C 54.00.a - LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total





Other assets
Within 30 daysOver 30 days
NotionalMarket valueNotionalMarket value
CodeLabel010 020 030 040
005 - ASSETS
010 cash and exposures to central banks1010969853110109898533
020 other transferable assets according to Art. 416(1)(b) CRR1010979853210109998534
025 - other transferable assets representing claims on or guaranteed by
030 transferable assets representing claims on or guaranteed by the central government of a Member State, on 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 liquid assets1010829851710108398518
040 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 entity1010869852110108798522
050 transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks1010789851310107998514
060 transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism1010909852510109198526




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 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.
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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
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.
Time of encumbranceSpecifies the time that the assets is expected to remain encumbered.
Time interval - Time bands (e.g. > 60 days <= 90 days).