C 75.01.w - LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)





Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowedStandard weightApplicable weightOutflowsInflows subject to the 75% cap on inflowsInflows subject to the 90% cap on inflowsInflows exempted from the cap on inflows
CodeLabel0010002000300040005000600070008000900100
0010TOTAL COLLATERAL SWAPS (counterparty is central bank)146858146857427235426093426136426179
0020Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:424631424630427234426092426135426178
0030Level 1 assets (excl. EHQ covered bonds)424614424612425691427226426085426128426171
0040Of which collateral swapped meets operational requirements424615426808424613426807
0050Level 1: extremely high quality covered bonds424582424580425683426084426127426170
0060Of which collateral swapped meets operational requirements424583426792424581426791
0070Level 2A assets424422424420425643426060426103426146
0080Of which collateral swapped meets operational requirements424423426715424421426714
0090Level 2B: asset-backed securities (residential or automobile, CQS1)424544424536425672426079426122426165
0100Of which collateral swapped meets operational requirements424545426773424537426769
0110Level 2B: high quality covered bonds424546424538425673426080426123426166
0120Of which collateral swapped meets operational requirements424547426774424539426770
0130Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424548424540425674426081426124426167
0140Of which collateral swapped meets operational requirements424549426775424541426771
0150Other Level 2B424550424542425675426082426125426168
0160Of which collateral swapped meets operational requirements424551426776424543426772
0170Non-liquid assets424390424388425635426057426100426143
0180Of which collateral swapped meets operational requirements424391426700424389
0190Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:424629424628427233426091426134426177
0200Level 1 assets (excl. EHQ covered bonds)424610424608425690427225
0210Of which collateral swapped meets operational requirements424611426806424609426805
0220Level 1: extremely high quality covered bonds424578424576425682427218426083426126426169
0230Of which collateral swapped meets operational requirements424579426790424577426789
0240Level 2A assets424418424416425642426059426102426145
0250Of which collateral swapped meets operational requirements424419426713424417426712
0260Level 2B: asset-backed securities (residential or automobile, CQS1)424528424520425668426075426118426161
0270Of which collateral swapped meets operational requirements424529426765424521426761
0280Level 2B: high quality covered bonds424530424522425669426076426119426162
0290Of which collateral swapped meets operational requirements424531426766424523426762
0300Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424532424524425670426077426120426163
0310Of which collateral swapped meets operational requirements424533426767424525426763
0320Other Level 2B424534424526425671426078426121426164
0330Of which collateral swapped meets operational requirements424535426768424527426764
0340Non-liquid assets424386424384425634426056426099426142
0350Of which collateral swapped meets operational requirements424387426699424385
0360Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:424619424618427228426086426129426172
0370Level 1 assets (excl. EHQ covered bonds)424590424588425685427220
0380Of which collateral swapped meets operational requirements424591426796424589426795
0390Level 1: extremely high quality covered bonds424558424556425677427213
0400Of which collateral swapped meets operational requirements424559426780424557426779
0410Level 2A assets424398424396425637427193426058426101426144
0420Of which collateral swapped meets operational requirements424399426703424397426702
0430Level 2B: asset-backed securities (residential or automobile, CQS1)424454424446425651426064426107426150
0440Of which collateral swapped meets operational requirements424455426728424447426724
0450Level 2B: high quality covered bonds424448424440425648426061426104426147
0460Of which collateral swapped meets operational requirements424449426725424441426721
0470Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424450424442425649426062426105426148
0480Of which collateral swapped meets operational requirements424451426726424443426722
0490Other Level 2B424452424444425650426063426106426149
0500Of which collateral swapped meets operational requirements424453426727424445426723
0510Non-liquid assets424366424364425629426051426094426137
0520Of which collateral swapped meets operational requirements424367426694424365
0530Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:424624424620427229426087426130426173
0540Level 1 assets (excl. EHQ covered bonds)424600424592425686427221
0550Of which collateral swapped meets operational requirements424601426801424593426797
0560Level 1: extremely high quality covered bonds424568424560425678427214
0570Of which collateral swapped meets operational requirements424569426785424561426781
0580Level 2A assets424408424400425638427194
0590Of which collateral swapped meets operational requirements424409426708424401426704
0600Level 2B: asset-backed securities (residential or automobile, CQS1)424488424456425652427202426065426108426151
0610Of which collateral swapped meets operational requirements424489426745424457426729
0620Level 2B: high quality covered bonds424496424464425656426066426109426152
0630Of which collateral swapped meets operational requirements424497426749424465426733
0640Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424504424472425660426068426111426154
0650Of which collateral swapped meets operational requirements424505426753424473426737
0660Other Level 2B424512424480425664426071426114426157
0670Of which collateral swapped meets operational requirements424513426757424481426741
