{
  "url": "https://openlegislation.uk/eu-regulation-2016-313/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-313/annex.json",
  "legislation": "eur/2016/313",
  "legislation_title": "Commission Implementing Regulation (EU) 2016/313 of 1 March 2016 amending Implementing Regulation (EU) No 680/2014 with regard to additional monitoring metrics for liquidity reporting (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2016-313",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": null,
  "text": "ANNEX XVIII\nADDITIONAL LIQUIDITY MONITORING METRICS UNDER ARTICLE 415(3)(b) OF REGULATION (EU) No 575/2013\nALMM TEMPLATES\nTemplate number\nTemplate code\nName of the template/group of templates\nADDITIONAL MONITORING TOOLS TEMPLATES\n67\nC 67.00\nCONCENTRATION OF FUNDING BY COUNTERPARTY\n68\nC 68.00\nCONCENTRATION OF FUNDING BY PRODUCT TYPE\n69\nC 69.00\nPRICES FOR VARIOUS LENGTHS OF FUNDING\n70\nC 70.00\nROLL-OVER OF FUNDING\nC 67.00 — CONCENTRATION OF FUNDING BY COUNTERPARTY\nz-axisTotal and significant currencies\nConcentration of funding by counterparty\nCounterparty Name\nLEI Code\nCounterparty Sector\nResidence of Counterparty\nProduct Type\nAmount Received\nWeighted average initial maturity\nWeighted average residual maturity\nRow\nID\n010\n020\n030\n040\n050\n060\n070\n080\n010\n1.\nTOP TEN COUNTERPARTIES EACH GREATER THAN 1 % OF TOTAL LIABILITIES\n020\n1,01\n030\n1,02\n040\n1,03\n050\n1,04\n060\n1,05\n070\n1,06\n080\n1,07\n090\n1,08\n100\n1,09\n110\n1,10\n120\n2.\nALL OTHER LIABILITIES\nC 68.00 — CONCENTRATION OF FUNDING BY PRODUCT TYPE\nz-axisTotal and significant currencies\nConcentration of funding by product type\nRow\nID\nProduct Name\nTotal amount received\nAmount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country\nAmount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country\nWeighted average initial maturity\nWeighted average residual maturity\n010\n020\n030\n040\n050\nPRODUCTS GREATER THAN 1 % OF TOTAL LIABILITIES\n010\n1\nRETAIL FUNDING\n020\n1,1\nSight deposits\n030\n1,2\nFixed term deposits with an initial maturity less than 30 days\n040\n1,3\nFixed term deposits with an initial maturity greater than 30 days\n050\n1.3.1\nwith a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity\n060\n1.3.2\nwithout a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity\n070\n1,4\nSavings accounts\n080\n1.4.1\nwith a notice period for withdrawal greater than 30 days\n090\n1.4.2\nwithout a notice period for withdrawal greater than 30 days\n100\n2\nWHOLESALE FUNDING\n110\n2,1\nUnsecured wholesale funding\n120\n2.1.1\nof which financial customers\n130\n2.1.2\nof which non-financial customers\n140\n2.1.3\nof which from intra-group entities\n150\n2,2\nSecured wholesale funding\n160\n2.2.1\nof which repurchase agreements\n170\n2.2.2\nof which covered bond issuance\n180\n2.2.3\nof which asset backed security issuance\n190\n2.2.4\nof which from intra-group entities\nC 69.00 — PRICES FOR VARIOUS LENGTHS OF FUNDING\nz-axisTotal and significant currencies\nPrices for various lengths of funding\nOvernight\n1 week\n1 month\n3 months\n6 months\n1 year\n2 years\n5 years\n10 years\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nSpread\nVolume\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\n010\n1\nTotal Funding\n020\n1,1\nof which: Retail deposits\n030\n1,2\nof which: Unsecured wholesale deposits\n040\n1,3\nof which: Secured funding\n050\n1,4\nof which: Senior unsecured securities\n060\n1,5\nof which: Covered bonds\n070\n1,6\nof which: Asset backed securities including ABCP\nC 70.00 - ROLL-OVER OF FUNDING\nz-axisTotal and significant currencies\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n010\n1.1\n1\nTotal funding\n020\n1.1.1\nRetail deposits\n030\n1.1.2\nUnsecured wholesale deposits\n040\n1.1.3\nSecured funding\n050\n1.2\n2\nTotal funding\n060\n1.2.1\nRetail deposits\n070\n1.2.2\nUnsecured wholesale deposits\n080\n1.2.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n010\n1.1\n1\nTotal funding\n020\n1.1.1\nRetail deposits\n030\n1.1.2\nUnsecured wholesale deposits\n040\n1.1.3\nSecured funding\n050\n1.2\n2\nTotal funding\n060\n1.2.1\nRetail deposits\n070\n1.2.2\nUnsecured wholesale deposits\n080\n1.2.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n010\n1.1\n1\nTotal funding\n020\n1.1.1\nRetail deposits\n030\n1.1.2\nUnsecured wholesale deposits\n040\n1.1.3\nSecured funding\n050\n1.2\n2\nTotal funding\n060\n1.2.1\nRetail deposits\n070\n1.2.2\nUnsecured wholesale deposits\n080\n1.2.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n090\n1.3\n3\nTotal funding\n100\n1.3.1\nRetail deposits\n110\n1.3.2\nUnsecured wholesale deposits\n120\n1.3.3\nSecured funding\n130\n1.4\n4\nTotal funding\n140\n1.4.1\nRetail deposits\n150\n1.4.2\nUnsecured wholesale deposits\n160\n1.4.3\nSecured funding\n170\n1.5\n5\nTotal funding\n180\n1.5.1\nRetail deposits\n190\n1.5.2\nUnsecured wholesale deposits\n200\n1.5.