C 52.00.c - LC - Outflows - Liquidity Coverage. Outflows (III). Total





Where the counterparty is not a central bankWhere the counterparty is a central bankWhere the counterparty is the central government, a public sector entity of the Member state in which the credit institution has been authorised or has established a branch, or a multilateral development bank (Art.422.2(d) CRR)
extremely high liquidity and credit quality assetshigh liquidity and credit qualityother liquidity and credit qualityextremely high liquidity and credit quality assetshigh liquidity and credit qualityother liquidity and credit qualityAssets which do not qualify as liquid assets in accordance with Art. 416 CRR
Amount dueAmount dueAmount dueAmount dueAmount dueAmount dueAmount due
CodeLabel020 040 060 070 090 110 120
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 claims100266100267100254100255100274
130 guaranteed by100998100999100860100861101066
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 on100590100591100584100585100596
150 guaranteed by100962100963100824100825101054
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 on101013101014100875100876101071
170 guaranteed by100565100566100559100560100569
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on100649100650100643100644100653
190 guaranteed by101007101008100869100870101069
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) CRR100522100525100498100501100538
210 underlying assets in point (b) and (c) of Art. 416(1) CRR100523100526100499100502100539
220 underlying assets in point (d) of Art. 416(1) CRR100524100527100500100503100540
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 met100551100552100553100545100546100547100555
235 - non financial corporate bonds
240 credit quality step 1100401100402100403100377100378100379100423
250 credit quality step 2100407100408100409100383100384100385100425
260 credit quality step 3100413100414100415100389100390100391100427
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 1100332100333100334100296100297100298100364
280 credit quality step 2100344100345100346100308100309100310100368
290 credit quality step 3100356100357100358100320100321100322100372
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 1106582106583106584106564106565106566106598
310 credit quality step 2106588106589106590106570106571106572106600
320 credit quality step 3106594106595106596106576106577106578106602
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 1106512106513106514106494106495106496106528
340 credit quality step 2106518106519106520106500106501106502106530
350 credit quality step 3106524106525106526106506106507106508106532
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 1100335100336100337100299100300100301100365
370 credit quality step 2100347100348100349100311100312100313100369
380 credit quality step 3100359100360100361100323100324100325100373
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1108556108558108560108514108516108518108594
400 credit quality step 2108568108570108572108526108528108530108598
410 credit quality step 3108580108582108584108538108540108542108602
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1108557108559108561108515108517108519108595
430 credit quality step 2108569108571108573108527108529108531108599
440 credit quality step 3108581108583108585108539108541108543108603
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 function101010101011101012100872100873100874101070
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 markets108589108590108591108547108548108549108605
470 - Items subject to supplementary reporting of liquid assets
480 Cash101022101024101026100884100886100888101074
490 Central bank exposures, to the extent that these exposures can be drawn down in times of stress100269100270100271100257100258100259100275
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 sovereigns100476100478100480100464100466100468100484
510 claims guaranteed by sovereigns101001101003101005100863100865100867101067
520 representing claims on or claims guaranteed by central banks100448100450100452100436100438100440100456
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 authorities100700100702100704100688100690100692100708
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 banks100579100580100581100573100574100575100583
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 country100607100608100609100601100602100603100611
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 sovereigns100477100479100481100465100467100469100485
580 claims guaranteed by sovereigns101002101004101006100864100866100868101068
590 representing claims on or claims guaranteed by central banks100449100451100453100437100439100441100457
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 authorities100701100703100705100689100691100693100709
610 representing claims on or claims guaranteed by multilateral development banks100677100678100679100671100672100673100681
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 CRR100630100632100634100618100620100622100638
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 entities100631100633100635100619100621100623100639
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 CRR10000510000610000799999100000100001100009
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 assistance100145100146100147100139100140100141100149
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.100159100160100161100153100154100155100163
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 affiliates100959100960100961100821100822100823101053
680 gold listed on a recognised exchange, held on an allocated basis101023101025101027100885100887100889101075
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 1100733100715100747
700 credit quality step 2100739100721100749
710 credit quality step 3100745100727100751
715 - own issuances
720 credit quality step 1100911100773101035
730 credit quality step 2100933100795101043
740 credit quality step 3100955100817101051
745 - unsecured credit institution issuances
750 credit quality step 1100187100169100201
760 credit quality step 2100193100175100203
770 credit quality step 3100199100181100205
775 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
780 credit quality step 1100115100097100098100099100131
790 credit quality step 2100121100103100104100105100133
800 credit quality step 3100127100109100110100111100135
805 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
810 credit quality step 1100031100013100014100015100047
820 credit quality step 2100037100019100020100021100049
830 credit quality step 3100043100025100026100027100051
840 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions100285100279100280100281100289
850 gold101016100878100880100882101072
860 guaranteed bonds not already reported above100229100223100224100225100233
870 covered bonds not already reported above102235102229102230102231102239
880 corporate bonds not already reported above100215100209100210100211100219
890 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template100531100507100508100509100541
895 - other categories of central bank eligible securities or loans
900 local government bonds100663100657100658100659100667
910 commercial paper100419100395100396100397100429
920 credit claims101017100879100881100883101073
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 1100901100902100903100763100764100765101032
940 credit quality step 2100923100924100925100785100786100787101040
950 credit quality step 3100945100946100947100807100808100809101048




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.
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.
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
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.