C 66.01.x - Maturity ladder. Significant currencies. Initial stock.





Initial stock
CodeLabel0010
0729 - COUNTERBALANCING CAPACITY
0730Coins and bank notes410141
0740Withdrawable central bank reserves416199
0750Level 1 tradable assets416784
0760Level 1 excluding covered bonds416787
0770Level 1 central bank416767
0780Level 1 (CQS 1)416781
0790Level 1 (CQS2, CQS3)416782
0800Level 1 (CQS4+)416783
0810Level 1 covered bonds (CQS1)416768
0820Level 2A tradable assets416785
0830Level 2A corporate bonds (CQS1)416779
0840Level 2A covered bonds (CQS 1, CQS2)416769
0850Level 2A public sector (CQS1, CQS2)416778
0860Level 2B tradable assets416786
0870Level 2B ABS (CQS1)416780
0880Level 2B covered bonds (CQS1-6)416770
0890Level 2B corporate bonds (CQ1-3)416772
0900Level 2B shares416773
0910Level 2B public sector (CQS 3-5)416777
0920Other tradable assets416788
0930Central government (CQS1)416775
0940Central government (CQS 2 & 3)416776
0950Shares416774
0960Covered bonds416771
0970ABS416789
0980Other tradable assets416790
0990Non tradable assets eligible for central banks416791
1000Undrawn committed facilities received416947
1010Level 1 facilities416941
1020Level 2B restricted use facilities416942
1030Level 2B IPS facilities416943
1040Other facilities416944
1050From intragroup counterparties416945
1060From other counterparties416946
1080Cumulated Counterbalancing Capacity416990
1149 - MEMORANDUM ITEMS
1230HQLA central bank eligible416792
1240Non-HQLA central bank eligible416793




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").
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.
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.
Collateral statusDefines the terms and conditions of the collateral given
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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
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.
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)