral received | — | Column 040 | ||
# 16.3 | Applicable Weight | — | Column 080 | ||
# 16.4 | Value of collateral received according to Article 9 | — | Column 110 | ||
# 16.5 | Inflow | — | Column 140 | ||
17 | Inflow subject to the 90 % cap on inflows (Article 33(4) and Article 33(5)) | Yes | # 18 | ||
No | # 19 | ||||
18 | Inflow subject to the 90 % cap on inflows (Article 33(4) and Article 33(5)) | # 18.1 | Monies due | — | Column 020 |
# 18.2 | Market value of collateral received | — | Column 050 | ||
# 18.3 | Applicable Weight | — | Column 090 | ||
# 18.4 | Value of collateral received according to Article 9 | — | Column 120 | ||
# 18.5 | Inflow | — | Column 150 | ||
19 | Inflows that are fully exempted from the cap on inflows (Article 33(2)-(3)) | # 19.1 | Monies due | — | Column 030 |
# 19.2 | Market value of collateral received | — | Column 060 | ||
# 19.3 | Applicable Weight | — | Column 100 | ||
# 19.4 | Value of collateral received according to Article 9 | — | Column 130 | ||
# 19.5 | Inflow | — | Column 160 |
This is a summary template which contains information about calculations for the purpose of reporting the liquidity coverage requirement as specified in Commission Delegated Regulation (EU) 2015/61. Items which do not need to be completed by institutions are coloured grey.
Cell references are given in the format: template; row; column. For example, {C 72.00; r130; c040} refers to Liquid Assets template; row 130; column 040.
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