C 75.00.w - LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)





Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowedOutflowsInflows subject to the 75% cap on inflowsInflows subject to the 90% cap on inflowsInflows exempted from the cap on inflowsCollateralised derivatives only
Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowed
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120
010 TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES147209148129147205148127148332147633147728147823147208148128147204148126
020 Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:147200148124147198148122148322147622147717147812147199148123147197148121
030 Level 1 assets (excl. EHQ covered bonds)147168148094147166148092148314147612147707147802147167148093147165148091
040 Level 1: extremely high quality covered bonds147136148064147134148062148306147603147698147793147135148063147133148061
050 Level 2A assets146976147914146974147912148266147558147653147748146975147913146973147911
060 Level 2B: asset-backed securities (residential or automobile, CQS1)147098148028147090148020148295147588147683147778147097148027147089148019
070 Level 2B: high quality covered bonds147100148030147092148022148296147589147684147779147099148029147091148021
080 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147102148032147094148024148297147590147685147780147101148031147093148023
090 Other Level 2B147104148034147096148026148298147591147686147781147103148033147095148025
100 Non-liquid assets146944147884146942148258147546147641147736146943147883146941
110 Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:147196148120147194148118148321147621147716147811147195148119147193148117
120 Level 1 assets (excl. EHQ covered bonds)147164148090147162148088148313147611147706147801147163148089147161148087
130 Level 1: extremely high quality covered bonds147132148060147130148058148305147602147697147792147131148059147129148057
140 Level 2A assets146972147910146970147908148265147557147652147747146971147909146969147907
150 Level 2B: asset-backed securities (residential or automobile, CQS1)147082148012147074148004148291147584147679147774147081148011147073148003
160 Level 2B: high quality covered bonds147084148014147076148006148292147585147680147775147083148013147075148005
170 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147086148016147078148008148293147586147681147776147085148015147077148007
180 Other Level 2B147088148018147080148010148294147587147682147777147087148017147079148009
190 Non-liquid assets146940147882146938148257147545147640147735146939147881146937
200 Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:147176148100147174148098148316147616147711147806147175148099147173148097
210 Level 1 assets (excl. EHQ covered bonds)147144148070147142148068148308147606147701147796147143148069147141148067
220 Level 1: extremely high quality covered bonds147112148040147110148038148300147597147692147787147111148039147109148037
230 Level 2A assets146952147890146950147888148260147552147647147742146951147889146949147887
240 Level 2B: asset-backed securities (residential or automobile, CQS1)147002147932146994147924148271147564147659147754147001147931146993147923
250 Level 2B: high quality covered bonds147004147934146996147926148272147565147660147755147003147933146995147925
260 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147006147936146998147928148273147566147661147756147005147935146997147927
270 Other Level 2B147008147938147000147930148274147567147662147757147007147937146999147929
280 Non-liquid assets146920147872146918148252147540147635147730146919147871146917
290 Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:147186148110147178148102148317147617147712147807147185148109147177148101
300 Level 1 assets (excl. EHQ covered bonds)147154148080147146148072148309147607147702147797147153148079147145148071
310 Level 1: extremely high quality covered bonds147122148050147114148042148301147598147693147788147121148049147113148041
320 Level 2A assets146962147900146954147892148261147553147648147743146961147899146953147891
330 Level 2B: asset-backed securities (residential or automobile, CQS1)147042147972147010147940148275147568147663147758147041147971147009147939
340 Level 2B: high quality covered bonds147050147980147018147948148279147572147667147762147049147979147017147947
350 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147058147988147026147956148283147576147671147766147057147987147025147955
360 Other Level 2B147066147996147034147964148287147580147675147770147065147995147033147963
370 Non-liquid assets146930147874146922148253147541147636147731146929147873146921
380 Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:147188148112147180148104148318147618147713147808147187148111147179148103
390 Level 1 assets (excl. EHQ covered bonds)147156148082147148148074148310147608147703147798147155148081147147148073
400 Level 1: extremely high quality covered bonds147124148052147116148044148302147599147694147789147123148051147115148043
410 Level 2A assets146964147902146956147894148262147554147649147744146963147901146955147893
420 Level 2B: asset-backed securities (residential or automobile, CQS1)147044147974147012147942148276147569147664147759147043147973147011147941
430 Level 2B: high quality covered bonds147052147982147020147950148280147573147668147763147051147981147019147949
440 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147060147990147028147958148284147577147672147767147059147989147027147957
450 Other Level 2B147068147998147036147966148288147581147676147771147067147997147035147965
460 Non-liquid assets146932147876146924148254147542147637147732146931147875146923
470 Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:147190148114147182148106148319147619147714147809147189148113147181148105
480 Level 1 assets (excl. EHQ covered bonds)147158148084147150148076148311147609147704147799147157148083147149148075
490 Level 1: extremely high quality covered bonds147126148054147118148046148303147600147695147790147125148053147117148045
500 Level 2A assets146966147904146958147896148263147555147650147745146965147903146957147895
510 Level 2B: asset-backed securities (residential or automobile, CQS1)147046147976147014147944148277147570147665147760147045147975147013147943
520 Level 2B: high quality covered bonds147054147984147022147952148281147574147669147764147053147983147021147951
530 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147062147992147030147960148285147578147673147768147061147991147029147959
540 Other Level 2B147070148000147038147968148289147582147677147772147069147999147037147967
550 Non-liquid assets146934147878146926148255147543147638147733146933147877146925
560 Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:147192148116147184148108148320147620147715147810147191148115147183148107
570 Level 1 assets (excl. EHQ covered bonds)147160148086147152148078148312147610147705147800147159148085147151148077
580 Level 1: extremely high quality covered bonds147128148056147120148048148304147601147696147791147127148055147119148047
590 Level 2A assets146968147906146960147898148264147556147651147746146967147905146959147897
600 Level 2B: asset-backed securities (residential or automobile, CQS1)147048147978147016147946148278147571147666147761147047147977147015147945
610 Level 2B: high quality covered bonds147056147986147024147954148282147575147670147765147055147985147023147953
620 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)147064147994147032147962148286147579147674147769147063147993147031147961
630 Other Level 2B147072148002147040147970148290147583147678147773147071148001147039147969
640 Non-liquid assets146936147880146928148256147544147639147734146935147879146927
650 Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:147172147170148096148315147615147710147805147171147169148095
660 Level 1 assets (excl. EHQ covered bonds)147140147138148066148307147605147700147795147139147137148065
670 Level 1: extremely high quality covered bonds147108147106148036148299147596147691147786147107147105148035
680 Level 2A assets146948146946147886148259147551147646147741146947146945147885
690 Level 2B: asset-backed securities (residential or automobile, CQS1)146986146978147916148267147560147655147750146985146977147915
700 Level 2B: high quality covered bonds146988146980147918148268147561147656147751146987146979147917
710 Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)146990146982147920148269147562147657147752146989146981147919
720 Other Level 2B146992146984147922148270147563147658147753146991146983147921
730 Non-liquid assets146916146915
735 - Memo items
740 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions147206147202
750 Total collateral swaps with intragroup counterparties147207147203148331147632147727147822
760 Total collateral swaps with central bank counterparties146858146857




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.
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.
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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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
Specific liquidity requirement of the collateral received
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Specific liquidity requirement of the collateral given
Liquidity - Defines different liquidity-related conditions of assets and liabilities