C 52.00.b - LC - Outflows - Liquidity Coverage. Outflows (II). Total





Market valueWhere the counterparty is not a central bankWhere the counterparty is a central bank
extremely high liquidity and credit quality assetshigh liquidity and credit qualityextremely high liquidity and credit quality assetshigh liquidity and credit quality
Value according to Art. 418 CRRValue according to Art. 418 CRRValue according to Art. 418 CRRValue according to Art. 418 CRR
CodeLabel010 030 050 080 100
115 - Liabilities resulting 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 claims98714101389101390101381101382
130 guaranteed by99153101827101828101725101726
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 on98890101565101566101561101562
150 guaranteed by99092101797101798101695101696
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 on98878101551101552101547101548
170 guaranteed by99156101833101834101731101732
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on98926101599101600101595101596
190 guaranteed by99157101835101836101733101734
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) CRR98850101529101532101513101516
210 underlying assets in point (b) and (c) of Art. 416(1) CRR98851101530101533101514101517
220 underlying assets in point (d) of Art. 416(1) CRR98852101531101534101515101518
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 met98870101543101544101539101540
235 - non financial corporate bonds
240 credit quality step 198782101463101464101451101452
250 credit quality step 298790101467101468101455101456
260 credit quality step 398798101471101472101459101460
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 198744101429101430101405101406
280 credit quality step 298760101437101438101413101414
290 credit quality step 398776101445101446101421101422
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 1105763107219107220107207107208
310 credit quality step 2105771107223107224107211107212
320 credit quality step 3105779107227107228107215107216
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 1105723107179107180107167107168
340 credit quality step 2105731107183107184107171107172
350 credit quality step 3105739107187107188107175107176
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 198745101431101432101407101408
370 credit quality step 298761101439101440101415101416
380 credit quality step 398777101447101448101423101424
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1108407108634108636108610108612
400 credit quality step 2108423108642108644108618108620
410 credit quality step 3108439108650108652108626108628
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1108408108635108637108611108613
430 credit quality step 2108424108643108645108619108621
440 credit quality step 3108440108651108653108627108629
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 function99159101839101840101737101738
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 markets99158101837101838101735101736
470 - Items subject to supplementary reporting of liquid assets
480 Cash99164101849101851101747101749
490 Central bank exposures, to the extent that these exposures can be drawn down in times of stress98715101391101392101383101384
495 - transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities
500 representing claims on sovereigns98826101501101503101493101495
510 claims guaranteed by sovereigns99154101829101831101727101729
520 representing claims on or claims guaranteed by central banks98810101485101487101477101479
530 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities98946101621101623101613101615
540 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 banks98886101559101560101555101556
550 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 country98902101575101576101571101572
560 - transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities
570 representing claims on sovereigns98827101502101504101494101496
580 claims guaranteed by sovereigns99155101830101832101728101730
590 representing claims on or claims guaranteed by central banks98811101486101488101478101480
600 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities98947101622101624101614101616
610 representing claims on or claims guaranteed by multilateral development banks98934101607101608101603101604
620 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 CRR98914101589101591101581101583
630 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 entities98915101590101592101582101584
640 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 CRR98564101237101238101233101234
650 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 assistance98644101317101318101313101314
660 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), or eligible for the waiver provided in Art. 10, 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.98652101325101326101321101322
670 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 affiliates99088101795101796101693101694
680 gold listed on a recognised exchange, held on an allocated basis99165101850101852101748101750
685 - ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR but still meet the requirements of Art. 417 (b) and (c) CRR.
686 - financial corporate bonds
690 credit quality step 198958
700 credit quality step 298966
710 credit quality step 398974
715 - own issuances
720 credit quality step 199012
730 credit quality step 299042
740 credit quality step 399072
745 - unsecured credit institution issuances
750 credit quality step 198660
760 credit quality step 298668
770 credit quality step 398676
775 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
780 credit quality step 198620101301101289101290
790 credit quality step 298628101305101293101294
800 credit quality step 398636101309101297101298
805 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
810 credit quality step 198572101253101241101242
820 credit quality step 298580101257101245101246
830 credit quality step 398588101261101249101250
840 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions98726101399101395101396
850 gold99161101842101740101744
860 guaranteed bonds not already reported above98692101365101361101362
870 covered bonds not already reported above102216102246102242102243
880 corporate bonds not already reported above98684101357101353101354
890 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template98853101535101519101520
895 - other categories of central bank eligible securities or loans
900 local government bonds99160101841101739101743
910 commercial paper99163101844101742101746
920 credit claims99162101843101741101745
925 - Reporting of Shar'iah compliant assets as an alternative assets under 509(2)(i)
926 - 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
930 credit quality step 199009101758101759101656101657
940 credit quality step 299039101772101773101670101671
950 credit quality step 399069101786101787101684101685




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").
Main category of collateral or guarantee givenDefines the main category of collateral or guarantees given
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.
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.
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.
Exposure class of the collateral givenFor Liquidity purposes, defines the exposure class of the collateral given
Exposure classes - Defines the exposure class for capital requirement purposes
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
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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.
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.
Counterparty sector of the source of encumbranceDefines the counterparty sector of the transactions that pose a source of encumbrance
Counterparty - Party other than the reporting institution in a contract or transaction.