C 72.00.w - LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)





Amount/Market valueApplicable weightValue according to Article 9
CodeLabel010 030 040
010 TOTAL UNADJUSTED LIQUID ASSETS147201148125
020 Total unadjusted level 1 ASSETS146894147857
030 Total unadjusted level 1 assets excluding extremely high quality covered bonds146911147867
040 Coins and banknotes146913147357147869
050 Withdrawable central bank reserves146856147318147828
060 Central bank assets146854147316147826
070 Central government assets146866147326147836
080 Regional government / local authorities assets146864147324147834
090 Public Sector Entity assets146862147322147832
100 Recognisable domestic and foreign currency central government and central bank assets146859147319147829
110 Credit institution (protected by Member State government, promotional lender) assets146860147320147830
120 Multilateral development bank and international organisations assets146861147321147831
130 Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure146872147332147842
140 Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds146873147333147843
150 Alternative Liquidity Approaches: Central bank credit facility146855147317147827
160 Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution146912147356147868
170 Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1146892147346147856
180 Total unadjusted level 1 extremely high quality covered bonds146901147353147864
190 Extremely high quality covered bonds146902147354147865
200 Qualifying CIU shares/units: underlying is extremely high quality covered bonds146874147334147844
210 Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution146903147355147866
220 Total unadjusted level 2 ASSETS146914147358147870
230 Total unadjusted level 2A assets146895147347147858
240 Regional government / local authorities or Public Sector Entity assets (Member State, RW20%)146863147323147833
250 Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%)146865147325147835
260 High quality covered bonds (CQS2)146891147345147855
270 High quality covered bonds (Third Country, CQS1)146887147341147851
280 Corporate debt securities (CQS1)146877147335147845
290 Qualifying CIU shares/units: underlying is Level 2A assets146869147329147839
300 Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution146896147348147859
310 Total unadjusted level 2B assets146897147349147860
320 Asset-backed securities (residential, CQS1)146888147342147852
330 Asset-backed securities (auto, CQS1)146889147343147853
340 High quality covered bonds (RW35%)146900147352147863
350 Asset-backed securities (commercial or individuals, Member State, CQS1)146890147344147854
360 Corporate debt securities (CQS2/3)146879147337147847
370 Corporate debt securities - non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3146878147336147846
380 Shares (major stock index)146899147351147862
390 Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)146886147340147850
400 Restricted-use central bank committed liquidity facilities146853147315147825
410 Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)146868147328147838
420 Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)146870147330147840
430 Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)146867147327147837
440 Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3) or shares (major stock index)146871147331147841
450 Deposits by network member with central institution (no obligated investment)146884147338147848
460 Liquidity funding available to network member from central institution (non-specified collateralisation)146885147339147849
470 Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution146898147350147861
479 - Memorandum
480 Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons146893
490 Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)146882
500 Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)146883
510 Deposits by network member with central institution (obligated investment in Level 2A assets)146880
520 Deposits by network member with central institution (obligated investment in Level 2B assets)146881
530 Adjustments made to assets due to net liquidity outflows from early close-out of hedges146904
540 Adjustments made to assets due to net liquidity inflows from early close-out of hedges146905
550 Member State-sponsored guaranteed bank assets subject to grandfathering146875
560 Member State-sponsored impaired asset management agencies subject to transitional provision146876
570 Securitisations backed by residential loans subject to transitional provision146906
580 Level 1/2A/2B assets excluded due to currency reasons146907
590 Level 1/2A/2B assets excluded for operational reasons except for currency reasons146908
600 Level 1 Non-interest bearing assets (held by credit institutions for religious reasons)146909
610 Level 2A Non-interest bearing assets (held by credit institutions for religious reasons)146910




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.
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
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.
Risk weightsSpecifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
Percentages - Percentages
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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