C 66.01.w - Maturity ladder. Significant currencies. Overnight and higher maturity.





OvernightGreater than overnight up to 2 daysGreater than 2 days up to 3 daysGreater than 3 days up to 4 daysGreater than 4 days up to 5 daysGreater than 5 days up to 6 daysGreater than 6 days up to 7 daysGreater than 7 days up to 2 weeksGreater than 2 weeks up to 3 weeksGreater than 3 weeks up to 30 daysGreater than 30 days up to 5 weeksGreater than 5 weeks up to 2 monthsGreater than 2 months up to 3 monthsGreater than 3 months up to 4 monthsGreater than 4 months up to 5 monthsGreater than 5 months up to 6 monthsGreater than 6 months up to 9 monthsGreater than 9 months up to 12 monthsGreater than 12 months up to 2 yearsGreater than 2 years up to 5 yearsGreater than 5 years
CodeLabel002000300040005000600070008000900100011001200130014001500160017001800190020002100220
0005 - OUTFLOWS
0010Liabilities resulting from securities issued (if not treated as retail deposits)415976415977415979415981415983415985415987415978415980415982415984415986415972415973415974415975415967415968415970415971415969
0020Unsecured bonds due415346415347415349415351415353415355415357415348415350415352415354415356415342415343415344415345415337415338415340415341415339
0030Regulated covered bonds416018416019416021416023416025416027416029416020416022416024416026416028416014416015416016416017416009416010416012416013416011
0040Securitisations due415997415998416000416002416004416006416008415999416001416003416005416007415993415994415995415996415988415989415991415992415990
0050Other416144416145416147416149416151416153416155416146416148416150416152416154416140416141416142416143416135416136416138416139416137
0060Liabilities resulting from secured lending and capital market driven transactions collateralised by:415754415756415760415764415768415772415776415758415762415766415770415774415746415748415750415752415736415738415742415744415740
0070Level 1 tradable assets415640415641415643415645415647415649415651415642415644415646415648415650415636415637415638415639415631415632415634415635415633
0080Level 1 excluding covered bonds415703415704415706415708415710415712415714415705415707415709415711415713415699415700415701415702415694415695415697415698415696
0090Level 1 central bank415493415494415496415498415500415502415504415495415497415499415501415503415489415490415491415492415484415485415487415488415486
0100Level 1 (CQS 1)415514415515415517415519415521415523415525415516415518415520415522415524415510415511415512415513415505415506415508415509415507
0110Level 1 (CQS2, CQS3)415556415557415559415561415563415565415567415558415560415562415564415566415552415553415554415555415547415548415550415551415549
0120Level 1 (CQS4+)415619415620415622415624415626415628415630415621415623415625415627415629415615415616415617415618415610415611415613415614415612
0130Level 1 covered bonds (CQS1)415388415389415391415393415395415397415399415390415392415394415396415398415384415385415386415387415379415380415382415383415381
0140Level 2A tradable assets415661415662415664415666415668415670415672415663415665415667415669415671415657415658415659415660415652415653415655415656415654
0150Level 2A corporate bonds (CQS1)415451415452415454415456415458415460415462415453415455415457415459415461415447415448415449415450415442415443415445415446415444
0160Level 2A covered bonds (CQS1, CQS2)415409415410415412415414415416415418415420415411415413415415415417415419415405415406415407415408415400415401415403415404415402
0170Level 2A public sector (CQS1, CQS2)415598415599415601415603415605415607415609415600415602415604415606415608415594415595415596415597415589415590415592415593415591
0180Level 2B tradable assets415682415683415685415687415689415691415693415684415686415688415690415692415678415679415680415681415673415674415676415677415675
0190Level 2B ABS (CQS1)415535415536415538415540415542415544415546415537415539415541415543415545415531415532415533415534415526415527415529415530415528
0200Level 2B covered bonds (CQS1-6)415430415431415433415435415437415439415441415432415434415436415438415440415426415427415428415429415421415422415424415425415423
0210Level 2B: corporate bonds (CQ1-3)415472415473415475415477415479415481415483415474415476415478415480415482415468415469415470415471415463415464415466415467415465
0220Level 2B shares415367415368415370415372415374415376415378415369415371415373415375415377415363415364415365415366415358415359415361415362415360
0230Level 2B public sector (CQS 3-5)415577415578415580415582415584415586415588415579415581415583415585415587415573415574415575415576415568415569415571415572415570
