C 52.00.y - LC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies





Where the counterparty is not a central bankWhere the counterparty is a central bankWhere the counterparty is the central government, a public sector entity of the Member state in which the credit institution has been authorised or has established a branch, or a multilateral development bank (Art.422.2(d) CRR)
extremely high liquidity and credit quality assetshigh liquidity and credit qualityother liquidity and credit qualityextremely high liquidity and credit quality assetshigh liquidity and credit qualityother liquidity and credit qualityAssets which do not qualify as liquid assets in accordance with Art. 416 CRR
Amount dueAmount dueAmount dueAmount dueAmount dueAmount dueAmount due
CodeLabel020 040 060 070 090 110 120
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 claims136109136110136104136105136114
130 guaranteed by136422136423136357136358136462
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 on136258136259136256136257136260
150 guaranteed by136420136421136355136356136461
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 on136438136439136373136374136468
170 guaranteed by136246136247136244136245136248
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on136284136285136282136283136286
190 guaranteed by136430136431136365136366136465
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) CRR136226136229136217136220136233
210 underlying assets in point (b) and (c) of Art. 416(1) CRR136227136230136218136221136234
220 underlying assets in point (d) of Art. 416(1) CRR136228136231136219136222136235
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 met136240136241136242136237136238136239136243
235 - non financial corporate bonds
240 credit quality step 1136175136176136177136163136164136165136185
250 credit quality step 2136178136179136180136166136167136168136186
260 credit quality step 3136181136182136183136169136170136171136187
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 1136139136140136141136121136122136123136157
280 credit quality step 2136145136146136147136127136128136129136159
290 credit quality step 3136151136152136153136133136134136135136161
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 1136039136040136041136030136031136032136048
310 credit quality step 2136042136043136044136033136034136035136049
320 credit quality step 3136045136046136047136036136037136038136050
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 1135996135997135998135987135988135989136005
340 credit quality step 2135999136000136001135990135991135992136006
350 credit quality step 3136002136003136004135993135994135995136007
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 1136142136143136144136124136125136126136158
370 credit quality step 2136148136149136150136130136131136132136160
380 credit quality step 3136154136155136156136136136137136138136162
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1136390136392136394136325136327136329136449
400 credit quality step 2136400136402136404136335136337136339136453
410 credit quality step 3136410136412136414136345136347136349136457
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1136391136393136395136326136328136330136450
430 credit quality step 2136401136403136405136336136338136340136454
440 credit quality step 3136411136413136415136346136348136350136458
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 function136435136436136437136370136371136372136467
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 markets136432136433136434136367136368136369136466
470 - Items subject to supplementary reporting of liquid assets
480 Cash136442136444136446136381136383136385136471
490 Central bank exposures, to the extent that these exposures can be drawn down in times of stress136111136112136113136106136107136108136115
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 sovereigns136209136211136213136203136205136207136215
510 claims guaranteed by sovereigns136424136426136428136359136361136363136463
520 representing claims on or claims guaranteed by central banks136195136197136199136189136191136193136201
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 authorities136305136307136309136299136301136303136311
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 banks136252136253136254136249136250136251136255
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 country136264136265136266136261136262136263136267
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 sovereigns136210136212136214136204136206136208136216
580 claims guaranteed by sovereigns136425136427136429136360136362136364136464
590 representing claims on or claims guaranteed by central banks136196136198136200136190136192136194136202
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 authorities136306136308136310136300136302136304136312
610 representing claims on or claims guaranteed by multilateral development banks136295136296136297136292136293136294136298
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 CRR136274136276136278136268136270136272136280
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 entities136275136277136279136269136271136273136281
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 CRR136011136012136013136008136009136010136014
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 assistance136069136070136071136066136067136068136072
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.136076136077136078136073136074136075136079
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 affiliates136417136418136419136352136353136354136460
680 gold listed on a recognised exchange, held on an allocated basis136443136445136447136382136384136386136472
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 1136316136313136319
700 credit quality step 2136317136314136320
710 credit quality step 3136318136315136321
715 - own issuances
720 credit quality step 1136396136331136451
730 credit quality step 2136406136341136455
740 credit quality step 3136416136351136459
745 - unsecured credit institution issuances
750 credit quality step 1136083136080136086
760 credit quality step 2136084136081136087
770 credit quality step 3136085136082136088
775 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
780 credit quality step 1136060136051136052136053136063
790 credit quality step 2136061136054136055136056136064
800 credit quality step 3136062136057136058136059136065
805 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
810 credit quality step 1136024136015136016136017136027
820 credit quality step 2136025136018136019136020136028
830 credit quality step 3136026136021136022136023136029
840 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions136119136116136117136118136120
850 gold136440136375136377136379136469
860 guaranteed bonds not already reported above136097136094136095136096136098
870 covered bonds not already reported above136102136099136100136101136103
880 corporate bonds not already reported above136092136089136090136091136093
890 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template136232136223136224136225136236
895 - other categories of central bank eligible securities or loans
900 local government bonds136290136287136288136289136291
910 commercial paper136184136172136173136174136188
920 credit claims136441136376136378136380136470
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 1136387136388136389136322136323136324136448
940 credit quality step 2136397136398136399136332136333136334136452
950 credit quality step 3136407136408136409136342136343136344136456




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.
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.
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
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.
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