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n090\n1.3\n3\nTotal funding\n100\n1.3.1\nRetail deposits\n110\n1.3.2\nUnsecured wholesale deposits\n120\n1.3.3\nSecured funding\n130\n1.4\n4\nTotal funding\n140\n1.4.1\nRetail deposits\n150\n1.4.2\nUnsecured wholesale deposits\n160\n1.4.3\nSecured funding\n170\n1.5\n5\nTotal funding\n180\n1.5.1\nRetail deposits\n190\n1.5.2\nUnsecured wholesale deposits\n200\n1.5.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n090\n1.3\n3\nTotal funding\n100\n1.3.1\nRetail deposits\n110\n1.3.2\nUnsecured wholesale deposits\n120\n1.3.3\nSecured funding\n130\n1.4\n4\nTotal funding\n140\n1.4.1\nRetail deposits\n150\n1.4.2\nUnsecured wholesale deposits\n160\n1.4.3\nSecured funding\n170\n1.5\n5\nTotal funding\n180\n1.5.1\nRetail deposits\n190\n1.5.2\nUnsecured wholesale deposits\n200\n1.5.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n210\n1.6\n6\nTotal funding\n220\n1.6.1\nRetail deposits\n230\n1.6.2\nUnsecured wholesale deposits\n240\n1.6.3\nSecured funding\n250\n1.7\n7\nTotal funding\n260\n1.7.1\nRetail deposits\n270\n1.7.2\nUnsecured wholesale deposits\n280\n1.7.3\nSecured funding\n290\n1.8\n8\nTotal funding\n300\n1.8.1\nRetail deposits\n310\n1.8.2\nUnsecured wholesale deposits\n320\n1.8.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n210\n1.6\n6\nTotal funding\n220\n1.6.1\nRetail deposits\n230\n1.6.2\nUnsecured wholesale deposits\n240\n1.6.3\nSecured funding\n250\n1.7\n7\nTotal funding\n260\n1.7.1\nRetail deposits\n270\n1.7.2\nUnsecured wholesale deposits\n280\n1.7.3\nSecured funding\n290\n1.8\n8\nTotal funding\n300\n1.8.1\nRetail deposits\n310\n1.8.2\nUnsecured wholesale deposits\n320\n1.8.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n210\n1.6\n6\nTotal funding\n220\n1.6.1\nRetail deposits\n230\n1.6.2\nUnsecured wholesale deposits\n240\n1.6.3\nSecured funding\n250\n1.7\n7\nTotal funding\n260\n1.7.1\nRetail deposits\n270\n1.7.2\nUnsecured wholesale deposits\n280\n1.7.3\nSecured funding\n290\n1.8\n8\nTotal funding\n300\n1.8.1\nRetail deposits\n310\n1.8.2\nUnsecured wholesale deposits\n320\n1.8.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n330\n1.9\n9\nTotal funding\n340\n1.9.1\nRetail deposits\n350\n1.9.2\nUnsecured wholesale deposits\n360\n1.9.3\nSecured funding\n370\n1.10\n10\nTotal funding\n380\n1.10.1\nRetail deposits\n390\n1.10.2\nUnsecured wholesale deposits\n400\n1.10.3\nSecured funding\n410\n1.11\n11\nTotal funding\n420\n1.11.1\nRetail deposits\n430\n1.11.2\nUnsecured wholesale deposits\n440\n1.11.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n330\n1.9\n9\nTotal funding\n340\n1.9.1\nRetail deposits\n350\n1.9.2\nUnsecured wholesale deposits\n360\n1.9.3\nSecured funding\n370\n1.10\n10\nTotal funding\n380\n1.10.1\nRetail deposits\n390\n1.10.2\nUnsecured wholesale deposits\n400\n1.10.3\nSecured funding\n410\n1.11\n11\nTotal funding\n420\n1.11.1\nRetail deposits\n430\n1.11.2\nUnsecured wholesale deposits\n440\n1.11.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n330\n1.9\n9\nTotal funding\n340\n1.9.1\nRetail deposits\n350\n1.9.2\nUnsecured wholesale deposits\n360\n1.9.3\nSecured funding\n370\n1.10\n10\nTotal funding\n380\n1.10.1\nRetail deposits\n390\n1.10.2\nUnsecured wholesale deposits\n400\n1.10.3\nSecured funding\n410\n1.11\n11\nTotal funding\n420\n1.11.1\nRetail deposits\n430\n1.11.2\nUnsecured wholesale deposits\n440\n1.11.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n450\n1.12\n12\nTotal funding\n460\n1.12.1\nRetail deposits\n470\n1.12.2\nUnsecured wholesale deposits\n480\n1.12.3\nSecured funding\n490\n1.13\n13\nTotal funding\n500\n1.13.1\nRetail deposits\n510\n1.13.2\nUnsecured wholesale deposits\n520\n1.13.3\nSecured funding\n530\n1.14\n14\nTotal funding\n540\n1.14.1\nRetail deposits\n550\n1.14.2\nUnsecured wholesale deposits\n560\n1.14.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n450\n1.12\n12\nTotal funding\n460\n1.12.1\nRetail deposits\n470\n1.12.2\nUnsecured wholesale deposits\n480\n1.12.3\nSecured funding\n490\n1.13\n13\nTotal funding\n500\n1.13.1\nRetail deposits\n510\n1.13.2\nUnsecured wholesale deposits\n520\n1.13.3\nSecured funding\n530\n1.14\n14\nTotal funding\n540\n1.14.1\nRetail deposits\n550\n1.14.2\nUnsecured wholesale deposits\n560\n1.14.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n450\n1.12\n12\nTotal funding\n460\n1.12.1\nRetail deposits\n470\n1.12.2\nUnsecured wholesale deposits\n480\n1.12.3\nSecured funding\n490\n1.13\n13\nTotal funding\n500\n1.13.1\nRetail deposits\n510\n1.13.2\nUnsecured wholesale deposits\n520\n1.13.3\nSecured funding\n530\n1.14\n14\nTotal funding\n540\n1.14.1\nRetail deposits\n550\n1.14.2\nUnsecured wholesale deposits\n560\n1.14.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n570\n1.15\n15\nTotal funding\n580\n1.15.1\nRetail deposits\n590\n1.15.2\nUnsecured wholesale deposits\n600\n1.15.3\nSecured funding\n610\n1.16\n16\nTotal funding\n620\n1.16.1\nRetail deposits\n630\n1.16.2\nUnsecured wholesale deposits\n640\n1.16.3\nSecured funding\n650\n1.17\n17\nTotal funding\n660\n1.17.1\nRetail deposits\n670\n1.17.2\nUnsecured wholesale deposits\n680\n1.17.