C 60.00.a - SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total





amount extremely high liquidity and credit qualityamount high liquidity and credit qualityamount other assets
within three monthsbetween three and 6 monthsbetween 6 and 9 monthsbetween 9 and 12 monthsafter 12 monthswithin three monthsbetween three and 6 monthsbetween 6 and 9 monthsbetween 9 and 12 monthsafter 12 monthswithin three monthsbetween three and 6 monthsbetween 6 and 9 monthsbetween 9 and 12 monthsafter 12 months
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150
005 - ITEMS REQUIRING STABLE FUNDING
006 - assets referred to in Art. 416 CRR
010 cash105573
020 exposures to central bank102438
030 Of which: exposures that can be withdrawn in times of stress102443
035 - transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets
040 representing claims103398103399103400103401103402103403103404103405103406103407
050 guaranteed by105543105544105545105546105547105548105549105550105551105552
055 - transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity
060 representing claims103758103759103760103761103762103763103764103765103766103767
070 guaranteed by104748104749104750104751104752104753104754104755104756104757
075 - transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Commission and multilateral development banks;
080 representing claims103728103729103730103731103732103733103734103735103736103737
090 guaranteed by105558105559105560105561105562105563105564105565105566105567
100 amount unencumbered103368103369103370103371103372103373103374103375103376103377
110 amount encumbered for a period within three months103293103294103295103296103297103298103299103300103301103302
120 amount encumbered for a period between three and 6 months103308103309103310103311103312103313103314103315103316103317
130 amount encumbered for a period between 6 and 9 months103323103324103325103326103327103328103329103330103331103332
140 amount encumbered for a period between 9 and 12 months103338103339103340103341103342103343103344103345103346103347
150 amount encumbered for a period greater than 12 months103353103354103355103356103357103358103359103360103361103362
151 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
152 representing claims103788103789103790103791103792103793103794103795103796103797
153 guaranteed by105588105589105590105591105592105593105594105595105596105597
155 - total shares or units in CIUs with underlying assets specified in Art. 416 CRR
160 underlying assets in point (a) of Art. 416(1) CRR103648103649103650103651103652103663103664103665103666103667
170 underlying assets in point (b) and (c) of Art. 416(1) CRR103653103654103655103656103657103668103669103670103671103672
175 underlying assets in point (d) of Art. 416(1) CRR103658103659103660103661103662103673103674103675103676103677
180 amount unencumbered103623103624103625103626103627103628103629103630103631103632103618103619103620103621103622
190 amount encumbered for a period within three months103548103549103550103551103552103553103554103555103556103557103543103544103545103546103547
200 amount encumbered for a period between three and 6 months103563103564103565103566103567103568103569103570103571103572103558103559103560103561103562
210 amount encumbered for a period between 6 and 9 months103578103579103580103581103582103583103584103585103586103587103573103574103575103576103577
220 amount encumbered for a period between 9 and 12 months103593103594103595103596103597103598103599103600103601103602103588103589103590103591103592
230 amount encumbered for a period greater than 12 months103608103609103610103611103612103613103614103615103616103617103603103604103605103606103607
231 - deposits with the central credit institution and other statutory or contractually available liquid funding from a central credit institution or institutions that are members of a network referred to in Article 113(7) or eligible for the waiver provided in Article 10 CRR, to the extent that this funding is not collateralized by liquid assets
232 deposits102378102379102380102381102382102388102389102390102391102392102368102369102370102371102372
233 contractually available liquid funding108699108700108701108702108703108704108705108706108707108708108694108695108696108697108698
234 Assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416(2)(a)(iii) is met103698103699103700103701103702103703103704103705103706103707103693103694103695103696103697
235 - Other transferable assets not specified elsewhere
240 amount unencumbered105483105484105485105486105487105488105489105490105491105492
250 amount encumbered for a period within three months105183105184105185105186105187105188105189105190105191105192
260 amount encumbered for a period between three and 6 months105243105244105245105246105247105248105249105250105251105252
270 amount encumbered for a period between 6 and 9 months105303105304105305105306105307105308105309105310105311105312
280 amount encumbered for a period between 9 and 12 months105363105364105365105366105367105368105369105370105371105372
290 amount encumbered for a period greater than 12 months105423105424105425105426105427105428105429105430105431105432
295 - non financial corporate bonds
300 amount unencumbered103153103154103155103156103157103158103159103160103161103162103148103149103150103151103152
