C 73.00.w - LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)





AmountMarket value of collateral extendedValue of collateral extended according to Article 9WeightOutflow
Applicable weight
CodeLabel010 020 030 050 060
010 OUTFLOWS148617148333
020 OUTFLOWS FROM UNSECURED TRANSACTIONS/DEPOSITS148616148330
030 Retail deposits148517148167
035 deposits exempted from the calculation of outflows427776427847427896425900427175
040 deposits where the payout has been agreed within the following 30 days148521147392148170
050 deposits subject to higher outflows148527148174
060 category 1148522147393148171
070 category 2148523147394148172
080 stable deposits148520147391148169
090 derogated stable deposits148524147395148173
100 deposits in third countries where a higher outflow is applied148519147390148168
1000other Level 2B assets collateral148485148622148642147363148134
1005of which collateral extended meets operational requirements427761427832427881425884427160
1010non-liquid assets collateral148489148626147366148139
1020Counterparty is non-central bank148497148634148653148147
1030level 1 excl. EHQ Covered Bonds collateral148496148633148652147373148146
1035of which collateral extended meets operational requirements427773427844427893425896427172
1040level 1 EHQ Covered Bonds collateral148495148632148651147372148145
1045of which collateral extended meets operational requirements427772427843427892425895427171
1050level 2A collateral148490148627148646147367148140
1055of which collateral extended meets operational requirements427767427838427887425890427166
1060level 2B asset-backed securities (residential or automobile, CQS1) collateral148491148628148647147368148141
1065of which collateral extended meets operational requirements427769427840427889425892427168
1070level 2B covered bonds148492148629148648147369148142
1075of which collateral extended meets operational requirements427770427841427890425893427169
1080level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral148493148630147370148143
1085of which collateral extended meets operational requirements427771427842427891425894427170
1090other Level 2B assets collateral148494148631148650147371148144
1095of which collateral extended meets operational requirements427768427839427888425891427167
110 other retail deposits148528147396148175
1100non-liquid assets collateral148498429091429092148148
1130TOTAL OUTFLOWS FROM COLLATERAL SWAPS148332
1139 - MEMORANDUM ITEMS
1170LIQUIDITY OUTFLOWS TO BE NETTED BY INTERDEPENDENT INFLOWS148608429093
1179 - OPERATIONAL DEPOSITS MAINTAINED FOR CLEARING, CUSTODY, CASH MANAGEMENT OR OTHER COMPARABLE SERVICES IN THE CONTEXT OF AN ESTABLISHED OPERATIONAL RELATIONSHIP
1180provided by credit institutions148499147374148149
1190provided by financial customers other than credit institutions148542147408148189
120 Operational deposits148548148195
1200provided by sovereigns, central banks, MDBs and PSEs148567147427148213
1210provided by other customers148514147387148164
1289 - INTRA GROUP OR IPS OUTFLOWS
1290of which: to financial customers148541147407148188
130 maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship148549148196
1300of which: to non-financial customers427783425913427182
1310of which: secured148615148637148654147461148329
1320of which: credit facilities without preferential treatment148576147435148222
1330of which: liquidity facilites without preferential treatment148577147436148223
1340of which: operational deposits148554147417148201
1345of which: excess operational deposits427785425916427184
1350of which: non-operational deposits148557147419148204
1360of which: liabilities in the form of debt securities if not treated as retail deposits148559147421148206
1370FX OUTFLOWS148609147459148323
1399 - Secured funding waived from Article 17 (2) and (3)
140 covered by DGS148546147412148193
1400of which: secured by L1 excl. EHQCB427758427878
1410of which: secured by L1 EHQCB427757427877
1420of which: secured by L2A427755427875
1430of which: secured by L2B427756427876
1440of which: secured by non-liquid assets427759
150 not covered by DGS148547147413148194
160 maintained in the context of IPS or a cooperative network148551148198
170 not treated as liquid assets for the depositing institution148552147415148199
180 treated as liquid assets for the depositing credit institution148553147416148200
190 maintained in the context of an established operational relationship (other) with non-financial customers148533147401148180
200 maintained to obtain cash clearing and central credit institution services within a network148550147414148197
203 Excess operational deposits427784427854427903425915427183
204 deposits by financial customers427780427851427900425908427179
205 deposits by other customers427779427850427899425905427178
206 covered by DGS427777427848427897425903427176
207 not covered by DGS427778427849427898425904427177
210 Non-operational deposits148556148203
220 correspondent banking and provisions of prime brokerage deposits148558147420148205
230 deposits by financial customers148540147406148187
240 deposits by other customers148534148181
250 covered by DGS148531147399148178
260 not covered by DGS148532147400148179
270 Additional outflows148580148226
280 collateral other than Level 1 assets collateral posted for derivatives148579147438148225
290 Level 1 EHQ Covered Bonds assets collateral posted for derivatives148578147437148224
300 material outflows due to deterioration of own credit quality148574147433148220
310 impact of an adverse market scenario on derivatives transactions148571148217
340 outflows from derivatives148589147446148235
350 short positions148590148236
360 covered by collateralized SFT148591147447148237
370 other148592147448148238
380 callable excess collateral148581147439148227
390 due collateral148582147440148228
400 liquid asset collateral exchangable for non-liquid asset collateral148583147441148229
410 loss of funding on structured financing activites148588148234
420 structured financing instruments148585147443148231
430 financing facilites148584147442148230
450 internal netting of client´s positions148587147445148233
460 Committed facilities148610148324
470 credit facilities148611148325
480 to retail customers148529147397148176
490 to non-financial customers other than retail customers148535147402148182
500 to credit institutions148501148151
510 for funding promotional loans of retail customers148503147377148153
520 for funding promotional loans of non-financial customers148504147378148154
530 other148502147376148152
540 to regulated institutions other than credit institutions148569147429148215
550 within a group or an IPS if subject to preferential treatment148505147379148155
560 within IPS or cooperative network if treated as liquid asset by the depositing institution148506147380148156
570 to other financial customers148544147410148191
580 liquidity facilities148612148326
590 to retail customers148530147398148177
600 to non-financial customers other than retail customers148563147423148209
610 to personal investment companies148613147460148327
620 to SSPEs148536148183
630 to purchase assets other than securities from non-financial customers148537147403148184
640 other148538147404148185
650 to credit institutions148507148157
660 for funding promotional loans of retail customers148509147382148159
670 for funding promotional loans of non-financial customers148510147383148160
680 other148508147381148158
690 within a group or an IPS if subject to preferential treatment148511147384148161
700 within IPS or cooperative network if treated as liquid asset by the depositing institution148512147385148162
710 to other financial customers148545147411148192
720 Other products and services148594148239
731 Uncommitted funding facilities427788429090427187
740 undrawn loans and advances to wholesale counterparties148555147418148202
750 mortgages that have been agreed but not yet drawn down148597147451148242
760 credit cards148598147452148243
770 overdrafts148599147453148244
780 planned outflows related to renewal or extension of new retail or wholesale loans148600148245
850 planned derivatives payables148601147454148246
860 trade finance off-balance sheet related products148602147455148247
870 others148595147449148240
885 Other liabilities and due commitments427789427858427907425923427188
890 liabilities resulting from operating expenses427791425925427190
900 in the form of debt securities if not treated as retail deposits427792425926427191
912 the excess of funding to non-financial customers427782427853427902425912427181
913 the excess of funding to retail customers427775427846427895425899427174
914 the excess of funding to non financial corporates427774427845427894425897427173
915 the excess of funding to sovereigns, MLDBs and PSEs427786427856427905425918427185
916 the excess of funding to other legal entities427787427857427906425920427186
917 assets borrowed on an unsecured basis427790427859427908425924427189
918 others427781427852427901425909427180
920 OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS148614148328
930 Counterparty is central bank148488148625148645148138
940 level 1 excl. EHQ Covered Bonds collateral148487148624148644147365148136
945 of which collateral extended meets operational requirements427766427837427886425889427165
950 level 1 EHQ Covered Bonds collateral148486148623148643147364148135
955 of which collateral extended meets operational requirements427765427836427885425888427164
960 level 2A collateral148481148618148638147359148130
965 of which collateral extended meets operational requirements427760427831427880425883427159
970 level 2B asset-backed securities (residential or automobile, CQS1) collateral148482148619148639147360148131
975 of which collateral extended meets operational requirements427762427833427882425885427161
980 level 2B covered bonds148483148620148640147361148132
985 of which collateral extended meets operational requirements427763427834427883425886427162
990 level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral148484148621148641147362148133
995 of which collateral extended meets operational requirements427764427835427884425887427163




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.
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.
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.
General liquidity requirementsGeneral conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
GuarantorDefines the institutional sector of the guarantor (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
PurposeDefines the purpose of a balance or transaction.
Purpose - Purpose of the contract or transaction.
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 activityDefines the type of activity (e.g. asset management or custody).
Type of activity - Defines the type of activity reported (e.g. asset management or custody)
Contingent scenario/Assumptions usedContingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported
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