C 73.00.a - LC(DA - Liquidity Coverage. Outflows. Total (DA)





AmountMarket value of collateral extendedValue of collateral extended according to Article 9WeightOutflow
Applicable weight
CodeLabel010 020 030 050 060
010 OUTFLOWS146617146049
020 OUTFLOWS FROM UNSECURED TRANSACTIONS/DEPOSITS146616146046
030 Retail deposits146517145883
040 deposits where the payout has been agreed within the following 30 days146521144173145886
050 deposits subject to higher outflows146527145890
060 category 1146522144174145887
070 category 2146523144175145888
080 stable deposits146520144172145885
090 derogated stable deposits146524144176145889
100 deposits in third countries where a higher outflow is applied146519144171145884
1000other Level 2B assets collateral146485146642146679144112145850
1010non-liquid assets collateral146489146646144115145855
1020Counterparty is non-central bank146497146654146690145863
1030level 1 excl. EHQ Covered Bonds collateral146496146653146689144129145862
1040level 1 EHQ Covered Bonds collateral146495146652146688144128145861
1050level 2A collateral146490146647146683144123145856
1060level 2B asset-backed securities (residential or automobile, CQS1) collateral146491146648146684144124145857
1070level 2B covered bonds146492146649146685144125145858
1080level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral146493146650146686144126145859
1090other Level 2B assets collateral146494146651146687144127145860
110 other retail deposits146528144177145891
1100non-liquid assets collateral146498145864
1110counterparty is central govt, PSE<=RW20%, MDB146565146655144233145927
1120other counterparty146566146656144235145928
1130TOTAL OUTFLOWS FROM COLLATERAL SWAPS146048
1139 - MEMORANDUM ITEMS
1140RETAIL BONDS WITH A RESIDUAL MATURITY OF LESS THAN 30 DAYS146518
1150RETAIL DEPOSITS EXEMPTED FROM THE CALCULATION OF OUTFLOWS146525
1160NOT ASSESSED RETAIL DEPOSITS146526
1170LIQUIDITY OUTFLOWS TO BE NETTED BY INTERDEPENDENT INFLOWS146608
1179 - OPERATIONAL DEPOSITS MAINTAINED FOR CLEARING, CUSTODY, CASH MANAGEMENT OR OTHER COMPARABLE SERVICES IN THE CONTEXT OF AN ESTABLISHED OPERATIONAL RELATIONSHIP
1180provided by credit institutions146499144142145865
1190provided by financial customers other than credit institutions146542144202145905
120 Operational deposits146548145911
1200provided by sovereigns, central banks, MDBs and PSEs146567144238145929
1210provided by other customers146514144158145880
1219 - NON-OPERATIONAL DEPOSITS MAINTAINED BY FINANCIAL CUSTOMERS AND OTHER CUSTOMERS
1220provided by credit institutions146500144143145866
1230provided by financial customers other than credit institutions146543144203145906
1240provided by sovereigns, central banks, MDBs and PSEs146568144239145930
1250provided by other customers146515144159145881
1260FUNDING COMMITMENTS TO NON - FINANCIAL CUSTOMERS146562
1270LEVEL 1 EXCL. EHQ COVERED BONDS COLLATERAL POSTED FOR DERIVATIVES146607
1280SFTS MONITORING146593
1289 - INTRA GROUP OR IPS OUTFLOWS
1290to financial customers146541144197145904
130 maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship146549145912
1300to non-financial customers146561144227145924
1310secured146615146657146691144305146045
1320credit facilities without preferential treatment146576144254145938
1330liquidity facilites without preferential treatment146577144255145939
1340operational deposits146554144221145917
1350non-operational deposits146557144223145920
1360liabilities in the form of debt securities if not treated as retail deposits146559144225145922
1370FX OUTFLOWS146609144303146039
1380THIRD COUNTRIES OUTFLOWS - TRANSFER RESTRICTIONS OR NON-CONVERTIBLE CURRENCIES146575144251145937
1390ADDITIONAL BALANCES REQUIRED TO BE INSTALLED IN CENTRAL BANK RESERVES145853
140 covered by DGS146546144216145909
150 not covered by DGS146547144217145910
160 maintained in the context of IPS or a cooperative network146551145914
170 not treated as liquid assets for the depositing institution146552144219145915
180 treated as liquid assets for the depositing credit institution146553144220145916
190 maintained in the context of an established operational relationship (other) with non-financial customers146533144186145896
200 maintained to obtain cash clearing and central credit institution services within a network146550144218145913
210 Non-operational deposits146556145919
220 correspondent banking and provisions of prime brokerage deposits146558144224145921
230 deposits by financial customers146540144196145903
240 deposits by other customers146534145897
250 covered by DGS146531144184145894