310 amount encumbered for a period within three months103003103004103005103006103007103008103009103010103011103012102998102999103000103001103002
320 amount encumbered for a period between three and 6 months103033103034103035103036103037103038103039103040103041103042103028103029103030103031103032
330 amount encumbered for a period between 6 and 9 months103063103064103065103066103067103068103069103070103071103072103058103059103060103061103062
340 amount encumbered for a period between 9 and 12 months103093103094103095103096103097103098103099103100103101103102103088103089103090103091103092
350 amount encumbered for a period greater than 12 months103123103124103125103126103127103128103129103130103131103132103118103119103120103121103122
351 - non residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
352 amount unencumbered102803102804102805102806102807102813102814102815102816102817102793102794102795102796102797
353 amount encumbered for a period within three months102653102654102655102656102657102663102664102665102666102667102643102644102645102646102647
354 amount encumbered for a period between three and 6 months102683102684102685102686102687102693102694102695102696102697102673102674102675102676102677
355 amount encumbered for a period between 6 and 9 months102713102714102715102716102717102723102724102725102726102727102703102704102705102706102707
356 amount encumbered for a period between 9 and 12 months102743102744102745102746102747102753102754102755102756102757102733102734102735102736102737
357 amount encumbered for a period greater than 12 months102773102774102775102776102777102783102784102785102786102787102763102764102765102766102767
358 - residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
359 amount unencumbered102798102799102800102801102802102808102809102810102811102812102788102789102790102791102792
360 amount encumbered for a period within three months102648102649102650102651102652102658102659102660102661102662102638102639102640102641102642
361 amount encumbered for a period between three and 6 months102678102679102680102681102682102688102689102690102691102692102668102669102670102671102672
362 amount encumbered for a period between 6 and 9 months102708102709102710102711102712102718102719102720102721102722102698102699102700102701102702
363 amount encumbered for a period between 9 and 12 months102738102739102740102741102742102748102749102750102751102752102728102729102730102731102732
364 amount encumbered for a period greater than 12 months102768102769102770102771102772102778102779102780102781102782102758102759102760102761102762
365 - bonds eligible for the treatment set out in Art. 129(4) or (5), which meet the criteria in Art. 416(2)(a) CRR
366 amount unencumbered104358104359104360104361104362104363104364104365104366104367104353104354104355104356104357
370 amount encumbered for a period within three months104283104284104285104286104287104288104289104290104291104292104278104279104280104281104282
380 amount encumbered for a period between three and 6 months104298104299104300104301104302104303104304104305104306104307104293104294104295104296104297
390 amount encumbered for a period between 6 and 9 months104313104314104315104316104317104318104319104320104321104322104308104309104310104311104312
400 amount encumbered for a period between 9 and 12 months104328104329104330104331104332104333104334104335104336104337104323104324104325104326104327
410 amount encumbered for a period greater than 12 months104343104344104345104346104347104348104349104350104351104352104338104339104340104341104342
415 - bonds as defined in Art. 52(4) of Directive 2009/65/EC other than those referred to in 1.1.9
420 amount unencumbered104718104719104720104721104722104723104724104725104726104727104713104714104715104716104717
430 amount encumbered for a period within three months104643104644104645104646104647104648104649104650104651104652104638104639104640104641104642
440 amount encumbered for a period between three and 6 months104658104659104660104661104662104663104664104665104666104667104653104654104655104656104657
450 amount encumbered for a period between 6 and 9 months104673104674104675104676104677104678104679104680104681104682104668104669104670104671104672
460 amount encumbered for a period between 9 and 12 months104688104689104690104691104692104693104694104695104696104697104683104684104685104686104687
470 amount encumbered for a period greater than 12 months104703104704104705104706104707104708104709104710104711104712104698104699104700104701104702
475 - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Art. 122 CRR
480 amount unencumbered103998103999104000104001104002103993103994103995103996103997
490 amount encumbered for a period within three months103923103924103925103926103927103918103919103920103921103922
500 amount encumbered for a period between three and 6 months103938103939103940103941103942103933103934103935103936103937
510 amount encumbered for a period between 6 and 9 months103953103954103955103956103957103948103949103950103951103952
520 amount encumbered for a period between 9 and 12 months103968103969103970103971103972103963103964103965103966103967
530 amount encumbered for a period greater than 12 months103983103984103985103986103987103978103979103980103981103982
