C 74.00.a - LC(DA - Liquidity Coverage. Inflows. Total (DA)





AmountMarket value of collateral receivedApplicable weightValue of collateral received according to Article 9Inflow
Subject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflows
CodeLabel010 020 030 040 050 060 080 090 100 110 120 130 140 150 160
010 TOTAL INFLOWS146295146318146341144836144931145026
020 Inflows from unsecured transactions/deposits146296146319146342144837144932145027
030 monies due from non-financial customers (except for central banks)427716427719427722426663426666426669
040 monies due from non-financial customers (except for central banks) not corresponding to principal repayment427718427721427724425602425603425604426665426668426671
050 other monies due from non-financial customers (except for central banks)427717427720427723426664426667426670
060 monies due from retail customers427701427702427703425584425585425586426648426649426650
070 monies due from non-financial corporates427698427699427700425578425579425580426645426646426647
080 monies due from sovereigns, multilateral development banks and public sector entities427728427729427730425608425609425610426675426676426677
090 monies due from other legal entities427734427735427736425620425621425622426681426682426683
100 monies due from central banks and financial customers427725427726427727426672426673426674
110 monies due from financial customers being classified as operational deposits427705427709427713426652426656426660
120 monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate427706427710427714425593425595425597426653426657426661
130 monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate427707427711427715425594425596425598426654426658426662
140 monies due from central banks and financial customers not being classified as operational deposits427704427708427712426651426655426659
150 monies due from central banks427591427612427633425494425504425514426233426289426345
160 monies due from financial customers427731427732427733425614425615425616426678426679426680
170 inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) No 2015/61146263146264146265143901143902143903144732144733144734
180 monies due from trade financing transactions146217146224146231143855143860143865144689144696144703
190 monies due from securities maturing within 30 days146215146222146229143853143858143863144687144694144701
201 loans with an undefined contractual end date427752427753427754425626425627425628426687426689426691
210 monies due from positions in major index equity instruments provided that there is no double counting with liquid assets146212146213146214143835143836143837144684144685144686
230 inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets146292146315146338143979143994144009144833144928145023
240 inflows from derivatives146294146317146340143981143996144011144835144930145025
250 inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has granted permission to apply a higher inflow rate146203146204146205143817143818143819144675144676144677
260 other inflows146293146316146339143980143995144010144834144929145024
263 Inflows from secured lending and capital market-driven transactions146297146320146343144838144933145028
265 Counterparty is central bank427592427613427634426234426290426346
267 collateral that qualifies as a liquid asset427587427608427629428031428046428061426224426280426336
269 Level 1 collateral excluding extremely high quality covered bonds427589427610427631428032428047428062425493425503425513426225426281426337
271 of which collateral received meets operational requirements427590427611427632428033428048428063428172428179428186
273 Level 1 collateral which is extremely high quality covered bonds427585427606427627428029428044428059425492425502425512426222426278426334
275 of which collateral received meets operational requirements427586427607427628428030428045428060428171428178428185
277 Level 2A collateral427575427596427617428019428034428049425487425497425507426193426249426305
279 of which collateral received meets operational requirements427576427597427618428020428035428050428166428173428180
281 Level 2B asset backed securities (residential or auto) collateral427577427598427619428021428036428051425488425498425508426216426272426328
283 of which collateral received meets operational requirements427582427603427624428026428041428056428168428175428182
285 Level 2B high quality covered bonds collateral427578427599427620428022428037428052425489425499425509426217426273426329
287 of which collateral received meets operational requirements427583427604427625428027428042428057428169428176428183
289 Level 2B asset backed securities (commercial or individuals) collateral427579427600427621428023428038428053425490425500425510426218426274426330
291 of which collateral received meets operational requirements427584427605427626428028428043428058428170428177428184
293 Level 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6427580427601427622428024428039428054425491425501425511426219426275426331
295 of which collateral received meets operational requirements427581427602427623428025428040428055428167428174428181
297 collateral is used to cover a short position427588427609427630
299 collateral that does not qualify as a liquid asset427572427593427614426187426243426299
301 collateral is non-liquid equity427574427595427616425486425496425506426189426245426301
303 all other non-liquid collateral427573427594427615425485425495425505426188426244426300
305 Counterparty is non-central bank427635427656427677426477426533426589
307 collateral that qualifies as a liquid asset427652427673427694428076428091428106426523426579426635
309 Level 1 collateral excluding extremely high quality covered bonds427654427675427696428077428092428107425554425564425574426524426580426636
311 of which collateral received meets operational requirements427655427676427697428078428093428108428193428200428207
313 Level 1 collateral which is extremely high quality covered bonds427650427671427692428074428089428104425553425563425573426521426577426633
315 of which collateral received meets operational requirements427651427672427693428075428090428105428192428199428206
317 Level 2A collateral427640427661427682428064428079428094425548425558425568426492426548426604
319 of which collateral received meets operational requirements427641427662427683428065428080428095428187428194428201
321 Level 2B asset backed securities (residential or auto) collateral427642427663427684428066428081428096425549425559425569426515426571426627
323 of which collateral received meets operational requirements427647427668427689428071428086428101428189428196428203
325 Level 2B high quality covered bonds collateral427643427664427685428067428082428097425550425560425570426516426572426628
327 of which collateral received meets operational requirements427648427669427690428072428087428102428190428197428204
329 Level 2B asset backed securities (commercial or individuals) collateral427644427665427686428068428083428098425551425561425571426517426573426629
331 of which collateral received meets operational requirements427649427670427691428073428088428103428191428198428205
333 Level 2B collateral not already captured in section 1.2.2.4, 1.2.2.5 or 1.2.2.6427645427666427687428069428084428099425552425562425572426518426574426630
335 of which collateral received meets operational requirements427646427667427688428070428085428100428188428195428202
337 collateral is used to cover a short position427653427674427695
339 collateral that does not qualify as a liquid asset427636427657427678426485426541426597
341 margin loans: collateral is non-liquid427637427658427679425545425555425565426486426542426598
343 collateral is non-liquid equity427639427660427681425547425557425567426488426544426600
345 all other non-liquid collateral427638427659427680425546425556425566426487426543426599
410 Total inflows from collateral swaps144840144935145030
420 (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)144744144745144746
430 (Excess inflows from a related specialised credit institution)144841144936145031
439 - MEMORANDUM ITEMS
450 FX inflows146291146314146337143978143993144008144832144927145022
460 Inflows within a group or an institutional protection scheme146289146312146335144831144926145021
470 Monies due from non-financial customers (except for central banks)146248146252146256143892143894143896144717144721144725
480 Monies due from financial customers146216146223146230143854143859143864144688144695144702
490 Secured transactions146239146243146247146719146720146721143879143882143885144710144713144716
500 Monies due from maturing securities within 30 days146237146241146245143878143881143884144709144712144715
510 Any other inflows within a group or an institutional protection scheme146236146240146244143877143880143883144708144711144714
529 - Secured lending waived from Article 17 (2) and (3)
530 of which: secured by L1 excl. EHQCB427740427745427750428211428215428219
540 of which: secured by L1 EHQCB427739427744427749428210428214428218
550 of which: secured by L2A427737427742427747428208428212428216
560 of which: secured by L2B427738427743427748428209428213428217
570 of which: secured by non-liquid assets427741427746427751




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
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
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.
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
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