260 not covered by DGS146532144185145895
270 Additional outflows146580145942
280 collateral other than Level 1 assets collateral posted for derivatives146579144282145941
290 Level 1 EHQ Covered Bonds assets collateral posted for derivatives146578144281145940
300 material outflows due to deterioration of own credit quality146574144249145936
310 impact of an adverse market scenario on derivatives, financing transactions and other contracts146571145933
320 hlba approach146572144246145934
330 amao approach146573144247145935
340 outflows from derivatives146589144290145951
350 short positions146590145952
360 covered by collateralized SFT146591144291145953
370 other146592144292145954
380 callable excess collateral146581144283145943
390 due collateral146582144284145944
400 liquid asset collateral exchangable for non-liquid asset collateral146583144285145945
410 loss of funding on structured financing activites146588145950
420 structured financing instruments146585144287145947
430 financing facilites146584144286145946
440 assets borrowed on an unsecured basis146586144288145948
450 internal netting of client´s positions146587144289145949
460 Committed facilities146610146040
470 credit facilities146611146041
480 to retail customers146529144178145892
490 to non-financial customers other than retail customers146535144187145898
500 to credit institutions146501145867
510 for funding promotional loans of retail customers146503144145145869
520 for funding promotional loans of non-financial customers146504144146145870
530 other146502144144145868
540 to regulated institutions other than credit institutions146569144241145931
550 within a group or an IPS if subject to preferential treatment146505144147145871
560 within IPS or cooperative network if treated as liquid asset by the depositing institution146506144148145872
570 to other financial customers146544144204145907
580 liquidity facilities146612146042
590 to retail customers146530144179145893
600 to non-financial customers other than retail customers146563144229145925
610 to personal investment companies146613144304146043
620 to SSPEs146536145899
630 to purchase assets other than securities from non-financial customers146537144190145900
640 other146538144191145901
650 to credit institutions146507145873
660 for funding promotional loans of retail customers146509144150145875
670 for funding promotional loans of non-financial customers146510144151145876
680 other146508144149145874
690 within a group or an IPS if subject to preferential treatment146511144152145877
700 within IPS or cooperative network if treated as liquid asset by the depositing institution146512144153145878
710 to other financial customers146545144205145908
720 Other products and services146594145955
730 other off-balance sheet and contingent funding obligations146596144294145957
740 undrawn loans and advances to wholesale counterparties146555144222145918
750 mortgages that have been agreed but not yet drawn down146597144295145958
760 credit cards146598144296145959
770 overdrafts146599144297145960
780 planned outflows related to renewal or extension of new retail or wholesale loans146600145961
790 the excess of funding to non-financial customers146560145923
800 the excess of funding to retail customers146516144161145882
810 the excess of funding to non financial corporates146513144155145879
820 the excess of funding to sovereigns, MLDBs and PSEs146564144231145926
830 the excess of funding to other legal entities146570144243145932
840 other146539144195145902
850 planned derivatives payables146601144298145962
860 trade finance off-balance sheet related products146602144299145963
870 others146595144293145956
880 Other liabilities146603145964
890 liabilities resulting from operating expenses146604144300145965
900 in the form of debt securities if not treated as retail deposits146605144301145966
910 others146606144302145967
920 OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS146614146044
930 Counterparty is central bank146488146645146682145854
940 level 1 excl. EHQ Covered Bonds collateral146487146644146681144114145852
950 level 1 EHQ Covered Bonds collateral146486146643146680144113145851
960 level 2A collateral146481146638146675144108145846
970 level 2B asset-backed securities (residential or automobile, CQS1) collateral146482146639146676144109145847
980 level 2B covered bonds146483146640146677144110145848
990 level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral146484146641146678144111145849




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.
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