C 74.00.w - LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)





AmountMarket value of collateral receivedApplicable weightValue of collateral received according to Article 9Inflow
Subject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflowsSubject to the 75% cap on inflowsSubject to the 90% cap on inflowsExempted from the cap on inflows
CodeLabel010 020 030 040 050 060 080 090 100 110 120 130 140 150 160
010 TOTAL INFLOWS148432148455148478147629147724147819
020 Inflows from unsecured transactions/deposits148433148456148479147630147725147820
030 monies due from non-financial customers148386148390148394147511147515147519
040 monies due from non-financial customers not corresponding to principal repayment148388148392148396147253147255147257147513147517147521
050 other monies due from non-financial customers148387148391148395147512147516147520
060 monies due from retail customers148346148347148348147222147223147224147474147475147476
070 monies due from non-financial corporates148343148344148345147219147220147221147471147472147473
080 monies due from sovereigns, multilateral development banks and public sector entities148403148404148405147261147262147263147528147529147530
090 monies due from other legal entities148409148410148411147267147268147269147534147535147536
100 monies due from financial customers148397148398148399147522147523147524
110 monies due from financial customers being classified as operational deposits148356148363148370147484147491147498
120 monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate148357148364148371147231147236147241147485147492147499
130 monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate148358148365148372147232147237147242147486147493147500
140 monies due from financial customers not being classified as operational deposits148355148362148369147483147490147497
150 monies due from central banks148335148337148339147211147213147215147463147465147467
160 monies due from other financial customers148406148407148408147264147265147266147531147532147533
170 inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) No XXX/2015148400148401148402147258147259147260147525147526147527
180 monies due from trade financing transactions148354148361148368147230147235147240147482147489147496
190 monies due from securities maturing within 30 days148352148359148366147228147233147238147480147487147494
200 monies due from assets with an undefined contractual end date148425148448148471147280147295147310147623147718147813
210 monies due from positions in major index equity instruments provided that there is no double counting with liquid assets148349148350148351147225147226147227147477147478147479
220 inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets148334148336148338147210147212147214147462147464147466
230 inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets148429148452148475147282147297147312147626147721147816
240 inflows from derivatives148431148454148477147284147299147314147628147723147818
250 inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has granted permission to apply a preferential inflow rate148340148341148342147216147217147218147468147469147470
260 other inflows148430148453148476147283147298147313147627147722147817
270 Inflows from secured lending and capital market-driven transactions148434148457148480147631147726147821
280 collateral that qualifies as a liquid asset148422148445148468148664148672148680148691148699148707147613147708147803
290 Level 1 collateral excluding extremely high quality covered bonds148424148447148470148665148673148681147279147294147309148692148700148708147614147709147804
300 Level 1 collateral which is extremely high quality covered bonds148421148444148467148663148671148679147278147293147308148690148698148706147604147699147794
310 Level 2A collateral148416148439148462148658148666148674147273147288147303148685148693148701147559147654147749
320 Level 2B asset backed securities (residential or auto) collateral148417148440148463148659148667148675147274147289147304148686148694148702147592147687147782
330 Level 2B high quality covered bonds collateral148418148441148464148660148668148676147275147290147305148687148695148703147593147688147783
340 Level 2B asset backed securities (commercial or individuals) collateral148419148442148465148661148669148677147276147291147306148688148696148704147594147689147784
350 Level 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6148420148443148466148662148670148678147277147292147307148689148697148705147595147690147785
360 collateral is used to cover a short position148423148446148469
370 collateral that does not qualify as a liquid asset148412148435148458147547147642147737
380 margin loans: collateral is non-liquid148413148436148459147270147285147300147548147643147738
390 collateral is non-liquid equity148415148438148461147272147287147302147550147645147740
400 all other non-liquid collateral148414148437148460147271147286147301147549147644147739
410 Total inflows from collateral swaps147633147728147823
420 (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)147537147538147539
430 (Excess inflows from a related specialised credit institution)147634147729147824
439 - MEMORANDUM ITEMS
440 Interdependent inflows148427148450148473
450 FX inflows148428148451148474147281147296147311147625147720147815
460 Inflows within a group or an institutional protection scheme148426148449148472147624147719147814
470 Monies due from non-financial customers148385148389148393147252147254147256147510147514147518
480 Monies due from financial customers148353148360148367147229147234147239147481147488147495
490 Secured transactions148376148380148384148655148656148657147245147248147251148682148683148684147503147506147509
500 Monies due from maturing securities within 30 days148374148378148382147244147247147250147502147505147508
510 Any other inflows within a group or an institutional protection scheme148373148377148381147243147246147249147501147504147507
520 Inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a preferential inflow rate148375148379148383




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.
General liquidity requirementsGeneral conditions related to liquidity 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.
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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)
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