| 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 75.01 | LIQUIDITY COVERAGE – COLLATERAL SWAPS |
| PART V – CALCULATIONS | ||
| 76 | C 76.00 | LIQUIDITY COVERAGE – CALCULATIONS |
| PART VI – PERIMETER OF CONSOLIDATION | ||
| 77 | C 77.00 | LIQUIDITY COVERAGE – PERIMETER |
Currency
| Row | ID | Item | Amount/Market value | Standard weight | Applicable weight | Value in accordance with 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 | 1,0 | |||
| 050 | 1.1.1.2 | Withdrawable central bank reserves | 1,0 | |||
| 060 | 1.1.1.3 | Central bank assets | 1,0 | |||
| 070 | 1.1.1.4 | Central government assets | 1,0 | |||
| 080 | 1.1.1.5 | Regional government / local authorities assets | 1,0 | |||
| 090 | 1.1.1.6 | Public Sector Entity assets | 1,0 | |||
| 100 | 1.1.1.7 | Recognisable domestic and foreign currency central government and central bank assets | 1,0 | |||
| 110 | 1.1.1.8 | Credit institution (protected by Member State government, promotional lender) assets | 1,0 | |||
| 120 | 1.1.1.9 | Multilateral development bank and international organisations assets | 1,0 | |||
| 130 | 1.1.1.10 | Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure | 1,0 | |||
| 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 | 1,0 | |||
| 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: Level 2A assets recognised as Level 1 | 0,8 | |||
| 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 | 0,8 | |||
| 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 %) | 0,7 | |||
| 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) | 0,5 | |||
| 370 | 1.2.2.6 | Corporate debt securities – non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3) | 0,5 | |||
| 380 | 1.2.2.7 | Shares (major stock index) | 0,5 | |||
| 390 | 1.2.2.8 | Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 0,5 | |||
| 400 | 1.2.2.9 | Restricted-use central bank committed liquidity facilities | 1,0 | |||
| 410 | 1.2.2.10 | Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1) | 0,7 | |||
| 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) | 0,6 | |||
| 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 | ||||||
| 485 | 2 | Deposits by network member with central institution (obligated investment) | ||||
| 580 | 3 | Level 1/2A/2B assets excluded due to currency reasons | ||||
| 590 | 4 | Level 1/2A/2B assets excluded for operational reasons except for currency reasons | ||||
Currency
| Amount | Market value of collateral extended | Value of collateral extended in accordance with 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 | ||||||
| 035 | 1.1.1.1 | deposits exempted from the calculation of outflows | 0,0 | |||||
| 040 | 1.1.1.2 | deposits where the payout has been agreed within the following 30 days | 1,0 | |||||
| 050 | 1.1.1.3 | deposits subject to higher outflows | ||||||
| 060 | 1.1.1.3.1 | category 1 | 0,1-0,15 | |||||
| 070 | 1.1.1.3.2 | category 2 | 0,15-0,2 | |||||
| 080 | 1.1.1.4 | stable deposits | 0,05 | |||||
| 090 | 1.1.1.5 | derogated stable deposits | 0,03 | |||||
| 100 | 1.1.1.6 | deposits in third countries where a higher outflow is applied | ||||||
| 110 | 1.1.1.7 | other retail deposits | 0,1 | |||||
| 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 | 1,0 | |||||
| 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 | |||||
| 203 | 1.1.3 | Excess operational deposits | ||||||
| 204 | 1.1.3.1 | deposits by financial customers | 1,0 | |||||
| 205 | 1.1.3.2 | deposits by other customers | ||||||
| 206 | 1.1.3.2.1 | covered by DGS | 0,2 | |||||
| 207 | 1.1.3.2.2 | not covered by DGS | 0,4 | |||||
| 210 | 1.1.4 | Non-operational deposits | ||||||
| 220 | 1.1.4.1 | correspondent banking and provisions of prime brokerage deposits | 1,0 | |||||
| 230 | 1.1.4.2 | deposits by financial customers | 1,0 | |||||
| 240 | 1.1.4.3 | deposits by other customers | ||||||
| 250 | 1.1.4.3.1 | covered by DGS | 0,2 | |||||
| 260 | 1.1.4.3.2 | not covered by DGS | 0,4 | |||||
| 270 | 1.1.5 | Additional outflows | ||||||
| 280 | 1.1.5.1 | collateral other than Level 1 assets collateral posted for derivatives | 0,2 | |||||
| 290 | 1.1.5.2 | Level 1 EHQ Covered Bonds assets collateral posted for derivatives | 0,1 | |||||
| 300 | 1.1.5.3 | material outflows due to deterioration of own credit quality | 1,0 | |||||
| 310 | 1.1.5.4 | impact of an adverse market scenario on derivatives transactions | 1,0 | |||||
| 340 | 1.1.5.5 | outflows from derivatives | 1,0 | |||||
| 350 | 1.1.5.6 | short positions | ||||||
| 360 | 1.1.5.6.1 | covered by collateralized SFT | 0,0 | |||||
| 370 | 1.1.5.6.2 | other | 1,0 | |||||
| 380 | 1.1.5.7 | callable excess collateral | 1,0 | |||||
| 390 | 1.1.5.8 | due collateral | 1,0 | |||||
| 400 | 1.1.5.9 | liquid asset collateral exchangable for non-liquid asset collateral | 1,0 | |||||
| 410 | 1.1.5.10 | loss of funding on structured financing activites | ||||||
| 420 | 1.1.5.10.1 | structured financing instruments | 1,0 | |||||