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n570\n1.15\n15\nTotal funding\n580\n1.15.1\nRetail deposits\n590\n1.15.2\nUnsecured wholesale deposits\n600\n1.15.3\nSecured funding\n610\n1.16\n16\nTotal funding\n620\n1.16.1\nRetail deposits\n630\n1.16.2\nUnsecured wholesale deposits\n640\n1.16.3\nSecured funding\n650\n1.17\n17\nTotal funding\n660\n1.17.1\nRetail deposits\n670\n1.17.2\nUnsecured wholesale deposits\n680\n1.17.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n570\n1.15\n15\nTotal funding\n580\n1.15.1\nRetail deposits\n590\n1.15.2\nUnsecured wholesale deposits\n600\n1.15.3\nSecured funding\n610\n1.16\n16\nTotal funding\n620\n1.16.1\nRetail deposits\n630\n1.16.2\nUnsecured wholesale deposits\n640\n1.16.3\nSecured funding\n650\n1.17\n17\nTotal funding\n660\n1.17.1\nRetail deposits\n670\n1.17.2\nUnsecured wholesale deposits\n680\n1.17.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n690\n1.18\n18\nTotal funding\n700\n1.18.1\nRetail deposits\n710\n1.18.2\nUnsecured wholesale deposits\n720\n1.18.3\nSecured funding\n730\n1.19\n19\nTotal funding\n740\n1.19.1\nRetail deposits\n750\n1.19.2\nUnsecured wholesale deposits\n760\n1.19.3\nSecured funding\n770\n1.20\n20\nTotal funding\n780\n1.20.1\nRetail deposits\n790\n1.20.2\nUnsecured wholesale deposits\n800\n1.20.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n690\n1.18\n18\nTotal funding\n700\n1.18.1\nRetail deposits\n710\n1.18.2\nUnsecured wholesale deposits\n720\n1.18.3\nSecured funding\n730\n1.19\n19\nTotal funding\n740\n1.19.1\nRetail deposits\n750\n1.19.2\nUnsecured wholesale deposits\n760\n1.19.3\nSecured funding\n770\n1.20\n20\nTotal funding\n780\n1.20.1\nRetail deposits\n790\n1.20.2\nUnsecured wholesale deposits\n800\n1.20.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n690\n1.18\n18\nTotal funding\n700\n1.18.1\nRetail deposits\n710\n1.18.2\nUnsecured wholesale deposits\n720\n1.18.3\nSecured funding\n730\n1.19\n19\nTotal funding\n740\n1.19.1\nRetail deposits\n750\n1.19.2\nUnsecured wholesale deposits\n760\n1.19.3\nSecured funding\n770\n1.20\n20\nTotal funding\n780\n1.20.1\nRetail deposits\n790\n1.20.2\nUnsecured wholesale deposits\n800\n1.20.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n810\n1.21\n21\nTotal funding\n820\n1.21.1\nRetail deposits\n830\n1.21.2\nUnsecured wholesale deposits\n840\n1.21.3\nSecured funding\n850\n1.22\n22\nTotal funding\n860\n1.22.1\nRetail deposits\n870\n1.22.2\nUnsecured wholesale deposits\n880\n1.22.3\nSecured funding\n890\n1.23\n23\nTotal funding\n900\n1.23.1\nRetail deposits\n910\n1.23.2\nUnsecured wholesale deposits\n920\n1.23.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n810\n1.21\n21\nTotal funding\n820\n1.21.1\nRetail deposits\n830\n1.21.2\nUnsecured wholesale deposits\n840\n1.21.3\nSecured funding\n850\n1.22\n22\nTotal funding\n860\n1.22.1\nRetail deposits\n870\n1.22.2\nUnsecured wholesale deposits\n880\n1.22.3\nSecured funding\n890\n1.23\n23\nTotal funding\n900\n1.23.1\nRetail deposits\n910\n1.23.2\nUnsecured wholesale deposits\n920\n1.23.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n810\n1.21\n21\nTotal funding\n820\n1.21.1\nRetail deposits\n830\n1.21.2\nUnsecured wholesale deposits\n840\n1.21.3\nSecured funding\n850\n1.22\n22\nTotal funding\n860\n1.22.1\nRetail deposits\n870\n1.22.2\nUnsecured wholesale deposits\n880\n1.22.3\nSecured funding\n890\n1.23\n23\nTotal funding\n900\n1.23.1\nRetail deposits\n910\n1.23.2\nUnsecured wholesale deposits\n920\n1.23.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n930\n1.24\n24\nTotal funding\n940\n1.24.1\nRetail deposits\n950\n1.24.2\nUnsecured wholesale deposits\n960\n1.24.3\nSecured funding\n970\n1.25\n25\nTotal funding\n980\n1.25.1\nRetail deposits\n990\n1.25.2\nUnsecured wholesale deposits\n1000\n1.25.3\nSecured funding\n1010\n1.26\n26\nTotal funding\n1020\n1.26.1\nRetail deposits\n1030\n1.26.2\nUnsecured wholesale deposits\n1040\n1.26.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n930\n1.24\n24\nTotal funding\n940\n1.24.1\nRetail deposits\n950\n1.24.2\nUnsecured wholesale deposits\n960\n1.24.3\nSecured funding\n970\n1.25\n25\nTotal funding\n980\n1.25.1\nRetail deposits\n990\n1.25.2\nUnsecured wholesale deposits\n1000\n1.25.3\nSecured funding\n1010\n1.26\n26\nTotal funding\n1020\n1.26.1\nRetail deposits\n1030\n1.26.2\nUnsecured wholesale deposits\n1040\n1.26.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n930\n1.24\n24\nTotal funding\n940\n1.24.1\nRetail deposits\n950\n1.24.2\nUnsecured wholesale deposits\n960\n1.24.3\nSecured funding\n970\n1.25\n25\nTotal funding\n980\n1.25.1\nRetail deposits\n990\n1.25.2\nUnsecured wholesale deposits\n1000\n1.25.3\nSecured funding\n1010\n1.26\n26\nTotal funding\n1020\n1.26.1\nRetail deposits\n1030\n1.26.2\nUnsecured wholesale deposits\n1040\n1.26.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n1050\n1.27\n27\nTotal funding\n1060\n1.27.1\nRetail deposits\n1070\n1.27.2\nUnsecured wholesale deposits\n1080\n1.27.3\nSecured funding\n1090\n1.28\n28\nTotal funding\n1100\n1.28.1\nRetail deposits\n1110\n1.28.2\nUnsecured wholesale deposits\n1120\n1.28.3\nSecured funding\n1130\n1.29\n29\nTotal funding\n1140\n1.29.1\nRetail deposits\n1150\n1.29.2\nUnsecured wholesale deposits\n1160\n1.29.