0680Non-liquid assets424377424369425630426052426095426138
0690Of which collateral swapped meets operational requirements424376426695424368
0700Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:424625424621427230426088426131426174
0710Level 1 assets (excl. EHQ covered bonds)424602424594425687427222
0720Of which collateral swapped meets operational requirements424603426802424595426798
0730Level 1: extremely high quality covered bonds424570424562425679427215
0740Of which collateral swapped meets operational requirements424571426786424563426782
0750Level 2A assets424410424402425639427195
0760Of which collateral swapped meets operational requirements424411426709424403426705
0770Level 2B: asset-backed securities (residential or automobile, CQS1)424490424458425653427203
0780Of which collateral swapped meets operational requirements424491426746424459426730
0790Level 2B: high quality covered bonds424498424466425657427206426067426110426153
0800Of which collateral swapped meets operational requirements424499426750424467426734
0810Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424506424474425661426069426112426155
0820Of which collateral swapped meets operational requirements424507426754424475426738
0830Other Level 2B424514424482425665426072426115426158
0840Of which collateral swapped meets operational requirements424515426758424483426742
0850Non-liquid assets424378424370425631426053426096426139
0860Of which collateral swapped meets operational requirements424379426696424371
0870Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:424626424622427231426089426132426175
0880Level 1 assets (excl. EHQ covered bonds)424604424596425688427223
0890Of which collateral swapped meets operational requirements424605426803424597426799
0900Level 1: extremely high quality covered bonds424572424564425680427216
0910Of which collateral swapped meets operational requirements424573426787424565426783
0920Level 2A assets424412424404425640427196
0930Of which collateral swapped meets operational requirements424413426710424405426706
0940Level 2B: asset-backed securities (residential or automobile, CQS1)424492424460425654427204
0950Of which collateral swapped meets operational requirements424493426747424461426731
0960Level 2B: high quality covered bonds424500424468425658427207
0970Of which collateral swapped meets operational requirements424501426751424469426735
0980Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424508424476425662427209426070426113426156
0990Of which collateral swapped meets operational requirements424509426755424477426739
1000Other Level 2B424516424484425666426073426116426159
1010Of which collateral swapped meets operational requirements424517426759424485426743
1020Non-liquid assets424380424372425632426054426097426140
1030Of which collateral swapped meets operational requirements424381426697424373
1040Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:424627424623427232426090426133426176
1050Level 1 assets (excl. EHQ covered bonds)424606424598425689427224
1060Of which collateral swapped meets operational requirements424607426804424599426800
1070Level 1: extremely high quality covered bonds424574424566425681427217
1080Of which collateral swapped meets operational requirements424575426788424567426784
1090Level 2A assets424414424406425641427197
1100Of which collateral swapped meets operational requirements424415426711424407426707
1110Level 2B: asset-backed securities (residential or automobile, CQS1)424494424462425655427205
1120Of which collateral swapped meets operational requirements424495426748424463426732
1130Level 2B: high quality covered bonds424502424470425659427208
1140Of which collateral swapped meets operational requirements424503426752424471426736
1150Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424510424478425663427210
1160Of which collateral swapped meets operational requirements424511426756424479426740
1170Other Level 2B424518424486425667427211426074426117426160
1180Of which collateral swapped meets operational requirements424519426760424487426744
1190Non-liquid assets424382424374425633426055426098426141
1200Of which collateral swapped meets operational requirements424383426698424375
1210Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:424617424616427227
1220Level 1 assets (excl. EHQ covered bonds)424586424584425684427219
1230Of which collateral swapped meets operational requirements424587424585426794
1240Level 1: extremely high quality covered bonds424554424552425676427212
1250Of which collateral swapped meets operational requirements424555424553426778
1260Level 2A assets424394424392425636427192
1270Of which collateral swapped meets operational requirements424395424393426701
1280Level 2B: asset-backed securities (residential or automobile, CQS1)424432424424425644427198
1290Of which collateral swapped meets operational requirements424433424425426717
1300Level 2B: high quality covered bonds424434424426425645427199
1310Of which collateral swapped meets operational requirements424435424427426718
1320Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424436424428425646427200
1330Of which collateral swapped meets operational requirements424437424429426719
1340Other Level 2B424438424430425647427201
1350Of which collateral swapped meets operational requirements424439424431426720
1360Non-liquid assets424363424362
1370TOTAL COLLATERAL SWAPS (counterparty is non-central bank)425175425174427323426390426433426476
1380Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:425173425172427322426389426432426475
1390Level 1 assets (excl. EHQ covered bonds)425156425154425817427314426382426425426468
1400Of which collateral swapped meets operational requirements425157427045425155427044
1410Level 1: extremely high quality covered bonds425124425122425809426381426424426467