| 430 | 1.1.5.10.2 | financing facilites | 1,0 | |||||
| 450 | 1.1.5.11 | internal netting of client's positions | 0,5 | |||||
| 460 | 1.1.6 | Committed facilities | ||||||
| 470 | 1.1.6.1 | credit facilities | ||||||
| 480 | 1.1.6.1.1 | to retail customers | 0,05 | |||||
| 490 | 1.1.6.1.2 | to non-financial customers other than retail customers | 0,1 | |||||
| 500 | 1.1.6.1.3 | to credit institutions | ||||||
| 510 | 1.1.6.1.3.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 520 | 1.1.6.1.3.2 | for funding promotional loans of non-financial customers | 0,1 | |||||
| 530 | 1.1.6.1.3.3 | other | 0,4 | |||||
| 540 | 1.1.6.1.4 | to regulated financial institutions other than credit institutions | 0,4 | |||||
| 550 | 1.1.6.1.5 | within a group or an IPS if subject to preferential treatment | ||||||
| 560 | 1.1.6.1.6 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 570 | 1.1.6.1.7 | to other financial customers | 1,0 | |||||
| 580 | 1.1.6.2 | liquidity facilities | ||||||
| 590 | 1.1.6.2.1 | to retail customers | 0,05 | |||||
| 600 | 1.1.6.2.2 | to non-financial customers other than retail customers | 0,3 | |||||
| 610 | 1.1.6.2.3 | to personal investment companies | 0,4 | |||||
| 620 | 1.1.6.2.4 | to SSPEs | ||||||
| 630 | 1.1.6.2.4.1 | to purchase assets other than securities from non-financial customers | 0,1 | |||||
| 640 | 1.1.6.2.4.2 | other | 1,0 | |||||
| 650 | 1.1.6.2.5 | to credit institutions | ||||||
| 660 | 1.1.6.2.5.1 | for funding promotional loans of retail customers | 0,05 | |||||
| 670 | 1.1.6.2.5.2 | for funding promotional loans of non-financial customers | 0,3 | |||||
| 680 | 1.1.6.2.5.3 | other | 0,4 | |||||
| 690 | 1.1.6.2.6 | within a group or an IPS if subject to preferential treatment | ||||||
| 700 | 1.1.6.2.7 | within IPS or cooperative network if treated as liquid asset by the depositing institution | 0,75 | |||||
| 710 | 1.1.6.2.8 | to other financial customers | 1,0 | |||||
| 720 | 1.1.7 | Other products and services | ||||||
| 731 | 1.1.7.1 | Uncommitted funding facilities | ||||||
| 740 | 1.1.7.2 | undrawn loans and advances to wholesale counterparties | ||||||
| 750 | 1.1.7.3 | mortgages that have been agreed but not yet drawn down | ||||||
| 760 | 1.1.7.4 | credit cards | ||||||
| 770 | 1.1.7.5 | overdrafts | ||||||
| 780 | 1.1.7.6 | planned outflows related to renewal or extension of new retail or wholesale loans | ||||||
| 850 | 1.1.7.7 | derivatives payables | ||||||
| 860 | 1.1.7.8 | trade finance off-balance sheet related products | ||||||
| 870 | 1.1.7.9 | others | ||||||
| 885 | 1.1.8 | Other liabilities and due commitments | ||||||
| 890 | 1.1.8.1 | liabilities resulting from operating expenses | 0,0 | |||||
| 900 | 1.1.8.2 | in the form of debt securities if not treated as retail deposits | 1,0 | |||||
| 912 | 1.1.8.4 | the excess of funding to non-financial customers | ||||||
| 913 | 1.1.8.4.1 | the excess of funding to retail customers | 1,0 | |||||
| 914 | 1.1.8.4.2 | the excess of funding to non financial corporates | 1,0 | |||||
| 915 | 1.1.8.4.3 | the excess of funding to sovereigns, MLDBs and PSEs | 1,0 | |||||
| 916 | 1.1.8.4.4 | the excess of funding to other legal entities | 1,0 | |||||
| 917 | 1.1.8.5 | assets borrowed on an unsecured basis | 1,0 | |||||
| 918 | 1.1.8.6 | others | 1,0 | |||||
| 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 | 0,0 | |||||
| 945 | 1.2.1.1.1 | of which collateral extended meets operational requirements | ||||||
| 950 | 1.2.1.2 | level 1 EHQ Covered Bonds collateral | 0,0 | |||||
| 955 | 1.2.1.2.1 | of which collateral extended meets operational requirements | ||||||
| 960 | 1.2.1.3 | level 2A collateral | 0,0 | |||||
| 965 | 1.2.1.3.1 | of which collateral extended meets operational requirements | ||||||
| 970 | 1.2.1.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,0 | |||||
| 975 | 1.2.1.4.1 | of which collateral extended meets operational requirements | ||||||
| 980 | 1.2.1.5 | level 2B covered bonds | 0,0 | |||||
| 985 | 1.2.1.5.1 | of which collateral extended meets operational requirements | ||||||
| 990 | 1.2.1.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,0 | |||||
| 995 | 1.2.1.6.1 | of which collateral extended meets operational requirements | ||||||
| 1000 | 1.2.1.7 | other Level 2B assets collateral | 0,0 | |||||
| 1005 | 1.2.1.7.1 | of which collateral extended meets operational requirements | ||||||
| 1010 | 1.2.1.8 | non-liquid assets collateral | 0,0 | |||||
| 1020 | 1.2.2 | Counterparty is non-central bank | ||||||
| 1030 | 1.2.2.1 | level 1 excl. EHQ Covered Bonds collateral | 0,0 | |||||
| 1035 | 1.2.2.1.1 | of which collateral extended meets operational requirements | ||||||
| 1040 | 1.2.2.2 | level 1 EHQ Covered Bonds collateral | 0,07 | |||||
| 1045 | 1.2.2.2.1 | of which collateral extended meets operational requirements | ||||||
| 1050 | 1.2.2.3 | level 2A collateral | 0,15 | |||||
| 1055 | 1.2.2.3.1 | of which collateral extended meets operational requirements | ||||||
| 1060 | 1.2.2.4 | level 2B asset-backed securities (residential or automobile, CQS1) collateral | 0,25 | |||||
| 1065 | 1.2.2.4.1 | of which collateral extended meets operational requirements | ||||||
| 1070 | 1.2.2.5 | level 2B covered bonds | 0,3 | |||||
| 1075 | 1.2.2.5.1 | of which collateral extended meets operational requirements | ||||||
| 1080 | 1.2.2.6 | level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral | 0,35 | |||||
| 1085 | 1.2.2.6.1 | of which collateral extended meets operational requirements | ||||||
| 1090 | 1.2.2.7 | other Level 2B assets collateral | 0,5 | |||||
| 1095 | 1.2.2.7.1 | of which collateral extended meets operational requirements | ||||||
| 1100 | 1.2.2.8 | non-liquid assets collateral | 1,0 | |||||
| 1130 | 1.3 | Total outflows from collateral swaps | ||||||
| MEMORANDUM ITEMS | ||||||||
| 1170 | 2 | Liquidity outflows to be netted by interdependent inflows | ||||||
| 3 | Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship | |||||||
| 1180 | 3.1 | provided by credit institutions | ||||||
| 1190 | 3.2 | provided by financial customers other than credit institutions | ||||||
| 1200 | 3.3 | provided by sovereigns, central banks, MDBs and PSEs | ||||||
| 1210 | 3.4 | provided by other customers | ||||||
| 4 | Intra group or IPS outflows | |||||||
| 1290 | 4.1 | of which: to financial customers | ||||||
| 1300 | 4.2 | of which: to non-financial customers | ||||||
| 1310 | 4.3 | of which: secured | ||||||
| 1320 | 4.4 | of which: credit facilities without preferential treatment | ||||||
| 1330 | 4.5 | of which: liquidity facilites without preferential treatment | ||||||
| 1340 | 4.6 | of which: operational deposits | ||||||
| 1345 | 4.7 | of which: excess operational deposits | ||||||
| 1350 | 4.8 | of which: non-operational deposits | ||||||
| 1360 | 4.9 | of which: liabilities in the form of debt securities if not treated as retail deposits | ||||||
| 1370 | 5 | FX outflows | ||||||
| 6 | Secured funding waived from Article 17 (2) and (3) | |||||||
| 1400 | 6.1 | of which: secured by L1 excl. EHQCB | ||||||
| 1410 | 6.2 | of which: secured by L1 EHQCB | ||||||
| 1420 | 6.3 | of which: secured by L2A | ||||||
| 1430 | 6.4 | of which: secured by L2B | ||||||
| 1440 | 6.5 | of which: secured by non-liquid assets | ||||||
Currency
| Amount | Market value of collateral received | Standard Weight | Applicable Weight | Value of collateral received in accordance with 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 | 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 | Subject to the 75 % cap on inflows | Subject to the 90 % cap on inflows | Exempted from the cap on inflows | ||||
| Row | ID | Item | 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 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 | 1,0 | |||||||||||||||
| 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 | 0,5 | |||||||||||||||
| 070 | 1.1.1.2.2 | monies due from non-financial corporates | 0,5 | |||||||||||||||
| 080 | 1.1.1.2.3 | monies due from sovereigns, multilateral development banks and public sector entities | 0,5 | |||||||||||||||
| 090 | 1.1.1.2.4 | monies due from other legal entities | 0,5 | |||||||||||||||
| 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 | 1,0 | |||||||||||||||
| 160 | 1.1.2.2.2 | monies due from financial customers | 1,0 | |||||||||||||||
| 170 | 1.1.3 | inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) 2015/61 | 1,0 | |||||||||||||||
| 180 | 1.1.4 | monies due from trade financing transactions | 1,0 | |||||||||||||||
| 190 | 1.1.5 | monies due from securities maturing within 30 days | 1,0 | |||||||||||||||
| 201 | 1.1.6 | loans with an undefined contractual end date | 0,2 | |||||||||||||||
| 210 | 1.1.7 | monies due from positions in major index equity instruments provided that there is no double counting with liquid assets | 1,0 | |||||||||||||||
| 230 | 1.1.8 | inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets | 1,0 | |||||||||||||||
| 240 | 1.1.9 | inflows from derivatives | 1,0 | |||||||||||||||
| 250 | 1.1.10 | 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 | 1.1.11 | other inflows | 1,0 | |||||||||||||||
| 263 | 1.2 | Inflows from secured lending and capital market-driven transactions | ||||||||||||||||
| 265 | 1.2.1 | Counterparty is central bank | ||||||||||||||||
| 267 | 1.2.1.1 | collateral that qualifies as a liquid asset | ||||||||||||||||
| 269 | 1.2.1.1.1 | Level 1 collateral excluding extremely high quality covered bonds | 0,0 | |||||||||||||||
| 271 | 1.2.1.1.1.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 273 | 1.2.1.1.2 | Level 1 collateral which is extremely high quality covered bonds | 0,07 | |||||||||||||||
| 275 | 1.2.1.1.2.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 277 | 1.2.1.1.3 | Level 2A collateral | 0,15 | |||||||||||||||