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n1050\n1.27\n27\nTotal funding\n1060\n1.27.1\nRetail deposits\n1070\n1.27.2\nUnsecured wholesale deposits\n1080\n1.27.3\nSecured funding\n1090\n1.28\n28\nTotal funding\n1100\n1.28.1\nRetail deposits\n1110\n1.28.2\nUnsecured wholesale deposits\n1120\n1.28.3\nSecured funding\n1130\n1.29\n29\nTotal funding\n1140\n1.29.1\nRetail deposits\n1150\n1.29.2\nUnsecured wholesale deposits\n1160\n1.29.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n1050\n1.27\n27\nTotal funding\n1060\n1.27.1\nRetail deposits\n1070\n1.27.2\nUnsecured wholesale deposits\n1080\n1.27.3\nSecured funding\n1090\n1.28\n28\nTotal funding\n1100\n1.28.1\nRetail deposits\n1110\n1.28.2\nUnsecured wholesale deposits\n1120\n1.28.3\nSecured funding\n1130\n1.29\n29\nTotal funding\n1140\n1.29.1\nRetail deposits\n1150\n1.29.2\nUnsecured wholesale deposits\n1160\n1.29.3\nSecured funding\nRoll-over of funding\nOvernight\n> 1 day ≤ 7 days\n>7days ≤ 14 days\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n1170\n1.30\n30\nTotal funding\n1180\n1.30.1\nRetail deposits\n1190\n1.30.2\nUnsecured wholesale deposits\n1200\n1.30.3\nSecured funding\n1210\n1.31\n31\nTotal funding\n1220\n1.31.1\nRetail deposits\n1230\n1.31.2\nUnsecured wholesale deposits\n1240\n1.31.3\nSecured funding\nRoll-over of funding\n>14 days ≤ 1 month\n>1 Month ≤ 3 Months\n>3 Months ≤ 6 Months\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nMaturing\nRoll over\nNew Funds\nNet\nRow\nID\nDay\nItem\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\n1170\n1.30\n30\nTotal funding\n1180\n1.30.1\nRetail deposits\n1190\n1.30.2\nUnsecured wholesale deposits\n1200\n1.30.3\nSecured funding\n1210\n1.31\n31\nTotal funding\n1220\n1.31.1\nRetail deposits\n1230\n1.31.2\nUnsecured wholesale deposits\n1240\n1.31.3\nSecured funding\nRoll-over of funding\n>6 Months\nTotal net cashflows\nAverage Term (days)\nMaturing\nRoll over\nNew Funds\nNet\nMaturing Funds Term\nRoll-over Funds Term\nNew Funds Term\nTotal Funding Profile\nRow\nID\nDay\nItem\n250\n260\n270\n280\n290\n300\n310\n320\n330\n1170\n1.30\n30\nTotal funding\n1180\n1.30.1\nRetail deposits\n1190\n1.30.2\nUnsecured wholesale deposits\n1200\n1.30.3\nSecured funding\n1210\n1.31\n31\nTotal funding\n1220\n1.31.1\nRetail deposits\n1230\n1.31.2\nUnsecured wholesale deposits\n1240\n1.31.3\nSecured funding\nANNEX XIX\nINSTRUCTIONS FOR COMPLETING THE ADDITIONAL MONITORING TOOLS TEMPLATE OF ANNEX XVIII\n1.\nAdditional Monitoring Tools\n1.1.\nGeneral remarks\n1.\nThe summary templates contained in Annex XVIII is designed to monitor an institution's liquidity risk that falls outside of the scope of the reports on Liquidity Coverage and Stable Funding.\n1.2.\nConcentration of funding by counterparty (C 67.00)\n1.\nThis template seeks to collect information about the reporting institutions' concentration of funding by counterparty.\n2.\nFor the purpose of completing this template:\n(a) Institutions shall report the top ten largest counterparties or a group of connected clients according to Article 4(39) of Regulation (EC) No 575/2013 [CRR] from which funding obtained from each counterparty exceeds a threshold of 1 % of total liabilities in the sublines of section 1 of the template. Thus, the counterparty reported in item 1.01 shall be the largest amount of funding received from one counterparty which is above the 1 % threshold as at the reporting date; item 1.02 shall be the second largest above the 1 % threshold; and so on.\n(b) Institutions shall report the total of all other remaining liabilities in section 2.\n(c) The totals of section 1 and section 2 shall equal an institution's total liabilities as per its balance sheet reported under the financial reporting framework (FINREP).\n3.\nFor each counterparty, institutions shall record the following components:\n(a) counterparty name;\n(b) LEI code;\n(c) counterparty sector;\n(d) residence of the counterparty;\n(e) product type;\n(f) amount received;\n(g) weighted average initial maturity; and\n(h) weighted average residual maturity\nThese components are explained in more detail in the table below.\n4.\nWhere funding is obtained in more than one product type, the type reported shall be the product in which the largest proportion of funding was obtained. Separate information shall be reported to the competent authority explaining the breakdown of funding received for the top 5 products by product type.\n5.\nIdentification of the underlying holder of securities may be undertaken on a best efforts basis. Where an institution has information concerning the holder of securities (i.e. is the custodian bank) it should consider that amount for reporting the concentration of counterparties. When there is no information available on the holder of securities the corresponding amount does not have to be reported.\n6.