C 52.00.x - LC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies





Market valueWhere the counterparty is not a central bankWhere the counterparty is a central bank
extremely high liquidity and credit quality assetshigh liquidity and credit qualityextremely high liquidity and credit quality assetshigh liquidity and credit quality
Value according to Art. 418 CRRValue according to Art. 418 CRRValue according to Art. 418 CRRValue according to Art. 418 CRR
CodeLabel010 030 050 080 100
115 - Liabilities resulting from secured lending and capital market driven transactions as defined in Art. 192 CRR:
116 - Other transferable assets representing claims on or guaranteed by
117 - transferable assets representing claims on or guaranteed by the central government of a Member State, 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 liquidity assets
120 representing claims134764136573136574136569136570
130 guaranteed by134953136761136762136713136714
135 - 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
140 representing claims on134856136661136662136659136660
150 guaranteed by134948136759136760136711136712
155 - transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;
160 representing claims on134848136653136654136651136652
170 guaranteed by134956136767136768136719136720
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on134872136677136678136675136676
190 guaranteed by134957136769136770136721136722
195 - total shares or units in CIUs with underlying assets specified in Art. 416 CRR
200 underlying assets in point (a) of Art. 416(1) CRR134828136640136643136632136635
210 underlying assets in point (b) and (c) of Art. 416(1) CRR134829136641136644136633136636
220 underlying assets in point (d) of Art. 416(1) CRR134830136642136645136634136637
230 assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Art. 416 (2)(a)(iii) CRR is met134844136649136650136647136648
235 - non financial corporate bonds
240 credit quality step 1134800136610136611136604136605
250 credit quality step 2134804136612136613136606136607
260 credit quality step 3134808136614136615136608136609
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 1134782136592136593136580136581
280 credit quality step 2134790136596136597136584136585
290 credit quality step 3134798136600136601136588136589
295 - non residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
300 credit quality step 1134708136537136538136531136532
310 credit quality step 2134712136539136540136533136534
320 credit quality step 3134716136541136542136535136536
325 - residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
330 credit quality step 1134680136512136513136506136507
340 credit quality step 2134684136514136515136508136509
350 credit quality step 3134688136516136517136510136511
355 - bonds issued by a credit institution as defined in Art. 52(4) of Directive 2009/65/EC other than those referred to in 1.9 of LCR-Assets' template
360 credit quality step 1134783136594136595136582136583
370 credit quality step 2134791136598136599136586136587
380 credit quality step 3134799136602136603136590136591
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1134901136741136743136693136695
400 credit quality step 2134915136747136749136699136701
410 credit quality step 3134929136753136755136705136707
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1134902136742136744136694136696
430 credit quality step 2134916136748136750136700136702
440 credit quality step 3134930136754136756136706136708
445 - Assets which meet the requirements of Art. 416 point (1) (b) and (d) but do not meet the requirements of Art. 417 (b) and (c) CRR
450 assets not controlled by a liquidity management function134959136773136774136725136726
460 assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale via a simple repurchase agreements on an approved repurchase markets134958136771136772136723136724
470 - Items subject to supplementary reporting of liquid assets
480 Cash134965136779136781136735136737
490 Central bank exposures, to the extent that these exposures can be drawn down in times of stress134765136575136576136571136572
495 - transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities
500 representing claims on sovereigns134820136628136630136624136626
510 claims guaranteed by sovereigns134954136763136765136715136717
520 representing claims on or claims guaranteed by central banks134812136620136622136616136618
530 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities134880136687136689136683136685
540 representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks134852136657136658136655136656
550 Transferable securities other than those referred to in 3.3 of the LCR-Assets' template representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidity risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank’s operations in that third country134860136665136666136663136664
560 - transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities
570 representing claims on sovereigns134821136629136631136625136627
580 claims guaranteed by sovereigns134955136764136766136716136718
590 representing claims on or claims guaranteed by central banks134813136621136623136617136619
600 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities134881136688136690136684136686
610 representing claims on or claims guaranteed by multilateral development banks134876136681136682136679136680
620 transferable securities other than those referred to in point 3.3 to 3.5 of the LCR-Assets' template that fulfil all the conditions specified in Art. 5 of Annex III CRR134864136671136673136667136669
630 transferable securities other than those referred to in 3.3 to 3.6 of the LCR-Assets' template that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities134865136672136674136668136670
640 transferable securities other than those referred to in 3.3 to 3.7 of the LCR-Assets' template that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Art. 125 CRR134692136520136521136518136519
650 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 assistance134732136554136555136552136553
660 Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Art. 113(7), or eligible for the waiver provided in Art. 10, to the extent that this funding is not collateralised by liquid assets , if the credit institution belongs to a network in accordance with legal or statutory provisions.134736136558136559136556136557
670 exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates134944136757136758136709136710
680 gold listed on a recognised exchange, held on an allocated basis134966136780136782136736136738
685 - ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR but still meet the requirements of Art. 417 (b) and (c) CRR.