| 279 | 1.2.1.1.3.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 281 | 1.2.1.1.4 | Level 2B asset backed securities (residential or auto) collateral | 0,25 | |||||||||||||||
| 283 | 1.2.1.1.4.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 285 | 1.2.1.1.5 | Level 2B high quality covered bonds collateral | 0,3 | |||||||||||||||
| 287 | 1.2.1.1.5.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 289 | 1.2.1.1.6 | Level 2B asset backed securities (commercial or individuals) collateral | 0,35 | |||||||||||||||
| 291 | 1.2.1.1.6.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 293 | 1.2.1.1.7 | Level 2B collateral not already captured in section 1.2.1.1.4, 1.2.1.1.5 or 1.2.1.1.6 | 0,5 | |||||||||||||||
| 295 | 1.2.1.1.7.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 297 | 1.2.1.2 | collateral is used to cover a short position | ||||||||||||||||
| 299 | 1.2.1.3 | collateral that does not qualify as a liquid asset | ||||||||||||||||
| 301 | 1.2.1.3.1 | collateral is non-liquid equity | 1,0 | |||||||||||||||
| 303 | 1.2.1.3.2 | all other non-liquid collateral | 1,0 | |||||||||||||||
| 305 | 1.2.2 | Counterparty is non-central bank | ||||||||||||||||
| 307 | 1.2.2.1 | collateral that qualifies as a liquid asset | ||||||||||||||||
| 309 | 1.2.2.1.1 | Level 1 collateral excluding extremely high quality covered bonds | 0,0 | |||||||||||||||
| 311 | 1.2.2.1.1.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 313 | 1.2.2.1.2 | Level 1 collateral which is extremely high quality covered bonds | 0,07 | |||||||||||||||
| 315 | 1.2.2.1.2.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 317 | 1.2.2.1.3 | Level 2A collateral | 0,15 | |||||||||||||||
| 319 | 1.2.2.1.3.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 321 | 1.2.2.1.4 | Level 2B asset backed securities (residential or auto) collateral | 0,25 | |||||||||||||||
| 323 | 1.2.2.1.4.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 325 | 1.2.2.1.5 | Level 2B high quality covered bonds collateral | 0,3 | |||||||||||||||
| 327 | 1.2.2.1.5.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 329 | 1.2.2.1.6 | Level 2B asset backed securities (commercial or individuals) collateral | 0,35 | |||||||||||||||
| 331 | 1.2.2.1.6.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 333 | 1.2.2.1.7 | Level 2B collateral not already captured in section 1.2.2.1.4, 1.2.2.1.5 or 1.2.2.1.6 | 0,5 | |||||||||||||||
| 335 | 1.2.2.1.7.1 | of which collateral received meets operational requirements | ||||||||||||||||
| 337 | 1.2.2.2 | collateral is used to cover a short position | ||||||||||||||||
| 339 | 1.2.2.3 | collateral that does not qualify as a liquid asset | ||||||||||||||||
| 341 | 1.2.2.3.1 | margin loans: collateral is non-liquid | 0,5 | |||||||||||||||
| 343 | 1.2.2.3.2 | collateral is non-liquid equity | 1,0 | |||||||||||||||
| 345 | 1.2.2.3.3 | all other non-liquid collateral | 1,0 | |||||||||||||||
| 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 | ||||||||||||||||||
| 450 | 2 | FX inflows | ||||||||||||||||
| 460 | 3 | Inflows within a group or an institutional protection scheme | ||||||||||||||||
| 470 | 3.1 | Monies due from non-financial customers (except for central banks) | ||||||||||||||||
| 480 | 3.2 | Monies due from financial customers | ||||||||||||||||
| 490 | 3.3 | Secured transactions | ||||||||||||||||
| 500 | 3.4 | Monies due from maturing securities within 30 days | ||||||||||||||||
| 510 | 3.5 | Any other inflows within a group or an institutional protection scheme | ||||||||||||||||
| 4 | Secured lending waived from Article 17 (2) and (3) | |||||||||||||||||
| 530 | 4.1 | of which: secured by L1 excl. EHQCB | ||||||||||||||||
| 540 | 4.2 | of which: secured by L1 EHQCB | ||||||||||||||||
| 550 | 4.3 | of which: secured by L2A | ||||||||||||||||
| 560 | 4.4 | of which: secured by L2B | ||||||||||||||||
| 570 | 4.5 | of which: secured by non-liquid assets | ||||||||||||||||
Currency
| Market value of collateral lent | Liquidity value of collateral lent | Market value of collateral borrowed | Liquidity value of collateral borrowed | Standard weight | Applicable weight | Outflows | Inflows subject to the 75 % cap on inflows | Inflows subject to the 90 % cap on inflows | Inflows exempted from the cap on inflows | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Row | ID | Item | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 |
| 0010 | 1 | TOTAL COLLATERAL SWAPS (counterparty is central bank) | ||||||||||
| 0020 | 1.1 | Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: | ||||||||||
| 0030 | 1.1.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0040 | 1.1.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0050 | 1.1.2 | Level 1: extremely high quality covered bonds | 0,07 | |||||||||
| 0060 | 1.1.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0070 | 1.1.3 | Level 2A assets | 0,15 | |||||||||
| 0080 | 1.1.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0090 | 1.1.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,25 | |||||||||
