Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)

“ANNEX XXIV REPORTING ON LIQUIDITY

LIQUIDITY TEMPLATES
Template number	Template code	Name of the template /group of templates
LIQUIDITY COVERAGE TEMPLATES
		PART I – LIQUID ASSETS
72	C 72.00	LIQUIDITY COVERAGE – LIQUID ASSETS
		PART II – OUTFLOWS
73	C 73.00	LIQUIDITY COVERAGE – OUTFLOWS
		PART III – INFLOWS
74	C 74.00	LIQUIDITY COVERAGE – INFLOWS
		PART IV – COLLATERAL SWAPS
75	C 75.01	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

C 72.00 – LIQUIDITY COVERAGE – LIQUID ASSETS

Currency

Row	ID	Item	Amount/Market value	Standard weight	Applicable weight	Value in accordance with Article 9
Row	ID	Item	010	020	030	040
010	1	TOTAL UNADJUSTED LIQUID ASSETS
020	1.1	Total unadjusted level 1 assets
030	1.1.1	Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds
040	1.1.1.1	Coins and banknotes		1,0
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

C 73.00 – LIQUIDITY COVERAGE – OUTFLOWS

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

C 74.00 – LIQUIDITY COVERAGE – INFLOWS

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	Standard Weight	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

C 75.01 – LIQUIDITY COVERAGE – COLLATERAL SWAPS

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

C 76.00 – LIQUIDITY COVERAGE – CALCULATIONS

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

C 77.00 – LIQUIDITY COVERAGE – PERIMETER

Parent or subsidiary	Name	Code	LEI code	Country code	Type of entity
005	010	020	030	040	050”

Commission Implementing Regulation (EU) 2020/429Show full title

“ANNEX XXIV REPORTING ON LIQUIDITY

C 72.00 – LIQUIDITY COVERAGE – LIQUID ASSETS

C 73.00 – LIQUIDITY COVERAGE – OUTFLOWS

C 74.00 – LIQUIDITY COVERAGE – INFLOWS

C 75.01 – LIQUIDITY COVERAGE – COLLATERAL SWAPS

C 76.00 – LIQUIDITY COVERAGE – CALCULATIONS

C 77.00 – LIQUIDITY COVERAGE – PERIMETER