\nInstructions concerning specific columns:\nColumn\nLegal references and instructions\n010\nCounterparty Name\nThe name of each counterparty from which funding obtained exceeds 1 % of total liabilities shall be recorded in column 010 in descending order, that is, in order of size of funding obtained.\nThe counterparty name recorded shall be the legal entity title of the company from which the funding is derived including any company type references such as SA (Société anonyme in France), Plc. (public limited company in the UK), or AG (Aktiengesellschaft in Germany).\n020\nLEI Code\nThe legal entity identifier code of the counterparty.\n030\nCounterparty Sector\nOne sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:\n(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) households.\nFor groups of connected clients, no sector shall be reported.\n040\nResidence of Counterparty\nISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's “Balance of Payments Vademecum”).\nFor groups of connected clients, no country shall be reported.\n050\nProduct Type\nCounterparties reported in column 010 shall be assigned a product type, corresponding to the product issued in which the funding was received (or in which the largest proportion of funding was received for mixed product types) using the following codes indicated in bold:\nUWF (unsecured wholesale funding obtained from financial customers including interbank money)\nUWNF (unsecured wholesale funding obtained from non-financial customers)\nREPO (funding obtained from repurchase agreements as defined in Article 4(1) (82) of CRR)\nCB (funding obtained from covered bond issuance as defined in Article 129(4) or (5) of CRR OR Article 52(4) of Directive 2009/65/EC)\nABS (funding obtained from asset backed security issuance including asset backed commercial paper)\nIGCP (funding obtained from intragroup counterparties)\n060\nAmount Received\nThe total amount of funding received from counterparties reported in column 010 shall be recorded in column 060.\n070\nWeighted average initial maturity\nFor the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average initial maturity (in days) for that funding shall be recorded in column 070.\nWeighted average initial maturity is the average initial maturity (in days) of the funding received from that counterparty based on the size of different amounts of funding received to total funding received.\nFor example:\n1.. EUR 1 billion received from counterparty A with an initial maturity of 180 days.\n2.. EUR 0,5 billion received from counterparty A with an initial maturity of 360 days.\nWeighted average initial maturity = (EUR 1 billion/EUR 1,5 billion) * 180 days + (EUR 0,5 billion/EUR 1,5 billion) * 360 days\nWeighted average initial maturity = 240 days\n080\nWeighted average residual maturity\nFor the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average residual maturity (in days) for that funding shall be recorded in column 080.\nWeighted average residual maturity is the average maturity (in days) of the funding received from that counterparty left based on the size of different amounts of funding received to total funding received.\nFor example:\n1.. EUR 1 billion received from counterparty A with 60 days residual maturity left.\n2.. EUR 0.5 billion received from counterparty A with 180 days residual maturity left.\nWeighted average residual maturity = (EUR 1 billion/EUR 1,5 billion) * 60 days + (EUR 0,5 billion/EUR 1,5 billion) * 180 days\nWeighted average residual maturity = 100 days\n1.3.\nConcentration of funding by product type (C 68.00)\n1.\nThis template seeks to collect information about the reporting institutions' concentration of funding by product type, broken down into the following funding types:\n1.. Retail funding;\n(a) Sight deposits;\n(b) Fixed term deposits less or equal than 30 days\n(c) Fixed term deposits greater than 30 days;\n(i) With a penalty for early withdrawal significantly greater than the loss of interest;\n(ii) Without a penalty for early withdrawal which is significantly greater than the loss of interest;\n(d) Savings accounts;\n(i) With a notice period for withdrawal greater than 30 days;\n(ii) Without a notice period for withdrawal which is greater than 30 days;\n2.. Wholesale funding;\n(a) Unsecured wholesale funding;\n(i) of which financial customers\n(ii) of which non-financial customers\n(iii) of which from intra-group entities\n(b) Secured wholesale funding;\n(i) of which repurchase agreements\n(ii) of which covered bond issuance\n(iii) of which asset backed security issuance\n(iv) of which from intra-group entities\n2.\nFor the purpose of completing this template institutions shall report the total amount of funding received from each product category, which exceeds a threshold of 1 % of total liabilities.\n3.\nFor each product type, institutions shall record the following components:\n(a) total amount received;\n(b) amount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country;\n(c) amount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country;\n(d) weighted average initial maturity; and\n(e) weighted average residual maturity.\nThese components are explained in more detail in the table below.\n4.\nFor the purpose of determining those product types from which funding obtained is greater than 1 % of total liabilities threshold, the currency is irrelevant.\n5.\nInstructions concerning specific columns:\nColumn\nLegal references and instructions\n010\nTotal amount received\nTotal amount of funding received for each of the product categories listed in the “Product name” column shall be reported in column 010 of the template in one combined reporting currency.\n020\nAmount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country\nOf the total amount of funding received for each of the product categories listed in the “Product name” column reported in column 010, the amount which is covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country.\nNote: the amounts reported in column 020 and column 030, for each of the product categories listed in the “Product name” column, shall be equal to the total amount received reported in column 010.\n030\nAmount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country\nOf the total amount of funding received for each of the product categories listed in the “Product name” column reported in column 010, the amount which is not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country.\nNote: the amounts reported in column 020 and column 030, for each of the product categories listed in the “Product name” column, shall be equal to the total amount received reported in column 010.\n040\nWeighted average initial maturity\nFor the amount of funding received reported in column 010, from the product categories listed in the “Product name” column, a weighted average initial maturity (in days) for that funding shall be recorded in column 040.\nWeighted average initial maturity is the average initial maturity (in days) of the funding received from each and every counterparty as a result of the issuance of a specified product, to total funding received from the issuance of that product.\nFor example:\n1.. EUR 1 billion received from counterparty A as a result of issuing product X with an initial maturity of 180 days.\n2.. EUR 0,5 billion received from counterparty B as a result of issuing product X with an initial maturity of 360 days.\nWeighted average initial maturity = (EUR 1 billion/EUR 1,5 billion) * 180 days + (EUR 0,5 billion/EUR 1,5 billion) * 360 days\nWeighted average initial maturity = 240 days\n050\nWeighted average residual maturity\nFor the amount of funding received reported in column 010, from the product categories listed in the “Product name” column, a weighted average residual maturity (in days) for that funding shall be recorded in column 050.\nWeighted average residual maturity is the average maturity (in days) left on the funding received from each and every counterparty as a result of the issuance of a specified product, to total funding received from the issuance of that product.\nFor example:\n1.. EUR 1 billion received from counterparty A as a result of issuing product X with 60 days residual maturity left.\n2.. EUR 0,5 billion received from counterparty B as a result of issuing product X with 180 days residual maturity left.\nWeighted average residual maturity = (EUR 1 billion/EUR 1,5 billion) * 60 days + (EUR 0,5 billion/EUR 1,5 billion) * 180 days\nWeighted average residual maturity = 100 days\n1.4.\nPrices for Various Lengths of Funding (C 69.00)\n1.\nThis template seeks to collect information about the average transaction volume and prices paid by institutions for funding with the following maturities:\n(a) Overnight (columns 010 and 020)\n(b) 1 week (columns 030 and 040)\n(c) 1 month (columns 050 and 060)\n(d) 3 months (columns 070 and 080)\n(e) 6 months (columns 090 and 100)\n(f) 1 year (columns 110 and 120)\n(g) 2 years (columns 130 and 140)\n(h) 5 years (columns 150 and 160)\n(i) 10 years (columns 170 and 180)\n2.\nFor the purpose of determining the maturity of funding obtained, institutions shall ignore the period between trade date and settlement date, e.g. a three month liability settling in two weeks' time shall be reported in the 3 months maturity (columns 070 and 080).\n3.\nThe spread reported in the left hand column of each time bucket shall be one of the following:\n1.. the spread payable by the firm for liabilities less than or equal to one year, if they were to have been swapped to the benchmark overnight index for the appropriate currency no later than close of business on the day of the transaction;\n2.. the spread payable by the firm at issuance for liabilities greater than one year, were they to be swapped to the relevant benchmark overnight index for the appropriate currency which is three month EURIBOR for EUR or LIBOR for GBP and USD, no later than close of business on the day of the transaction.\n4.