| 0100 | 1.1.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0110 | 1.1.5 | Level 2B: high quality covered bonds | 0,3 | |||||||||
| 0120 | 1.1.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0130 | 1.1.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,35 | |||||||||
| 0140 | 1.1.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0150 | 1.1.7 | Other Level 2B | 0,5 | |||||||||
| 0160 | 1.1.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0170 | 1.1.8 | Non-liquid assets | 1,0 | |||||||||
| 0180 | 1.1.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0190 | 1.2 | Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: | ||||||||||
| 0200 | 1.2.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0210 | 1.2.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0220 | 1.2.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 0230 | 1.2.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0240 | 1.2.3 | Level 2A assets | 0,08 | |||||||||
| 0250 | 1.2.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0260 | 1.2.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,18 | |||||||||
| 0270 | 1.2.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0280 | 1.2.5 | Level 2B: high quality covered bonds | 0,23 | |||||||||
| 0290 | 1.2.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0300 | 1.2.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,28 | |||||||||
| 0310 | 1.2.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0320 | 1.2.7 | Other Level 2B | 0,43 | |||||||||
| 0330 | 1.2.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0340 | 1.2.8 | Non-liquid assets | 0,93 | |||||||||
| 0350 | 1.2.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0360 | 1.3 | Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: | ||||||||||
| 0370 | 1.3.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0380 | 1.3.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0390 | 1.3.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 0400 | 1.3.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0410 | 1.3.3 | Level 2A assets | 0,0 | |||||||||
| 0420 | 1.3.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0430 | 1.3.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,1 | |||||||||
| 0440 | 1.3.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0450 | 1.3.5 | Level 2B: high quality covered bonds | 0,15 | |||||||||
| 0460 | 1.3.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0470 | 1.3.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,2 | |||||||||
| 0480 | 1.3.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0490 | 1.3.7 | Other Level 2B | 0,35 | |||||||||
| 0500 | 1.3.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0510 | 1.3.8 | Non-liquid assets | 0,85 | |||||||||
| 0520 | 1.3.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0530 | 1.4 | Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed: | ||||||||||
| 0540 | 1.4.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0550 | 1.4.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0560 | 1.4.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 0570 | 1.4.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0580 | 1.4.3 | Level 2A assets | 0,0 | |||||||||
| 0590 | 1.4.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0600 | 1.4.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 0610 | 1.4.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0620 | 1.4.5 | Level 2B: high quality covered bonds | 0,05 | |||||||||
| 0630 | 1.4.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0640 | 1.4.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,1 | |||||||||
| 0650 | 1.4.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0660 | 1.4.7 | Other Level 2B | 0,25 | |||||||||
| 0670 | 1.4.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0680 | 1.4.8 | Non-liquid assets | 0,75 | |||||||||
| 0690 | 1.4.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0700 | 1.5 | Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: | ||||||||||
| 0710 | 1.5.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0720 | 1.5.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0730 | 1.5.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 0740 | 1.5.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0750 | 1.5.3 | Level 2A assets | 0,0 | |||||||||
| 0760 | 1.5.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0770 | 1.5.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 0780 | 1.5.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0790 | 1.5.5 | Level 2B: high quality covered bonds | 0,0 | |||||||||
| 0800 | 1.5.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0810 | 1.5.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,05 | |||||||||
| 0820 | 1.5.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0830 | 1.5.7 | Other Level 2B | 0,2 | |||||||||
| 0840 | 1.5.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0850 | 1.5.8 | Non-liquid assets | 0,7 | |||||||||
