C 76.00.w - LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)





Value / Percentage
CodeLabel010
008 - CALCULATIONS
009 - Numerator, denominator, ratio
010 LIQUIDITY BUFFER146850
020 NET LIQUIDTY OUTFLOW146851
030 LIQUIDITY COVERAGE RATIO (%)146852
039 - Numerator calculations
040 L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted147867
050 L1 excl. EHQCB collateral 30 day outflows148724
060 L1 excl. EHQCB collateral 30 day inflows148729
070 Secured cash 30 day ouflows148723
080 Secured cash 30 day inflows148728
090 L1 excl. EHQCB "adjusted amount before cap application"148719
100 L1 EHQCB value according to Article 9: unadjusted147864
110 L1 EHQCB collateral 30 day outflows148722
120 L1 EHQCB collateral 30 day inflows148727
130 L1 EHQCB "adjusted amount before cap application"148718
140 L1 EHQCB "adjusted amount after cap application"148732
150 L1 EHQCB "excess liquid assets amount"148714
160 L2A according to Article 9: unadjusted147858
170 L2A collateral 30 day outflows148720
180 L2A collateral 30 day inflows148725
190 L2A "adjusted amount before cap application"148716
200 L2A "adjusted amount after cap application"148730
210 L2A "excess liquid assets amount"148712
220 L2B according to Article 9: unadjusted147860
230 L2B collateral 30 day outflows148721
240 L2B collateral 30 day inflows148726
250 L2B "adjusted amount before cap application"148717
260 L2B "adjusted amount after cap application"148731
270 L2B "excess liquid assets amount"148713
280 Excess liquid asset amount148715
290 LIQUIDITY BUFFER146850
299 - Denominator calculations
300 Total Outflows148333
310 Fully Exempt Inflows147819
320 Inflows Subject to 90% Cap147724
330 Inflows Subject to 75% Cap147629
340 Reduction for Fully Exempt Inflows148711
350 Reduction for Inflows Subject to 90% Cap148710
360 Reduction for Inflows Subject to 75% Cap148709
370 NET LIQUIDITY OUTFLOW146851
379 - Pillar 2
380 PILLAR 2 REQUIREMENT as set out in Article 105 CRD148733




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.
General liquidity requirementsGeneral 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