0240Other tradable assets415755415757415761415765415769415773415777415759415763415767415771415775415747415749415751415753415737415739415743415745415741
0250Other assets415724415725415727415729415731415733415735415726415728415730415732415734415720415721415722415723415715415716415718415719415717
0260Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)416039416040416042416044416046416048416050416041416043416045416047416049416035416036416037416038416030416031416033416034416032
0270Stable retail deposits415860415862415866415870415874415878415882415864415868415872415876415880415852415854415856415858415842415844415848415850415846
0280Other retail deposits415859415861415865415869415873415877415881415863415867415871415875415879415851415853415855415857415841415843415847415849415845
0290Operational deposits415934415935415937415939415941415943415945415936415938415940415942415944415930415931415932415933415925415926415928415929415927
0300Non-operational deposits from credit institutions415808415809415811415813415815415817415819415810415812415814415816415818415804415805415806415807415799415800415802415803415801
0310Non-operational deposits from other financial customers415892415893415895415897415899415901415903415894415896415898415900415902415888415889415890415891415883415884415886415887415885
0320Non-operational deposits from central banks415787415788415790415792415794415796415798415789415791415793415795415797415783415784415785415786415778415779415781415782415780
0330Non-operational deposits from non-financial corporates415829415830415832415834415836415838415840415831415833415835415837415839415825415826415827415828415820415821415823415824415822
0340Non-operational deposits from other counterparties415913415914415916415918415920415922415924415915415917415919415921415923415909415910415911415912415904415905415907415908415906
0350FX-swaps maturing416060416061416063416065416067416069416071416062416064416066416068416070416056416057416058416059416051416052416054416055416053
0360Derivatives amount payables other than those reported in 1.4416081416082416084416086416088416090416092416083416085416087416089416091416077416078416079416080416072416073416075416076416074
0370Other outflows416102416103416105416107416109416111416113416104416106416108416110416112416098416099416100416101416093416094416096416097416095
0380Total outflows415955415956415958415960415962415964415966415957415959415961415963415965415951415952415953415954415946415947415949415950415948
0389 - INFLOWS
0390Monies due from secured lending and capital market driven transactions collateralised by:414986414989414995415001415007415013415019414992414998415004415010415016414974414977414980414983414959414962414968414971414965
0400Level 1 tradable assets414884414885414887414889414891414893414895414886414888414890414892414894414880414881414882414883414875414876414878414879414877
0410Level 1 excluding covered bonds414947414948414950414952414954414956414958414949414951414953414955414957414943414944414945414946414938414939414941414942414940
0420Level 1 central bank414737414738414740414742414744414746414748414739414741414743414745414747414733414734414735414736414728414729414731414732414730
0430Level 1 (CQS 1)414779414780414782414784414786414788414790414781414783414785414787414789414775414776414777414778414770414771414773414774414772
0440Level 1 (CQS2, CQS3)414800414801414803414805414807414809414811414802414804414806414808414810414796414797414798414799414791414792414794414795414793
0450Level 1 (CQS4+)414863414864414866414868414870414872414874414865414867414869414871414873414859414860414861414862414854414855414857414858414856
0460Level 1 covered bonds (CQS1)414632414633414635414637414639414641414643414634414636414638414640414642414628414629414630414631414623414624414626414627414625
0470Level 2A tradable assets414905414906414908414910414912414914414916414907414909414911414913414915414901414902414903414904414896414897414899414900414898
0480Level 2A corporate bonds (CQS1)414695414696414698414700414702414704414706414697414699414701414703414705414691414692414693414694414686414687414689414690414688
0490Level 2A covered bonds (CQS1, CQS2)414653414654414656414658414660414662414664414655414657414659414661414663414649414650414651414652414644414645414647414648414646
0500Level 2A public sector (CQS1, CQS2)414842414843414845414847414849414851414853414844414846414848414850414852414838414839414840414841414833414834414836414837414835
0510Level 2B tradable assets414926414927414929414931414933414935414937414928414930414932414934414936414922414923414924414925414917414918414920414921414919
0520Level 2B ABS (CQS1)414758414759414761414763414765414767414769414760414762414764414766414768414754414755414756414757414749414750414752414753414751
0530Level 2B covered bonds (CQS1-6)414674414675414677414679414681414683414685414676414678414680414682414684414670414671414672414673414665414666414668414669414667
0540Level 2B: corporate bonds (CQ1-3)414716414717414719414721414723414725414727414718414720414722414724414726414712414713414714414715414707414708414710414711414709
0550Level 2B shares414611414612414614414616414618414620414622414613414615414617414619414621414607414608414609414610414602414603414605414606414604
0560Level 2B public sector (CQS 3-5)414821414822414824414826414828414830414832414823414825414827414829414831414817414818414819414820414812414813414815414816414814
0570Other tradable assets414988414991414997415003415009415015415021414994415000415006415012415018414976414979414982414985414961414964414970414973414967
0580Other assets414987414990414996415002415008415014415020414993414999415005415011415017414975414978414981414984414960414963414969414972414966
0590Monies due not reported in 2.1 resulting from loans and advances granted to:415178415179415181415183415185415187415189415180415182415184415186415188415174415175415176415177415169415170415172415173415171
0600Retail customers415094415095415097415099415101415103415105415096415098415100415102415104415090415091415092415093415085415086415088415089415087
0610Non-financial corporates415073415074415076415078415080415082415084415075415077415079415081415083415069415070415071415072415064415065415067415068415066
0620Credit institutions415052415053415055415057415059415061415063415054415056415058415060415062415048415049415050415051415043415044415046415047415045
0630Other financial customers415115415116415118415120415122415124415126415117415119415121415123415125415111415112415113415114415106415107415109415110415108
0640Central banks415031415032415034415036415038415040415042415033415035415037415039415041415027415028415029415030415022415023415025415026415024
0650Other counterparties415136415137415139415141415143415145415147415138415140415142415144415146415132415133415134415135415127415128415130415131415129
0660FX-swaps maturing415241415242415244415246415248415250415252415243415245415247415249415251415237415238415239415240415232415233415235415236415234
0670Derivatives amount receivables other than those reported in 2.3415262415263415265415267415269415271415273415264415266415268415270415272415258415259415260415261415253415254415256415257415255
0680Paper in own portfolio maturing415220415221415223415225415227415229415231415222415224415226415228415230415216415217415218415219415211415212415214415215415213
0690Other inflows415283415284415286415288415290415292415294415285415287415289415291415293415279415280415281415282415274415275415277415278415276
0700Total inflows415199415200415202415204415206415208415210415201415203415205415207415209415195415196415197415198415190415191415193415194415192
0710Net funding gap416165416166416168416170416172416174416176416167416169416171416173416175416161416162416163416164416156416157416159416160416158
0720Cumulated net funding gap416186416187416189416191416193416195416197416188416190416192416194416196416182416183416184416185416177416178416180416181416179
0729 - COUNTERBALANCING CAPACITY
0740Withdrawable central bank reserves416198
0750Level 1 tradable assets416566416567416569416571416573416575416577416568416570416572416574416576416562416563416564416565416557416558416560416561416559
0760Level 1 excluding covered bonds416629416630416632416634416636416638416640416631416633416635416637416639416625416626416627416628416620416621416623416624416622
0770Level 1 central bank416209416210416212416214416216416218416220416211416213416215416217416219416205416206416207416208416200416201416203416204416202
0780Level 1 (CQS 1)416503416504416506416508416510416512416514416505416507416509416511416513416499416500416501416502416494416495416497416498416496
0790Level 1 (CQS2, CQS3)416524416525416527416529416531416533416535416526416528416530416532416534416520416521416522416523416515416516416518416519416517
0800Level 1 (CQS4+)416545416546416548416550416552416554416556416547416549416551416553416555416541416542416543416544416536416537416539416540416538
