C 51.00.w - LC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies





Market valueValue according to Art. 418 CRRAmountUndrawn amount of line
CodeLabel010 020 030 040
005 - ASSETS WHICH MEET THE REQUIREMENTS OF Arts. 416 AND 417 CRR
010 cash133148
020 exposures to central bank133146
030 of which: exposures that can be withdrawn in times of stress133147
035 - Other transferable assets representing claims on or guaranteed by
036 - transferable assets representing claims on or guaranteed by the central government of a Member State, on 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 liquid assets
040 representing claims135052136839
050 guaranteed by135113136900
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 claims on135066136853
070 guaranteed by135112136899
075 - transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;
080 representing claims on135063136850
090 guaranteed by135118136905
095 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
100 representing claims on135075136862
110 guaranteed by135119136906
115 - total shares or units in CIUs with underlying assets specified in Art. 416 CRR
120 underlying assets in point (a) of Art. 416(1) CRR135057136844
130 underlying assets in point (b) and (c) of Art. 416(1) CRR135058136845
140 underlying assets in point (d) of Art. 416(1) CRR135059136846
150 standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance136486
155 - 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 Art. 113(7) or eligible for the waiver provided in Art. 10 CRR, to the extent that this funding is not collateralized by liquid assets
160 deposits133144
170 contractually available liquid funding136487
615 - ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR BUT STILL MEET THE REQUIREMENTS OF ART. 417 (b) AND (c) CRR
616 - financial corporate bonds
620 credit quality step 1135083136870
630 credit quality step 2135084136871
640 credit quality step 3135085136872
645 - own issuances
650 credit quality step 1135097136884
660 credit quality step 2135103136890
670 credit quality step 3135109136896
675 - unsecured credit institution issuances
680 credit quality step 1135008136795
690 credit quality step 2135009136796
700 credit quality step 3135010136797
705 - non residential mortgage backed instruments not already reported in 1.10
710 credit quality step 1135087136874
720 credit quality step 2135089136876
730 credit quality step 3135091136878
735 - residential mortgage backed instruments not already reported in 1.11
740 credit quality step 1135086136873
750 credit quality step 2135088136875
760 credit quality step 3135090136877
770 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions135016136803
780 gold135125136912
790 guaranteed bonds not already reported above135012136799
800 covered bonds not already reported above135013136800
810 corporate bonds not already reported above135011136798
820 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template135060136847
825 - other categories of central bank eligible securities or loans
830 local government bonds135076136863
840 commercial paper135047136834
850 credit claims135126136913
855 - TREATMENT FOR JURISDICTIONS WITH INSUFFICIENT HQLA
860 Use of derogation A (foreign currency)135120136907
870 Use of derogation B (credit line from the relevant central bank)133145
875 - REPORTING OF SHAR'IAH COMPLIANT ASSETS AS ALTERNATIVE ASSETS UNDER 509(2)(i). Shar'iah -compliant financial products as alternative to assets that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks
880 credit quality step 1135092136879
890 credit quality step 2135098136885
900 credit quality step 3135104136891




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.
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
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.
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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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.
Currency with significant liabilitiesDefines the currencies of the significant liabilities
Currency - Currency
Currency conversion approachIndicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency