C 76.00.a - LC(DA - Liquidity Coverage. Calculations. Total (DA)





Value / Percentage
CodeLabel010
008 - CALCULATIONS
009 - Numerator, denominator, ratio
010 LIQUIDITY BUFFER134663
020 NET LIQUIDTY OUTFLOW134665
030 LIQUIDITY COVERAGE RATIO (%)143076
039 - Numerator calculations
040 L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted145379
050 L1 excl. EHQCB collateral 30 day outflows146831
060 L1 excl. EHQCB collateral 30 day inflows146841
070 Secured cash 30 day ouflows146830
080 Secured cash 30 day inflows146840
090 L1 excl. EHQCB "adjusted amount before cap application"146821
100 L1 EHQCB value according to Article 9: unadjusted145376
110 L1 EHQCB collateral 30 day outflows146829
120 L1 EHQCB collateral 30 day inflows146839
130 L1 EHQCB "adjusted amount before cap application"146820
140 L1 EHQCB "adjusted amount after cap application"146847
150 L1 EHQCB "excess liquid assets amount"146812
160 L2A according to Article 9: unadjusted145370
170 L2A collateral 30 day outflows146827
180 L2A collateral 30 day inflows146837
190 L2A "adjusted amount before cap application"146818
200 L2A "adjusted amount after cap application"146845
210 L2A "excess liquid assets amount"146810
220 L2B according to Article 9: unadjusted145372
230 L2B collateral 30 day outflows146828
240 L2B collateral 30 day inflows146838
250 L2B "adjusted amount before cap application"146819
260 L2B "adjusted amount after cap application"146846
270 L2B "excess liquid assets amount"146811
280 Excess liquid asset amount146813
290 LIQUIDITY BUFFER134663
299 - Denominator calculations
300 Total Outflows146049
310 Fully Exempt Inflows145026
320 Inflows Subject to 90% Cap144931
330 Inflows Subject to 75% Cap144836
340 Reduction for Fully Exempt Inflows146805
350 Reduction for Inflows Subject to 90% Cap146804
360 Reduction for Inflows Subject to 75% Cap146803
370 NET LIQUIDITY OUTFLOW134665
379 - Pillar 2
380 PILLAR 2 REQUIREMENT as set out in Article 105 CRD146849




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.
General liquidity requirementsGeneral 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