| 0860 | 1.5.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0870 | 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: | ||||||||||
| 0880 | 1.6.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 0890 | 1.6.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0900 | 1.6.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 0910 | 1.6.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0920 | 1.6.3 | Level 2A assets | 0,0 | |||||||||
| 0930 | 1.6.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0940 | 1.6.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 0950 | 1.6.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0960 | 1.6.5 | Level 2B: high quality covered bonds | 0,0 | |||||||||
| 0970 | 1.6.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 0980 | 1.6.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,0 | |||||||||
| 0990 | 1.6.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1000 | 1.6.7 | Other Level 2B | 0,15 | |||||||||
| 1010 | 1.6.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1020 | 1.6.8 | Non-liquid assets | 0,65 | |||||||||
| 1030 | 1.6.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1040 | 1.7 | Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: | ||||||||||
| 1050 | 1.7.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 1060 | 1.7.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1070 | 1.7.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 1080 | 1.7.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1090 | 1.7.3 | Level 2A assets | 0,0 | |||||||||
| 1100 | 1.7.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1110 | 1.7.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 1120 | 1.7.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1130 | 1.7.5 | Level 2B: high quality covered bonds | 0,0 | |||||||||
| 1140 | 1.7.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1150 | 1.7.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,0 | |||||||||
| 1160 | 1.7.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1170 | 1.7.7 | Other Level 2B | 0,0 | |||||||||
| 1180 | 1.7.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1190 | 1.7.8 | Non-liquid assets | 0,5 | |||||||||
| 1200 | 1.7.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1210 | 1.8 | Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: | ||||||||||
| 1220 | 1.8.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 1230 | 1.8.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1240 | 1.8.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 1250 | 1.8.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1260 | 1.8.3 | Level 2A assets | 0,0 | |||||||||
| 1270 | 1.8.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1280 | 1.8.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 1290 | 1.8.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1300 | 1.8.5 | Level 2B: high quality covered bonds | 0,0 | |||||||||
| 1310 | 1.8.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1320 | 1.8.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,0 | |||||||||
| 1330 | 1.8.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1340 | 1.8.7 | Other Level 2B | 0,0 | |||||||||
| 1350 | 1.8.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1360 | 1.8.8 | Non-liquid assets | ||||||||||
| 1370 | 2 | TOTAL COLLATERAL SWAPS (counterparty is non-central bank) | ||||||||||
| 1380 | 2.1 | Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: | ||||||||||
| 1390 | 2.1.1 | Level 1 assets (excl. EHQ covered bonds) | 0,0 | |||||||||
| 1400 | 2.1.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1410 | 2.1.2 | Level 1: extremely high quality covered bonds | 0,07 | |||||||||
| 1420 | 2.1.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1430 | 2.1.3 | Level 2A assets | 0,15 | |||||||||
| 1440 | 2.1.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1450 | 2.1.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,25 | |||||||||
| 1460 | 2.1.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1470 | 2.1.5 | Level 2B: high quality covered bonds | 0,3 | |||||||||
| 1480 | 2.1.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1490 | 2.1.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,35 | |||||||||
| 1500 | 2.1.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1510 | 2.1.7 | Other Level 2B | 0,5 | |||||||||
| 1520 | 2.1.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1530 | 2.1.8 | Non-liquid assets | 1,0 | |||||||||
| 1540 | 2.1.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1550 | 2.2 | Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: | ||||||||||
| 1560 | 2.2.1 | Level 1 assets (excl. EHQ covered bonds) | 0,07 | |||||||||
| 1570 | 2.2.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1580 | 2.2.2 | Level 1: extremely high quality covered bonds | 0,0 | |||||||||
| 1590 | 2.2.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1600 | 2.2.3 | Level 2A assets | 0,08 | |||||||||
| 1610 | 2.2.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1620 | 2.2.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,18 | |||||||||
| 1630 | 2.2.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1640 | 2.2.5 | Level 2B: high quality covered bonds | 0,23 | |||||||||
| 1650 | 2.2.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1660 | 2.2.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,28 | |||||||||
| 1670 | 2.2.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1680 | 2.2.7 | Other Level 2B | 0,43 | |||||||||
| 1690 | 2.2.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1700 | 2.2.8 | Non-liquid assets | 0,93 | |||||||||
| 1710 | 2.2.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1720 | 2.3 | Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: | ||||||||||
| 1730 | 2.3.1 | Level 1 assets (excl. EHQ covered bonds) | 0,15 | |||||||||
| 1740 | 2.3.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1750 | 2.3.2 | Level 1: extremely high quality covered bonds | 0,08 | |||||||||
| 1760 | 2.3.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1770 | 2.3.3 | Level 2A assets | 0,0 | |||||||||
| 1780 | 2.3.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1790 | 2.3.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,1 | |||||||||
| 1800 | 2.3.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1810 | 2.3.5 | Level 2B: high quality covered bonds | 0,15 | |||||||||
| 1820 | 2.3.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1830 | 2.3.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,2 | |||||||||
| 1840 | 2.3.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1850 | 2.3.7 | Other Level 2B | 0,35 | |||||||||
| 1860 | 2.3.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1870 | 2.3.8 | Non-liquid assets | 0,85 | |||||||||
| 1880 | 2.3.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1890 | 2.4 | Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed: | ||||||||||
| 1900 | 2.4.1 | Level 1 assets (excl. EHQ covered bonds) | 0,25 | |||||||||
| 1910 | 2.4.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1920 | 2.4.2 | Level 1: extremely high quality covered bonds | 0,18 | |||||||||
| 1930 | 2.4.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1940 | 2.4.3 | Level 2A assets | 0,1 | |||||||||
| 1950 | 2.4.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1960 | 2.4.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,0 | |||||||||
| 1970 | 2.4.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 1980 | 2.4.5 | Level 2B: high quality covered bonds | 0,05 | |||||||||
| 1990 | 2.4.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2000 | 2.4.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,1 | |||||||||
| 2010 | 2.4.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2020 | 2.4.7 | Other Level 2B | 0,25 | |||||||||
| 2030 | 2.4.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2040 | 2.4.8 | Non-liquid assets | 0,75 | |||||||||
| 2050 | 2.4.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2060 | 2.5 | Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: | ||||||||||
| 2070 | 2.5.1 | Level 1 assets (excl. EHQ covered bonds) | 0,3 | |||||||||
| 2080 | 2.5.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2090 | 2.5.2 | Level 1: extremely high quality covered bonds | 0,23 | |||||||||
| 2100 | 2.5.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2110 | 2.5.3 | Level 2A assets | 0,15 | |||||||||
| 2120 | 2.5.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2130 | 2.5.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,05 | |||||||||
| 2140 | 2.5.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2150 | 2.5.5 | Level 2B: high quality covered bonds | 0,0 | |||||||||
| 2160 | 2.5.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2170 | 2.5.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,05 | |||||||||
| 2180 | 2.5.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2190 | 2.5.7 | Other Level 2B | 0,2 | |||||||||
| 2200 | 2.5.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2210 | 2.5.8 | Non-liquid assets | 0,7 | |||||||||
| 2220 | 2.5.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2230 | 2.6 | Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: | ||||||||||
| 2240 | 2.6.1 | Level 1 assets (excl. EHQ covered bonds) | 0,35 | |||||||||
| 2250 | 2.6.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2260 | 2.6.2 | Level 1: extremely high quality covered bonds | 0,28 | |||||||||
| 2270 | 2.6.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2280 | 2.6.3 | Level 2A assets | 0,2 | |||||||||
| 2290 | 2.6.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2300 | 2.6.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,1 | |||||||||
| 2310 | 2.6.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2320 | 2.6.5 | Level 2B: high quality covered bonds | 0,05 | |||||||||
| 2330 | 2.6.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2340 | 2.6.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,0 | |||||||||
