C 52.00.w - LC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies





AmountOutflowMarket valueValue according to Art. 418 CRR
CodeLabel010 020 030 040
005 - OUTFLOWS
006 - retail deposits
007 - covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country
020 Part of an established relationship making withdrawal highly unlikely133082136926
030 held in transactional accounts, including accounts to which salaries are regularly credited133084136928
040 covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country which do not qualify to be reported in items 1.1.1.1 or 1.1.1.2133083136927
050 uninsured retail deposits133070136918
055 - deposits subject to different outflows than specified in Art. 421(1) or 421(2) CRR
060 Category 1133088136930
070 Category 2133089136931
080 Category 3133090136932
090 deposits in third countries where a higher outflow is applied133087136929
100 deposits exempted from the calculation of outflows where the conditions of Art. 421(5)(a) and (b) CRR have been met133086
105 - outflows on other liabilities
1055 - liabilities not reported in 1.2.2 to 1.2.5 resulting from deposits by clients that are not financial customers
1060which are covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country133108136947
1070which are not covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country133075136923
1080net amount payable from the contracts listed in Annex II (net of collateral to be received that qualifies as liquid assets under Art. 416 CRR133133136966
1085 - liabilities for which the competent authority has determined a lower outflow in accordance with Art. 422(8) CRR
1090where all the conditions of Art. 422(8) (a), (b), (c) and (d) CRR are met133130136961
110 liabilities resulting from the institution's own operating expenses133142
1100where point (d) of Art. 422(8)(d) has been waived by the competent authorities and all the conditions of Art. 422 (8) (a), (b), and (c) are met for the purposes of applying the intra-group treatment of Art. 19 (1)(b) in relation to institutions that are not subject to the waiver of Art. 8 liabilities for which the competent authority has determined a lower outflow in accordance with Art. 422(9) CRR133129136960
1105 - outflows not captured above
1110liabilities, including any contractual arrangements such as other off balance sheet and contingent funding obligations, including, but not limited to committed funding facilities, un-drawn loans and advances to wholesale counterparties, mortgages that have been agreed but not yet drawn down, credit cards, overdrafts, planned outflows related to renewal or extension of new retail or wholesale loans, planned derivative payables133136136969
1120trade finance off balance sheet related products, as defined in Art. 429 and Annex I133137136970
1130all other liabilities133132136964
1135 - additional Outflows
1140for collateral other than assets referred to in Art. 416.1(a) to (c) CRR which is posted by the institution for contracts listed in Annex II CRR and credit derivatives136957134964136786
1150corresponding to additional collateral needs that would result from a material deterioration in the credit quality of the institution136954134942136783
1160corresponding to additional collateral needs that would result from the impact of an adverse market scenario on the institution's derivatives transaction, financing transactions and other contracts if material136955134943136784
1170corresponding to the market value of securities or other assets sold short and to be delivered within the 30 days horizon unless the institution owns the securities to be delivered or has borrowed them at terms requiring their return only after the 30 day horizon and the securities do not form Part of the institutions liquid assets136962134989136788
1180corresponding to the excess collateral the institution holds that can be contractually called at any time by the counterparty136958134967136787
1190corresponding to collateral that is due to be returned to a counterparty136956134952136785
1200corresponding to collateral that corresponds to assets that would qualify as liquid assets for the purposes of Art. 416 CRR that can be substituted for assets corresponding to assets that would not qualify as liquid assets for the purposes of Art. 416 CRR without the consent of the institution.136963135002136789
1210deposits received as collateral136965135003136790
1215 - outflows from credit and liquidity facilities
1220maximum amount that can be drawn of undrawn committed credit facilities and undrawn committed liquidity facilities for retail clients133117136959
1225 - maximum amount that can be drawn of undrawn committed credit facilities and undrawn committed liquidity facilities for clients other than retail and financial customers
1230undrawn committed credit facilities133104136943
1240undrawn committed liquidity facilities133105136944
1250maximum amount that can be drawn of undrawn liquidity facilities that has been provided to an SSPE for the purpose of enabling such SSPE to purchase assets other than securities from clients that are not financial customers that exceeds the amount of assets currently purchased from clients and where the maximum amount that can be drawn is contractually limited to the amount of assets currently purchased133091136933
1255 - maximum amount that can be drawn of other undrawn committed credit facilities and undrawn committed liquidity facilities not reported in 1.4.1, 1.4.2 or 1.4.3
1260granted to SSPEs other than those in 1.4.3133092136934
1270arrangements under which the institution is required to buy or swap assets from an SSPE133141136974
1275 - extended to credit institutions
1280undrawn committed credit facilities133078136924
1290undrawn committed liquidity facilities133079136925
1295 - extended to financial institutions and investment firms
1300undrawn committed credit facilities133114136952
1310undrawn committed liquidity facilities133115136953
1320extended to other clients133103136942
1330extended to intra-group entity in accordance with Art. 424(5) CRR133135136968
1340maximum amount that can be drawn of undrawn credit and liquidity facilities granted for the purpose of funding promotional loans133134136967
1350maximum amount that can be drawn from all other contingent liabilities133139136972
1360Of which: extended to intra-group entity in accordance with Art. 424(5) CRR133140136973
1370Outflows according to Art. 105 CRD133138136971




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.
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
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.
Collateral statusDefines the terms and conditions of the collateral given
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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.
Liquidity quality of assetsLiquidity conditions specified for assets 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 contract clauses or netting agreementsDefines specific contract clauses or netting agreements.
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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Time from the due time for settlementTime passed between the settlement date and the reference date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
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)
Main category of the source of encumbranceFor encumbered assets, defines the main category of the transaction that entails encumbrance; for liabilities/contingent liabilities, identifies those who are a source of encumbrance
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.
Contingent scenario/Assumptions usedContingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported
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