\nSpread shall be reported in basis points (bp) and calculated on a weighted average basis. For example:\n1.. EUR 1 billion of funding received or offered by counterparty A with a spread 200 bp above the prevailing EURIBOR rate.\n2.. EUR 0,5 billion of funding received or offered by counterparty B with a spread 150 bp above the prevailing EURIBOR rate.\nWeighted average spread = (EUR 1 billion/EUR 1,5 billion) * 200 bp + (EUR 0.5 billion/EUR 1,5 billion) * 150 bp\nWeighted average spread = 183 bp\n5.\nFor the purposes of calculating the average spread payable, institutions shall calculate the total cost in the currency of issue ignoring any FX swap, but include any premium or discount and fees payable or receivable, taking as basis the term of any theoretical or actual interest rate swap matching the term of the liability. The spread is the liability rate minus the swap rate.\n6.\nThe net amount of funding obtained for the funding categories listed in the “Item” column shall be reported in the “volume” column of the applicable time bucket. For example, for the funding in point 4 above, this would be EUR 1 500 000.\n7.\nWhere there is nothing to report, spreads shall be left empty.\n8.\nInstructions concerning specific rows:\nRow\nLegal references and instructions\n010\n1\nTotal Funding\nTotal volume and weighted average spread of all funding obtained for the following lengths:\n(a) Overnight (columns 010 and 020)\n(b) 1 week (columns 030 ad 040)\n(c) 1 month (columns 050 and 060)\n(d) 3 months (columns 070 and 080)\n(e) 6 months (columns 090 and 100)\n(f) 1 year (columns 110 and 120)\n(g) 2 years (columns 130 and 140)\n(h) 5 years (columns 150 and 160)\n(i) 10 years (columns 170 and 180)\n020\n1.1\nof which: Retail deposits\nOf the total funding reported in item 1, the total volume and weighted average spread of retail deposits obtained.\n030\n1.2\nof which: Unsecured wholesale deposits\nOf the total funding in item 1, the total volume and weighted average spread of unsecured wholesale deposits obtained\n040\n1.3\nof which: Secured funding\nOf the total funding reported in item 1, the total volume and weighted average spread of secured funding obtained.\n050\n1.4\nof which: Senior unsecured securities\nOf the total funding reported in item 1, the total volume and weighted average spread of senior unsecured securities obtained.\n060\n1.5\nof which: Covered bonds\nOf the total funding reported in item 1, the total volume and weighted average spread of all covered bond issuance encumbering the institutions own assets.\n070\n1.6\nof which: Asset backed securities including ABCP\nOf the total funding reported in item 1, the total volume and weighted average spread of asset backed securities issued including asset backed commercial paper.\n1.5.\nRoll-over of funding (C 70.00)\n1.\nThis template seeks to collect information about the volume of funds maturing and new funding obtained i.e. “roll-over of funding” on a daily basis over a monthly time horizon.\n2.\nInstitutions shall report the funding they have maturing in the following time buckets:\n(a) Overnight (columns 010 to 040)\n(b) Between 1 day and 7 days (columns 050 to 080)\n(c) Between 7 days and 14 days (columns 090 to 120)\n(d) Between 14 days and 1 month (columns 130 to 160)\n(e) Between 1 month and 3 months (columns 170 to 200)\n(f) Between 3 months and 6 months (columns 210 to 240)\n(g) Maturing greater than 6 months (columns 250 to 280)\n3.\nFor each time bucket as described in point 2 above, the amount maturing shall be reported in the left-hand column, the amount funds rolled over shall be reported in the “Roll over” column, new funds obtained shall be reported in the “New Funds” column and the net difference (i.e. new funds + roll over — maturing) shall be reported in the right-hand column.\n4.\nTotal net cashflows shall be reported in column 290 and shall equal the sum of all “Net” columns (i.e. 040 + 080 + 120 + 160 + 200 + 240 + 280).\n5.\nThe average term of funding (in days) for maturing term funds shall be reported in column 300.\n6.\nThe average term of funding (in days) of funds rolled over shall be reported in column 310\n7.\nThe average term of funding (in days) for new term funds shall be reported in column 320.\n8.\nThe average term of funding (in days) for the total funding profile shall be reported in column 330.\n9.\nInstructions concerning specific rows:\nColumn\nLegal references and instructions\n010 to 040\nOvernight\nThe total amount of funding maturing on a daily basis shall be reported in column 010 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall beleft empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 020 of line item 1.1-1.31.\nThe total amount of new funding obtained on a daily basis shall be reported in column 030 of line item 1.1-1.31.\nThe net difference between maturing daily funding and new daily funding obtained shall be reported in column 040 of line item 1.1-1.31.