686 - financial corporate bonds
690 credit quality step 1134888
700 credit quality step 2134892
710 credit quality step 3134896
715 - own issuances
720 credit quality step 1134903
730 credit quality step 2134917
740 credit quality step 3134931
745 - unsecured credit institution issuances
750 credit quality step 1134740
760 credit quality step 2134744
770 credit quality step 3134748
775 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
780 credit quality step 1134720136549136543136544
790 credit quality step 2134724136550136545136546
800 credit quality step 3134728136551136547136548
805 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
810 credit quality step 1134696136528136522136523
820 credit quality step 2134700136529136524136525
830 credit quality step 3134704136530136526136527
840 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions134772136579136577136578
850 gold134961136776136728136732
860 guaranteed bonds not already reported above134756136565136563136564
870 covered bonds not already reported above134760136568136566136567
880 corporate bonds not already reported above134752136562136560136561
890 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template134831136646136638136639
895 - other categories of central bank eligible securities or loans
900 local government bonds134960136775136727136731
910 commercial paper134963136778136730136734
920 credit claims134962136777136729136733
925 - Reporting of Shar'iah compliant assets as an alternative assets under 509(2)(i)
926 - Shar'iah -compliant financial products as an alternative to assets that would qualify as liquid assets for the purposes of Art. 416 CRR, for the use of Shar'iah compliant banks
930 credit quality step 1134900136739136740136691136692
940 credit quality step 2134914136745136746136697136698
950 credit quality step 3134928136751136752136703136704




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").
Main category of collateral or guarantee givenDefines the main category of collateral or guarantees given
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.
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.
Related parties/Relationship of the collateralDefines the relationship between counterparty of the collateral 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.
Collateral status of the collateralDefines the terms and conditions of the collateral of the collateral
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Currency of the collateralDefines the currencies in which the collateral (or given or received) is denominated
Currency - Currency
Main category of the collateral of the collateralDefines the main category of the collateral of the collateral or guarantees (both given and 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.
Exposure class of the collateral givenFor Liquidity purposes, defines the exposure class of the collateral given
Exposure classes - Defines the exposure class for capital requirement purposes
Counterparty sector of the collateralDefines the institutional sector of the counterparty of financial instruments received/given as collateral.
Counterparty - Party other than the reporting institution in a contract or transaction.
Currency of the exposureDefines the currency in which the item is denominated
Currency - Currency
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Exposures by Credit Quality steps at reporting date of the collateralFor liquidity purposes, defines the "Exposures by Credit Quality steps at reporting date" of the collateral received
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
Guarantor of the collateralDefines the institutional sector of the guarantor of the collateral received/given.
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.
Risk weights of the collateralSpecifies the value of the risk weights that would be applied apply for capital requirement purposes to a collateral.
Percentages - Percentages
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
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.
Counterparty sector of the source of encumbranceDefines the counterparty sector of the transactions that pose a source of encumbrance
Counterparty - Party other than the reporting institution in a contract or transaction.
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