1420Of which collateral swapped meets operational requirements425125427030425123427029
1430Level 2A assets424964424962425769426357426400426443
1440Of which collateral swapped meets operational requirements424965426955424963426954
1450Level 2B: asset-backed securities (residential or automobile, CQS1)425086425078425798426376426419426462
1460Of which collateral swapped meets operational requirements425087427012425079427008
1470Level 2B: high quality covered bonds425088425080425799426377426420426463
1480Of which collateral swapped meets operational requirements425089427013425081427009
1490Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425090425082425800426378426421426464
1500Of which collateral swapped meets operational requirements425091427014425083427010
1510Other Level 2B425092425084425801426379426422426465
1520Of which collateral swapped meets operational requirements425093427015425085427011
1530Non-liquid assets424932424930425761426354426397426440
1540Of which collateral swapped meets operational requirements424933426940424931
1550Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:425171425170427321426388426431426474
1560Level 1 assets (excl. EHQ covered bonds)425152425150425816427313
1570Of which collateral swapped meets operational requirements425153427043425151427042
1580Level 1: extremely high quality covered bonds425120425118425808427306426380426423426466
1590Of which collateral swapped meets operational requirements425121427028425119427027
1600Level 2A assets424960424958425768426356426399426442
1610Of which collateral swapped meets operational requirements424961426953424959426952
1620Level 2B: asset-backed securities (residential or automobile, CQS1)425070425062425794426372426415426458
1630Of which collateral swapped meets operational requirements425071427004425063427000
1640Level 2B: high quality covered bonds425072425064425795426373426416426459
1650Of which collateral swapped meets operational requirements425073427005425065427001
1660Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425074425066425796426374426417426460
1670Of which collateral swapped meets operational requirements425075427006425067427002
1680Other Level 2B425076425068425797426375426418426461
1690Of which collateral swapped meets operational requirements425077427007425069427003
1700Non-liquid assets424928424926425760426353426396426439
1710Of which collateral swapped meets operational requirements424929426939424927
1720Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:425159425158427315426383426426426469
1730Level 1 assets (excl. EHQ covered bonds)425128425126425810427307
1740Of which collateral swapped meets operational requirements425129427032425127427031
1750Level 1: extremely high quality covered bonds425096425094425802427300
1760Of which collateral swapped meets operational requirements425097427017425095427016
1770Level 2A assets424936424934425762427280426355426398426441
1780Of which collateral swapped meets operational requirements424937426942424935426941
1790Level 2B: asset-backed securities (residential or automobile, CQS1)424974424966425770426358426401426444
1800Of which collateral swapped meets operational requirements424975426960424967426956
1810Level 2B: high quality covered bonds424976424968425771426359426402426445
1820Of which collateral swapped meets operational requirements424977426961424969426957
1830Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)424978424970425772426360426403426446
1840Of which collateral swapped meets operational requirements424979426962424971426958
1850Other Level 2B424980424972425773426361426404426447
1860Of which collateral swapped meets operational requirements424981426963424973426959
1870Non-liquid assets424906424904425755426348426391426434
1880Of which collateral swapped meets operational requirements424907426934424905
1890Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:425165425160427316426384426427426470
1900Level 1 assets (excl. EHQ covered bonds)425140425130425811427308
1910Of which collateral swapped meets operational requirements425141427038425131427033
1920Level 1: extremely high quality covered bonds425108425098425803427301
1930Of which collateral swapped meets operational requirements425109427023425099427018
1940Level 2A assets424948424938425763427281
1950Of which collateral swapped meets operational requirements424949426948424939426943
1960Level 2B: asset-backed securities (residential or automobile, CQS1)425022424982425774427286426362426405426448
1970Of which collateral swapped meets operational requirements425023426984424983426964
1980Level 2B: high quality covered bonds425032424992425779426363426406426449
1990Of which collateral swapped meets operational requirements425033426988424993426969
2000Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425042425002425784426365426408426451
2010Of which collateral swapped meets operational requirements425043426992425003426974
2020Other Level 2B425052425012425789426368426411426454
2030Of which collateral swapped meets operational requirements425053426996425013426979
2040Non-liquid assets424918424909425757426350426393426436
2050Of which collateral swapped meets operational requirements424919426935424910
2060Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:425166425161427317426385426428426471
2070Level 1 assets (excl. EHQ covered bonds)425142425132425812427309
2080Of which collateral swapped meets operational requirements425143427039425133427034
2090Level 1: extremely high quality covered bonds425110425100425804427302
2100Of which collateral swapped meets operational requirements425111427024425101427019
2110Level 2A assets424950424940425764427282
2120Of which collateral swapped meets operational requirements424951426949424941426944
2130Level 2B: asset-backed securities (residential or automobile, CQS1)425024424984425775427287
