C 53.00.x - LC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies





Extremely high liquidity and credit quality assetsHigh liquidity and credit quality assetsother liquidity and credit quality assets
Amount dueAmount dueAmount due
CodeLabel010 030 050
115 - Monies due 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 claims135814135815135813
130 guaranteed by135957135958135956
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 on135884135885135883
150 guaranteed by135954135955135953
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 on135878135879135877
170 guaranteed by135966135967135965
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on135896135897135895
190 guaranteed by135969135970135968
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) CRR135865135868135862
210 underlying assets in point (b) and (c) of Art. 416(1) CRR135866135869135863
220 underlying assets in point (d) of Art. 416(1) CRR135867135870135864
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 met135875135876135874
235 - non financial corporate bonds
240 credit quality step 1135841135842135840
250 credit quality step 2135844135845135843
260 credit quality step 3135847135848135846
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 1135823135824135822
280 credit quality step 2135829135830135828
290 credit quality step 3135835135836135834
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 1135772135773135771
310 credit quality step 2135775135776135774
320 credit quality step 3135778135779135777
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 1135751135752135750
340 credit quality step 2135754135755135753
350 credit quality step 3135757135758135756
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 1135826135827135825
370 credit quality step 2135832135833135831
380 credit quality step 3135838135839135837
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1135921135923135919
400 credit quality step 2135932135934135930
410 credit quality step 3135943135945135941
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1135922135924135920
430 credit quality step 2135933135935135931
440 credit quality step 3135944135946135942
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 function135975135976135974
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 markets135972135973135971
465 - Items subject to supplementary reporting of liquid assets
470 Cash135983135985135981
480 Central bank exposures, to the extent that these exposures can be drawn down in times of stress135817135818135816
485 - transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities
490 representing claims on sovereigns135858135860135856
500 claims guaranteed by sovereigns135961135963135959
510 representing claims on or claims guaranteed by central banks135852135854135850
520 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities135904135906135902
530 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 banks135881135882135880
540 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 country135887135888135886
545 - transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities
550 representing claims on sovereigns135859135861135857
560 claims guaranteed by sovereigns135962135964135960
570 representing claims on or claims guaranteed by central banks135853135855135851
580 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities135905135907135903
590 representing claims on or claims guaranteed by multilateral development banks135900135901135899
600 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 CRR135891135893135889
610 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 entities135892135894135890
620 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 CRR135760135761135759
630 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 assistance135790135791135789
640 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) CRR, or eligible for the waiver provided in Art. 10 CRR, 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.135793135794135792
650 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 affiliates135951135952135950
660 gold listed on a recognised exchange, held on an allocated basis135984135986135982
665 - ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR but still meet the requirements of Art. 417 (b) and (c ) CRR.
666 - financial corporate bonds
670 credit quality step 1135909135910135908
680 credit quality step 2135912135913135911
690 credit quality step 3135915135916135914
695 - own issuances
700 credit quality step 1135926135927135925
710 credit quality step 2135937135938135936
720 credit quality step 3135948135949135947
725 - unsecured credit institution issuances
730 credit quality step 1135796135797135795
740 credit quality step 2135799135800135798
750 credit quality step 3135802135803135801
755 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
760 credit quality step 1135781135782135780
770 credit quality step 2135784135785135783
780 credit quality step 3135787135788135786
785 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
790 credit quality step 1135763135764135762
800 credit quality step 2135766135767135765
810 credit quality step 3135769135770135768
820 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions135820135821135819
830 gold135979135980135977
840 guaranteed bonds not already reported above135808135809135807
850 covered bonds not already reported above135811135812135810
860 corporate bonds not already reported above135805135806135804
870 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template135872135873135871
875 - other categories of central bank eligible securities or loans
880 local government bonds135898
890 commercial paper135849
900 credit claims135978
905 - 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
910 credit quality step 1135918135917
920 credit quality step 2135929135928
930 credit quality step 3135940135939




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.
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.
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.
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
Exposure class of the collateral receivedFor Liquidity purposes, defines the exposure class of the collateral received
Exposure classes - Defines the exposure class for capital requirement purposes
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.
Impairment statusStatus for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
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
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