535 - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Art. 122 CRR
540 amount unencumbered104178104179104180104181104182104173104174104175104176104177
550 amount encumbered for a period within three months104103104104104105104106104107104098104099104100104101104102
560 amount encumbered for a period between three and 6 months104118104119104120104121104122104113104114104115104116104117
570 amount encumbered for a period between 6 and 9 months104133104134104135104136104137104128104129104130104131104132
580 amount encumbered for a period between 9 and 12 months104148104149104150104151104152104143104144104145104146104147
590 amount encumbered for a period greater than 12 months104163104164104165104166104167104158104159104160104161104162
595 - other securities and money market instruments not reported elsewhere
600 amount unencumbered104538104539104540104541104542104533104534104535104536104537
610 amount encumbered for a period within three months104463104464104465104466104467104458104459104460104461104462
620 amount encumbered for a period between three and 6 months104478104479104480104481104482104473104474104475104476104477
630 amount encumbered for a period between 6 and 9 months104493104494104495104496104497104488104489104490104491104492
640 amount encumbered for a period between 9 and 12 months104508104509104510104511104512104503104504104505104506104507
650 amount encumbered for a period greater than 12 months104523104524104525104526104527104518104519104520104521104522
655 - equity securities of non-financial entities listed on a major index in a recognised exchange
660 amount unencumbered103163103164103165103166103167
670 amount encumbered for a period within three months103013103014103015103016103017
680 amount encumbered for a period between three and 6 months103043103044103045103046103047
690 amount encumbered for a period between 6 and 9 months103073103074103075103076103077
700 amount encumbered for a period between 9 and 12 months103103103104103105103106103107
710 amount encumbered for a period greater than 12 months103133103134103135103136103137
715 - other equity securities
720 amount unencumbered105493105494105495105496105497
730 amount encumbered for a period within three months105193105194105195105196105197
740 amount encumbered for a period between three and 6 months105253105254105255105256105257
750 amount encumbered for a period between 6 and 9 months105313105314105315105316105317
760 amount encumbered for a period between 9 and 12 months105373105374105375105376105377
770 amount encumbered for a period greater than 12 months105433105434105435105436105437
775 - gold
780 amount unencumbered105518105519105520105521105522105508105509105510105511105512
790 amount encumbered for a period within three months105218105219105220105221105222105208105209105210105211105212
800 amount encumbered for a period between three and 6 months105278105279105280105281105282105268105269105270105271105272
810 amount encumbered for a period between 6 and 9 months105338105339105340105341105342105328105329105330105331105332
820 amount encumbered for a period between 9 and 12 months105398105399105400105401105402105388105389105390105391105392
830 amount encumbered for a period greater than 12 months105458105459105460105461105462105448105449105450105451105452
835 - other precious metals
840 amount unencumbered105523105524105525105526105527105513105514105515105516105517
850 amount encumbered for a period within three months105223105224105225105226105227105213105214105215105216105217
860 amount encumbered for a period between three and 6 months105283105284105285105286105287105273105274105275105276105277
870 amount encumbered for a period between 6 and 9 months105343105344105345105346105347105333105334105335105336105337
880 amount encumbered for a period between 9 and 12 months105403105404105405105406105407105393105394105395105396105397
890 amount encumbered for a period greater than 12 months105463105464105465105466105467105453105454105455105456105457




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.
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
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
Currency of the exposureDefines the currency in which the item is denominated
Currency - Currency
Deducted from own fundsSpecifies if the asset, in calculating the solvency ratio, is or not deducted from own funds.
Boolean total - Dimensions having only two values (usually denoted true and false)
EncumbranceSpecifies the condition related to the encumbrance of the asset
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
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.
Liquidity quality of assetsLiquidity conditions specified for assets under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Main category of the underlyingDefines the type of instrument underlying another balance or transaction (e.g. short position).
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.
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
Time of encumbranceSpecifies the time that the assets is expected to remain encumbered.
Time interval - Time bands (e.g. > 60 days <= 90 days).
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.