OpenLegislation

Part 2 ANNUAL SPECIFIC

United Kingdom

Original text. Later amendments are not shown.

Template for the information to be exchanged annually regarding the liquidity and solvency of individual institutions

Legal reference:Articles 4(1), 5 and 11 of Delegated Regulation (EU) No 524/2014
Frequency of the information exchange:Annually
Competent Authority:
Institution name:
Reference date (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 GroupInformation itemReference to COREP/FINREP templates, where applicable, or otherInformation 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
CashBased on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding [Value based on the ITS]
Deposits held with central banksBased 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 weightBased 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 weightBased on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding [Value based on the ITS]
Non-financial corporate bondsBased 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 assetsBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
of which central bank eligibleBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
Total non-encumbered assetsBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
of which central bank eligibleBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
Total encumbered collateral receivedBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
of which central bank eligibleBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
Total non-encumbered collateral receivedBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
of which central bank eligibleBased on the requirements of the ITS on reporting for asset encumbrance [Value based on the ITS]
Loan-to-deposit ratioBased 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]
Solvency

Information of whether the institution complies with the following requirements:

  1. (a)

    the own fund requirements laid down in Article 92 of Regulation (EU) No 575/2013 taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements under Part Ten of that Regulation;

  2. (b)

    any additional own fund requirements imposed in accordance with Article 104 of Directive 2013/36/EU;

  3. (c)

    the capital buffer requirements set out in Chapter 4 of Title VII 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] 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
Institution's Common Equity Tier 1 capital ratio, within the meaning of point (a) of Article 92(2) of Regulation (EU) No 575/2013Based on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Institution's Tier 1 capital ratio, within the meaning of point (b) of Article 92(2) of Regulation (EU) No 575/2013Based on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Institution's total capital ratio, within the meaning of point (c) of Article 92(2) of Regulation (EU) No 575/2013Based on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Institution's total risk exposure amount, within the meaning of Article 92(3) of Regulation (EU) No 575/2013Based on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Own funds requirements applicable in the home Member State in accordance with Article 92 of Regulation (EU) No 575/2013, taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements laid down in Part Ten of that Regulation [Definition and calculation formula to be provided by competent authority] [value to be provided based on national reporting and specification] Information provided to the competent authorities of a host Member State supervising a significant branch
Level of the capital conservation buffer that the institution is required to maintain in accordance with Article 129 of Directive 2013/36/EUBased on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Level of any institution-specific countercyclical capital buffer that the institution is required to maintain in accordance with Article 130 of Directive 2013/36/EUBased on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Level of any systemic risk buffer that the institution is required to maintain in accordance with Article 133 of Directive 2013/36/EUBased on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Level of any G-SII buffer or O-SII buffer that the institution is required to maintain in accordance with Article 131(4) and (5) of Directive 2013/36/EUBased on the requirements of ITS on supervisory reporting Information provided to the competent authorities of a host Member State supervising a significant branch
Level of any additional own funds requirements imposed in accordance with point (a) of Article 104(1) of Directive 2013/36/EU and of any other requirements imposed relating to an institution's solvency in accordance with that ArticleBased on the requirements of ITS on supervisory reporting [value from COREP] Information provided to the competent authorities of a host Member State supervising a significant branch
Leverage Information disclosed by the institution in accordance with Article 451 of Regulation (EU) No 575/2013 regarding its leverage ratio and its management of the risk of excessive leverage [link to the disclosure made by institution]