2140Of which collateral swapped meets operational requirements425025426985424985426965
2150Level 2B: high quality covered bonds425034424994425780427291426364426407426450
2160Of which collateral swapped meets operational requirements425035426989424995426970
2170Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425044425004425785426366426409426452
2180Of which collateral swapped meets operational requirements425045426993425005426975
2190Other Level 2B425054425014425790426369426412426455
2200Of which collateral swapped meets operational requirements425055426997425015426980
2210Non-liquid assets424920424911425758426351426394426437
2220Of which collateral swapped meets operational requirements424921426936424912
2230Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:425167425162427318426386426429426472
2240Level 1 assets (excl. EHQ covered bonds)425144425134425813427310
2250Of which collateral swapped meets operational requirements425145427040425135427035
2260Level 1: extremely high quality covered bonds425112425102425805427303
2270Of which collateral swapped meets operational requirements425113427025425103427020
2280Level 2A assets424952424942425765427283
2290Of which collateral swapped meets operational requirements424953426950424943426945
2300Level 2B: asset-backed securities (residential or automobile, CQS1)425026424986425776427288
2310Of which collateral swapped meets operational requirements425027426986424987426966
2320Level 2B: high quality covered bonds425036424996425781427292
2330Of which collateral swapped meets operational requirements425037426990424997426971
2340Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425046425006425786427295426367426410426453
2350Of which collateral swapped meets operational requirements425047426994425007426976
2360Other Level 2B425056425016425791426370426413426456
2370Of which collateral swapped meets operational requirements425057426998425017426981
2380Non-liquid assets424917424908425756426349426392426435
2390Of which collateral swapped meets operational requirements424922426937424913
2400Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:425168425163427319426387426430426473
2410Level 1 assets (excl. EHQ covered bonds)425146425136425814427311
2420Of which collateral swapped meets operational requirements425147427041425137427036
2430Level 1: extremely high quality covered bonds425114425104425806427304
2440Of which collateral swapped meets operational requirements425115427026425105427021
2450Level 2A assets424954424944425766427284
2460Of which collateral swapped meets operational requirements424955426951424945426946
2470Level 2B: asset-backed securities (residential or automobile, CQS1)425028424988425777427289
2480Of which collateral swapped meets operational requirements425029426987424989426967
2490Level 2B: high quality covered bonds425038424998425782427293
2500Of which collateral swapped meets operational requirements425039426991424999426972
2510Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425048425008425787427296
2520Of which collateral swapped meets operational requirements425049426995425009426977
2530Other Level 2B425058425018425792427298426371426414426457
2540Of which collateral swapped meets operational requirements425059426999425019426982
2550Non-liquid assets424923424914425759426352426395426438
2560Of which collateral swapped meets operational requirements424924426938424915
2570Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:425169425164427320
2580Level 1 assets (excl. EHQ covered bonds)425148425138425815427312
2590Of which collateral swapped meets operational requirements425149425139427037
2600Level 1: extremely high quality covered bonds425116425106425807427305
2610Of which collateral swapped meets operational requirements425117425107427022
2620Level 2A assets424956424946425767427285
2630Of which collateral swapped meets operational requirements424957424947426947
2640Level 2B: asset-backed securities (residential or automobile, CQS1)425030424990425778427290
2650Of which collateral swapped meets operational requirements425031424991426968
2660Level 2B: high quality covered bonds425040425000425783427294
2670Of which collateral swapped meets operational requirements425041425001426973
2680Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)425050425010425788427297
2690Of which collateral swapped meets operational requirements425051425011426978
2700Other Level 2B425060425020425793427299
2710Of which collateral swapped meets operational requirements425061425021426983
2720Non-liquid assets424925424916
2729 - MEMORANDUM ITEMS
2730Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions147206147202
2740Total collateral swaps with intragroup counterparties147207147203148331147632147727147822
2749 - Collateral swaps waived from Article 17 (2) and (3)
2750of which: collateral borrowed is L1 excl. EHQCB426809
2760of which: collateral borrowed is L1 EHQCB426793
2770of which: collateral borrowed is L2A426716
2780of which: collateral borrowed is L2B426777
2790of which: collateral lent is L1 excl. EHQCB426813
2800of which: collateral lent is L1 EHQCB426812
2810of which: collateral lent is L2A426810
2820of which: collateral lent is L2B426811




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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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
Specific liquidity requirement of the collateral receivedSpecific conditions related to the collateral received (under the liquidity provisions framework)
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Specific liquidity requirement of the collateral givenSpecific conditions related to the collateral given (under the liquidity provisions framework)
Liquidity - Defines different liquidity-related conditions of assets and liabilities