| 2350 | 2.6.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2360 | 2.6.7 | Other Level 2B | 0,15 | |||||||||
| 2370 | 2.6.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2380 | 2.6.8 | Non-liquid assets | 0,65 | |||||||||
| 2390 | 2.6.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2400 | 2.7 | Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: | ||||||||||
| 2410 | 2.7.1 | Level 1 assets (excl. EHQ covered bonds) | 0,5 | |||||||||
| 2420 | 2.7.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2430 | 2.7.2 | Level 1: extremely high quality covered bonds | 0,43 | |||||||||
| 2440 | 2.7.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2450 | 2.7.3 | Level 2A assets | 0,35 | |||||||||
| 2460 | 2.7.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2470 | 2.7.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,25 | |||||||||
| 2480 | 2.7.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2490 | 2.7.5 | Level 2B: high quality covered bonds | 0,2 | |||||||||
| 2500 | 2.7.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2510 | 2.7.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,15 | |||||||||
| 2520 | 2.7.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2530 | 2.7.7 | Other Level 2B | 0,0 | |||||||||
| 2540 | 2.7.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2550 | 2.7.8 | Non-liquid assets | 0,5 | |||||||||
| 2560 | 2.7.8.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2570 | 2.8 | Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: | ||||||||||
| 2580 | 2.8.1 | Level 1 assets (excl. EHQ covered bonds) | 1,0 | |||||||||
| 2590 | 2.8.1.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2600 | 2.8.2 | Level 1: extremely high quality covered bonds | 0,93 | |||||||||
| 2610 | 2.8.2.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2620 | 2.8.3 | Level 2A assets | 0,85 | |||||||||
| 2630 | 2.8.3.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2640 | 2.8.4 | Level 2B: asset-backed securities (residential or automobile, CQS1) | 0,75 | |||||||||
| 2650 | 2.8.4.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2660 | 2.8.5 | Level 2B: high quality covered bonds | 0,7 | |||||||||
| 2670 | 2.8.5.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2680 | 2.8.6 | Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) | 0,65 | |||||||||
| 2690 | 2.8.6.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2700 | 2.8.7 | Other Level 2B | 0,5 | |||||||||
| 2710 | 2.8.7.1 | Of which collateral swapped meets operational requirements | ||||||||||
| 2720 | 2.8.8 | Non-liquid assets | ||||||||||
| MEMORANDUM ITEMS | ||||||||||||
| 2730 | 23 | Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions | ||||||||||
| 2740 | 34 | Total collateral swaps with intragroup counterparties | ||||||||||
| 5 | Collateral swaps waived from Article 17 (2) and (3) | |||||||||||
| 2750 | 5.1 | of which: collateral borrowed is L1 excl. EHQCB | ||||||||||
| 2760 | 5.2 | of which: collateral borrowed is L1 EHQCB | ||||||||||
| 2770 | 5.3 | of which: collateral borrowed is L2A | ||||||||||
| 2780 | 5.4 | of which: collateral borrowed is L2B | ||||||||||
| 2790 | 5.5 | of which: collateral lent is L1 excl. EHQCB | ||||||||||
| 2800 | 5.6 | of which: collateral lent is L1 EHQCB | ||||||||||
| 2810 | 5.7 | of which: collateral lent is L2A | ||||||||||
| 2820 | 5.8 | of which: collateral lent is L2B | ||||||||||
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 in accordance with 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 | |
| 091 | 9 | L1 excl. EHQCB “adjusted amount” | |
| 100 | 10 | L1 EHQCB value in accordance with Article 9: unadjusted | |
| 110 | 11 | L1 EHQCB collateral 30 day outflows | |
| 120 | 12 | L1 EHQCB collateral 30 day inflows | |
| 131 | 13 | L1 EHQCB “adjusted amount” | |
| 160 | 14 | L2A value in accordance with Article 9: unadjusted | |
| 170 | 15 | L2A collateral 30 day outflows | |
| 180 | 16 | L2A collateral 30 day inflows | |
| 191 | 17 | L2A “adjusted amount” | |
| 220 | 18 | L2B value in accordance with Article 9: unadjusted | |
| 230 | 19 | L2B collateral 30 day outflows | |
| 240 | 20 | L2B collateral 30 day inflows | |
| 251 | 21 | L2B “adjusted amount” | |
| 280 | 22 | Excess liquid asset amount | |
| 290 | 23 | Liquidity buffer | |
| Denominator calculations | |||
| 300 | 24 | Total Outflows | |
| 310 | 25 | Fully Exempt Inflows | |
| 320 | 26 | Inflows Subject to 90 % Cap | |
| 330 | 27 | Inflows Subject to 75 % Cap | |
| 340 | 28 | Reduction for Fully Exempt Inflows | |
| 350 | 29 | Reduction for Inflows Subject to 90 % Cap | |
| 360 | 30 | Reduction for Inflows Subject to 75 % Cap | |
| 370 | 31 | Net liquidity outflow | |
| Pillar 2 | |||
| 380 | 32 | Pillar 2 requirement as set out in Article 105 CRD | |
| Parent or subsidiary | Name | Code | LEI code | Country code | Type of entity |
|---|---|---|---|---|---|
| 005 | 010 | 020 | 030 | 040 | 050” |