C 72.00.a - LC(DA - Liquidity Coverage . Liquid assets. Total (DA)





Amount/Market valueApplicable weightValue according to Article 9
CodeLabel010 030 040
010 TOTAL UNADJUSTED LIQUID ASSETS143793145637
020 Total unadjusted level 1 ASSETS143486145369
030 Total unadjusted level 1 assets excluding extremely high quality covered bonds143503145379
040 Coins and banknotes143505144098145381
050 Withdrawable central bank reserves143448144019145340
060 Central bank assets143446144017145338
070 Central government assets143458144035145348
080 Regional government / local authorities assets143456144031145346
090 Public Sector Entity assets143454144027145344
100 Recognisable domestic and foreign currency central government and central bank assets143451144021145341
110 Credit institution (protected by Member State government, promotional lender) assets143452144023145342
120 Multilateral development bank and international organisations assets143453144025145343
130 Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure143464144049145354
140 Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds143465144050145355
150 Alternative Liquidity Approaches: Central bank credit facility143447144018145339
160 Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution143504144097145380
170 Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1143484144075145368
180 Total unadjusted level 1 extremely high quality covered bonds143493144094145376
190 Extremely high quality covered bonds143494144095145377
200 Qualifying CIU shares/units: underlying is extremely high quality covered bonds143466144051145356
210 Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution143495144096145378
220 Total unadjusted level 2 ASSETS143506144099145382
230 Total unadjusted level 2A assets143487144088145370
240 Regional government / local authorities or Public Sector Entity assets (Member State, RW20%)143455144030145345
250 Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%)143457144033145347
260 High quality covered bonds (CQS2)143483144073145367
270 High quality covered bonds (Third Country, CQS1)143479144068145363
280 Corporate debt securities (CQS1)143469144053145357
290 Qualifying CIU shares/units: underlying is Level 2A assets143461144046145351
300 Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution143488144089145371
310 Total unadjusted level 2B assets143489144090145372
320 Asset-backed securities (residential, CQS1)143480144069145364
330 Asset-backed securities (auto, CQS1)143481144070145365
340 High quality covered bonds (RW35%)143492144093145375
350 Asset-backed securities (commercial or individuals, Member State, CQS1)143482144071145366
360 Corporate debt securities (CQS2/3)143471144057145359
370 Corporate debt securities - non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3143470144055145358
380 Shares (major stock index)143491144092145374
390 Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)143478144063145362
400 Restricted-use central bank committed liquidity facilities143445144016145337
410 Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)143460144039145350
420 Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)143462144047145352
430 Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)143459144038145349
440 Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3) or shares (major stock index)143463144048145353
450 Deposits by network member with central institution (no obligated investment)143476144060145360
460 Liquidity funding available to network member from central institution (non-specified collateralisation)143477144061145361
470 Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution143490144091145373
479 - Memorandum
480 Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons143485
490 Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)143474
500 Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)143475
510 Deposits by network member with central institution (obligated investment in Level 2A assets)143472
520 Deposits by network member with central institution (obligated investment in Level 2B assets)143473
530 Adjustments made to assets due to net liquidity outflows from early close-out of hedges143496
540 Adjustments made to assets due to net liquidity inflows from early close-out of hedges143497
550 Member State-sponsored guaranteed bank assets subject to grandfathering143467
560 Member State-sponsored impaired asset management agencies subject to transitional provision143468
570 Securitisations backed by residential loans subject to transitional provision143498
580 Level 1/2A/2B assets excluded due to currency reasons143499
590 Level 1/2A/2B assets excluded for operational reasons except for currency reasons143500
600 Level 1 Non-interest bearing assets (held by credit institutions for religious reasons)143501
610 Level 2A Non-interest bearing assets (held by credit institutions for religious reasons)143502




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.
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.
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
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.
Risk weightsSpecifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
Percentages - Percentages
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