Part 1 BI-ANNUAL SPECIFIC

United Kingdom

Template for the information on liquidity and supervisory findings regarding individual institutions to be exchanged bi-annually with the competent authorities of a host Member State supervising a significant branch

Legal reference:	Article 4(1) of Commission Delegated Regulation (EU) No 524/2014
Frequency of the information exchange:	Bi-annually
Competent Authority:
Institution name:
Reference date (30/06 YYYY or 31/12/YYYY):
Submission date (DD/MM/YYYY):
Information provided on consolidated basis (Yes/No)	Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Information Group	Information item	Reference to COREP/FINREP templates, where applicable, or other	Information value(quantitative as required by the grid, or qualitative to be provided in free text)	Comments
Liquidity	LCR (domestic currency)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	LCR (Material currency 1, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	LCR (Material currency 2, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	LCR (Material currency 3, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	[please add more rows for material currencies, if applicable]
	NSFR (domestic currency)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	NSFR (Material currency 1, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	NSFR (Material currency 2, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	NSFR (Material currency 3, please specify)	[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]	[value to be provided based on national reporting and specification until ratios are available in COREP]
	[please add more rows for material currencies, if applicable]
	Components of the institution's liquidity buffer, including
	Cash	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[Value based on the ITS]
	Deposits held with central banks	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[Value based on the ITS]
	Securities with a 0 % risk weight	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[Value based on the ITS]
	Securities with a 20 % risk weight	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[Value based on the ITS]
	Non-financial corporate bonds	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[Value based on the ITS]
	Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2)	Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding	[value to be provided based on national reporting and specification]
	Total encumbered assets	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	of which central bank eligible	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	Total non-encumbered assets	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	of which central bank eligible	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	Total encumbered collateral received	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	of which central bank eligible	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	Total non-encumbered collateral received	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	of which central bank eligible	Based on the requirements of the ITS on reporting for asset encumbrance	[Value based on the ITS]
	Loan-to-deposit ratio	Based on the requirements of ITS on supervisory reporting	[value from FINREP]
	Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios	[Definition and calculation formula to be provided by the competent authority]	[value to be provided based on national reporting and specification]
	Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures		[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]	Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS
	Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State		[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]
	Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU		[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]
	Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution		[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]