0810Level 1 covered bonds (CQS1)416230416231416233416235416237416239416241416232416234416236416238416240416226416227416228416229416221416222416224416225416223
0820Level 2A tradable assets416587416588416590416592416594416596416598416589416591416593416595416597416583416584416585416586416578416579416581416582416580
0830Level 2A corporate bonds (CQS1)416461416462416464416466416468416470416472416463416465416467416469416471416457416458416459416460416452416453416455416456416454
0840Level 2A covered bonds (CQS 1, CQS2)416251416252416254416256416258416260416262416253416255416257416259416261416247416248416249416250416242416243416245416246416244
0850Level 2A public sector (CQS1, CQS2)416440416441416443416445416447416449416451416442416444416446416448416450416436416437416438416439416431416432416434416435416433
0860Level 2B tradable assets416608416609416611416613416615416617416619416610416612416614416616416618416604416605416606416607416599416600416602416603416601
0870Level 2B ABS (CQS1)416482416483416485416487416489416491416493416484416486416488416490416492416478416479416480416481416473416474416476416477416475
0880Level 2B covered bonds (CQS1-6)416272416273416275416277416279416281416283416274416276416278416280416282416268416269416270416271416263416264416266416267416265
0890Level 2B corporate bonds (CQ1-3)416314416315416317416319416321416323416325416316416318416320416322416324416310416311416312416313416305416306416308416309416307
0900Level 2B shares416335416336416338416340416342416344416346416337416339416341416343416345416331416332416333416334416326416327416329416330416328
0910Level 2B public sector (CQS 3-5)416419416420416422416424416426416428416430416421416423416425416427416429416415416416416417416418416410416411416413416414416412
0920Other tradable assets416668416671416677416683416689416695416701416674416680416686416692416698416656416659416662416665416641416644416650416653416647
0930Central government (CQS1)416377416378416380416382416384416386416388416379416381416383416385416387416373416374416375416376416368416369416371416372416370
0940Central government (CQS 2 & 3)416398416399416401416403416405416407416409416400416402416404416406416408416394416395416396416397416389416390416392416393416391
0950Shares416356416357416359416361416363416365416367416358416360416362416364416366416352416353416354416355416347416348416350416351416349
0960Covered bonds416293416294416296416298416300416302416304416295416297416299416301416303416289416290416291416292416284416285416287416288416286
0970ABS416669416672416678416684416690416696416702416675416681416687416693416699416657416660416663416666416642416645416651416654416648
0980Other tradable assets416670416673416679416685416691416697416703416676416682416688416694416700416658416661416664416667416643416646416652416655416649
0990Non tradable assets eligible for central banks416713416714416716416718416720416722416724416715416717416719416721416723416709416710416711416712416704416705416707416708416706
1000Undrawn committed facilities received416929416930416932416934416936416938416940416931416933416935416937416939416925416926416927416928416920416921416923416924416922
1010Level 1 facilities416803416804416806416808416810416812416814416805416807416809416811416813416799416800416801416802416794416795416797416798416796
1020Level 2B restricted use facilities416833416835416839416843416847416851416855416837416841416845416849416853416825416827416829416831416815416817416821416823416819
1030Level 2B IPS facilities416834416836416840416844416848416852416856416838416842416846416850416854416826416828416830416832416816416818416822416824416820
1040Other facilities416884416887416893416899416905416911416917416890416896416902416908416914416872416875416878416881416857416860416866416869416863
1050From intragroup counterparties416885416888416894416900416906416912416918416891416897416903416909416915416873416876416879416882416858416861416867416870416864
1060From other counterparties416886416889416895416901416907416913416919416892416898416904416910416916416874416877416880416883416859416862416868416871416865
1070Net change of Counterbalancing Capacity416957416958416960416962416964416966416968416959416961416963416965416967416953416954416955416956416948416949416951416952416950
1080Cumulated Counterbalancing Capacity417000417001417003417005417007417009417011417002417004417006417008417010416996416997416998416999416991416992416994416995416993
1089 - CONTINGENCIES
1090Outflows from committed facilities410299410300410302410304410306410308410310410301410303410305410307410309410295410296410297410298410290410291410293410294410292
