C 75.00.a - LC(DA - Liquidity Coverage. Collateral swaps. Total (DA)





Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowedOutflowsInflows subject to the 75% cap on inflowsInflows subject to the 90% cap on inflowsInflows exempted from the cap on inflowsCollateralised derivatives only
Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowed
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120
010 TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES143801145641143797145639146048144840144935145030143800145640143796145638
020 Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:143792145636143790145634146038144829144924145019143791145635143789145633
030 Level 1 assets (excl. EHQ covered bonds)143760145606143758145604146030144819144914145009143759145605143757145603
040 Level 1: extremely high quality covered bonds143728145576143726145574146022144810144905145000143727145575143725145573
050 Level 2A assets143568145426143566145424145982144765144860144955143567145425143565145423
060 Level 2B: asset-backed securities (residential or automobile, CQS1)143690145540143682145532146011144795144890144985143689145539143681145531
070 Level 2B: high quality covered bonds143692145542143684145534146012144796144891144986143691145541143683145533
080 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143694145544143686145536146013144797144892144987143693145543143685145535
090 Other Level 2B143696145546143688145538146014144798144893144988143695145545143687145537
100 Non-liquid assets143536145396143534145974144753144848144943143535145395143533
110 Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:143788145632143786145630146037144828144923145018143787145631143785145629
120 Level 1 assets (excl. EHQ covered bonds)143756145602143754145600146029144818144913145008143755145601143753145599
130 Level 1: extremely high quality covered bonds143724145572143722145570146021144809144904144999143723145571143721145569
140 Level 2A assets143564145422143562145420145981144764144859144954143563145421143561145419
150 Level 2B: asset-backed securities (residential or automobile, CQS1)143674145524143666145516146007144791144886144981143673145523143665145515
160 Level 2B: high quality covered bonds143676145526143668145518146008144792144887144982143675145525143667145517
170 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143678145528143670145520146009144793144888144983143677145527143669145519
180 Other Level 2B143680145530143672145522146010144794144889144984143679145529143671145521
190 Non-liquid assets143532145394143530145973144752144847144942143531145393143529
200 Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:143768145612143766145610146032144823144918145013143767145611143765145609
210 Level 1 assets (excl. EHQ covered bonds)143736145582143734145580146024144813144908145003143735145581143733145579
220 Level 1: extremely high quality covered bonds143704145552143702145550146016144804144899144994143703145551143701145549
230 Level 2A assets143544145402143542145400145976144759144854144949143543145401143541145399
240 Level 2B: asset-backed securities (residential or automobile, CQS1)143594145444143586145436145987144771144866144961143593145443143585145435
250 Level 2B: high quality covered bonds143596145446143588145438145988144772144867144962143595145445143587145437
260 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143598145448143590145440145989144773144868144963143597145447143589145439
270 Other Level 2B143600145450143592145442145990144774144869144964143599145449143591145441
280 Non-liquid assets143512145384143510145968144747144842144937143511145383143509
290 Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:143778145622143770145614146033144824144919145014143777145621143769145613
300 Level 1 assets (excl. EHQ covered bonds)143746145592143738145584146025144814144909145004143745145591143737145583
310 Level 1: extremely high quality covered bonds143714145562143706145554146017144805144900144995143713145561143705145553
320 Level 2A assets143554145412143546145404145977144760144855144950143553145411143545145403
330 Level 2B: asset-backed securities (residential or automobile, CQS1)143634145484143602145452145991144775144870144965143633145483143601145451
340 Level 2B: high quality covered bonds143642145492143610145460145995144779144874144969143641145491143609145459
350 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143650145500143618145468145999144783144878144973143649145499143617145467
360 Other Level 2B143658145508143626145476146003144787144882144977143657145507143625145475
370 Non-liquid assets143522145386143514145969144748144843144938143521145385143513
380 Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:143780145624143772145616146034144825144920145015143779145623143771145615
390 Level 1 assets (excl. EHQ covered bonds)143748145594143740145586146026144815144910145005143747145593143739145585
400 Level 1: extremely high quality covered bonds143716145564143708145556146018144806144901144996143715145563143707145555
410 Level 2A assets143556145414143548145406145978144761144856144951143555145413143547145405
420 Level 2B: asset-backed securities (residential or automobile, CQS1)143636145486143604145454145992144776144871144966143635145485143603145453
430 Level 2B: high quality covered bonds143644145494143612145462145996144780144875144970143643145493143611145461
440 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143652145502143620145470146000144784144879144974143651145501143619145469
450 Other Level 2B143660145510143628145478146004144788144883144978143659145509143627145477
460 Non-liquid assets143524145388143516145970144749144844144939143523145387143515
470 Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:143782145626143774145618146035144826144921145016143781145625143773145617
480 Level 1 assets (excl. EHQ covered bonds)143750145596143742145588146027144816144911145006143749145595143741145587
490 Level 1: extremely high quality covered bonds143718145566143710145558146019144807144902144997143717145565143709145557
500 Level 2A assets143558145416143550145408145979144762144857144952143557145415143549145407
510 Level 2B: asset-backed securities (residential or automobile, CQS1)143638145488143606145456145993144777144872144967143637145487143605145455
520 Level 2B: high quality covered bonds143646145496143614145464145997144781144876144971143645145495143613145463
530 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143654145504143622145472146001144785144880144975143653145503143621145471
540 Other Level 2B143662145512143630145480146005144789144884144979143661145511143629145479
550 Non-liquid assets143526145390143518145971144750144845144940143525145389143517
560 Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:143784145628143776145620146036144827144922145017143783145627143775145619
570 Level 1 assets (excl. EHQ covered bonds)143752145598143744145590146028144817144912145007143751145597143743145589
580 Level 1: extremely high quality covered bonds143720145568143712145560146020144808144903144998143719145567143711145559
590 Level 2A assets143560145418143552145410145980144763144858144953143559145417143551145409
600 Level 2B: asset-backed securities (residential or automobile, CQS1)143640145490143608145458145994144778144873144968143639145489143607145457
610 Level 2B: high quality covered bonds143648145498143616145466145998144782144877144972143647145497143615145465
620 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143656145506143624145474146002144786144881144976143655145505143623145473
630 Other Level 2B143664145514143632145482146006144790144885144980143663145513143631145481
640 Non-liquid assets143528145392143520145972144751144846144941143527145391143519
650 Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:143764143762145608146031144822144917145012143763143761145607
660 Level 1 assets (excl. EHQ covered bonds)143732143730145578146023144812144907145002143731143729145577
670 Level 1: extremely high quality covered bonds143700143698145548146015144803144898144993143699143697145547
680 Level 2A assets143540143538145398145975144758144853144948143539143537145397
690 Level 2B: asset-backed securities (residential or automobile, CQS1)143578143570145428145983144767144862144957143577143569145427
700 Level 2B: high quality covered bonds143580143572145430145984144768144863144958143579143571145429
710 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)143582143574145432145985144769144864144959143581143573145431
720 Other Level 2B143584143576145434145986144770144865144960143583143575145433
730 Non-liquid assets143508143507
735 - Memo items
740 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions143798143794
750 Total collateral swaps with intragroup counterparties143799143795146047144839144934145029
760 Total collateral swaps with central bank counterparties143450143449




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
Specific liquidity requirement of the collateral received
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Specific liquidity requirement of the collateral given
Liquidity - Defines different liquidity-related conditions of assets and liabilities