1100Committed credit facilities410320410321410323410325410327410329410331410322410324410326410328410330410316410317410318410319410311410312410314410315410313
1110Considered as Level 2B by the receiver410341410342410344410346410348410350410352410343410345410347410349410351410337410338410339410340410332410333410335410336410334
1120Other410362410363410365410367410369410371410373410364410366410368410370410372410358410359410360410361410353410354410356410357410355
1130Liquidity facilities410383410384410386410388410390410392410394410385410387410389410391410393410379410380410381410382410374410375410377410378410376
1140Outflows due to downgrade triggers417021417022417024417026417028417030417032417023417025417027417029417031417017417018417019417020417012417013417015417016417014
1149 - MEMORANDUM ITEMS
1200Intragroup or IPS outflows (excluding FX)416123416124416126416128416130416132416134416125416127416129416131416133416119416120416121416122416114416115416117416118416116
1210Intragroup or IPS inflows (excluding FX)415304415305415307415309415311415313415315415306415308415310415312415314415300415301415302415303415295415296415298415299415297
1220Intragroup or IPS inflows from maturing securities415157415158415160415162415164415166415168415159415161415163415165415167415153415154415155415156415148415149415151415152415150
1230HQLA central bank eligible416734416735416737416739416741416743416745416736416738416740416742416744416730416731416732416733416725416726416728416729416727
1240Non-HQLA central bank eligible416755416756416758416760416762416764416766416757416759416761416763416765416751416752416753416754416746416747416749416750416748




Dimensions
MetricDetails the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Main category of collateral or guarantee givenDefines the main category of collateral or guarantees given
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Liquidity quality of collateral givenLiquidity conditions specified for collateral given under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Related parties/Relationship of the collateralDefines the relationship between counterparty of the collateral with an entity or a person; in particular, it specifies the type of related party.
Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Main category of collateral or guarantee receivedDefines the main category of collateral or guarantees received
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Collateral statusDefines the terms and conditions of the collateral given
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Counterparty sector of the collateralDefines the institutional sector of the counterparty of financial instruments received/given as collateral.
Counterparty - Party other than the reporting institution in a contract or transaction.
Exposures by Credit Quality steps at reporting dateDefines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date.
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale
Exposures by Credit Quality steps at reporting date of the collateralFor liquidity purposes, defines the "Exposures by Credit Quality steps at reporting date" of the collateral received
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale
General liquidity requirementsGeneral conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Impairment statusStatus for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
Liquidity quality of collateral receivedLiquidity conditions specified for collateral received under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Related parties/RelationshipsDefines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
Specific contract clauses or netting agreementsDefines specific contract clauses or netting agreements.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Type of marketDefines the type of market on which reported instruments are traded.
Type of market - Defines the type of market on which reported instruments are traded. It includes the fair value hierarchy.
Currency with significant liabilitiesDefines the currencies of the significant liabilities
Currency - Currency
Currency conversion approachIndicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency
Calculation methodIdentifies the method used to calculate values (e.g. sums)
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
InstrumentDefines instrument or product type of the main category item
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.