\n050 to 080\n> 1 day ≤ 7 days\nThe total amount of funding maturing between one day and one week shall be reported in column 050 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 060 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration between one day and one week shall be reported in column 70 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 080 of line item 1.1-1.31.\n090 to 120\n> 7days ≤ 14 days\nThe total amount of funding maturing between one week and two weeks shall be reported in column 090 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 100 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration between one week and two weeks shall be reported in column 110 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 120 of line item 1.1-1.31.\n130 to 160\n> 14 days ≤ 1 month\nThe total amount of funding maturing between two weeks and one month shall be reported in column 130 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 140 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration between two weeks and one month shall be reported in column 150 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 160 of line item 1.1-1.31.\n170 to 200\n> 1 Month ≤ 3 Months\nThe total amount of funding maturing between one month and three months shall be reported in column 170 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 180 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration between one month and three months shall be reported in column 190 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 200 of line item 1.1-1.31.\n210 to 240\n> 3 Months ≤ 6 Months\nThe total amount of funding maturing between three months and six months shall be reported in column 210 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 220 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration between three months and six months shall be reported in column 230 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 240 of line item 1.1-1.31.\n250 to 280\n> 6 Months\nThe total amount of funding maturing beyond six months shall be reported in column 250 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.\nThe total amount of funding rolled-over on a daily basis shall be reported in column 260 of line item 1.1-1.31.\nThe total amount of new funding obtained for a duration beyond six months shall be reported in column 270 of line item 1.1-1.31.\nThe net difference between maturing funding and new funding obtained shall be reported in column 280 of line item 1.1-1.31.\n290\nTotal net cash flows\nThe total net cash flows equal to the sum of all “Net” columns (i.e. 040 + 080 + 120 + 160 + 200 + 240 + 280) shall be reported in column 290.\n300 to 330\nAverage Term (days)\nThe weighted average term (in days) of all funds maturing shall be reported in column 300. The weighted average term (in days) of all funds rolled over shall be reported in column 310, the weighted average term (in days) of all new funds shall be reported in column 320 and the weighted average term (in days) for the total funding profile shall be reported in column 330.\nANNEX XX\nADDITIONAL LIQUIDITY MONITORING METRICS UNDER ARTICLE 415(3)(b) OF REGULATION (EU) No 575/2013\nALMM TEMPLATES\nTemplate number\nTemplate code\nName of the template /group of templates\nCONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATES\n71\nC 71.00\nCONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY\nC 71.00 — CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY\nz-axisTotal and significant currencies\nConcentration of counterbalancing capacity by issuer/counterparty\nIssuer/Counterparty Name\nLEI code\nIssuer/Counterparty Sector\nResidence of Issuer/Counterparty\nProduct Type\nCurrency\nCredit quality step\nMtM value/nominal\nCollateral value CB-eligible\nRow\nID\n010\n020\n030\n040\n050\n060\n070\n080\n090\n010\n1.\nTOP TEN ISSUERS/COUNTERPARTIES\n020\n1,01\n030\n1,02\n040\n1,03\n050\n1,04\n060\n1,05\n070\n1,06\n080\n1,07\n090\n1,08\n100\n1,09\n110\n1,10\n120\n2.\nALL OTHER ITEMS USED AS COUNTERBALANCING CAPACITY\nANNEX XXI\nINSTRUCTIONS FOR COMPLETING THE CONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATE (C 71.00) OF ANNEX XXII\nConcentration of Counterbalancing Capacity by issuer/counterparty (CCC) (C 71.00)\nThis template seeks to collect information about the reporting institutions' concentration of counterbalancing capacity by the ten largest holdings of assets or liquidity lines granted to the institution for this purpose. Counterbalancing capacity represents the stock of unencumbered assets or other funding sources which are legally and practically available to the institution at the reporting date to cover potential funding gaps. Only outflows and inflows pursuant to contracts existing at the reporting date shall be reported.\nColumn\nLegal references and instructions\n010\nIssuer/Counterparty Name\nThe name of the top ten issuers/counterparties of unencumbered assets or undrawn committed liquidity lines granted to the institution shall be recorded in column 010 in a descending fashion. The largest item will be recorded in 1.01, the second in line item 1.02, and so on.\nThe issuer/counterparty name recorded shall be the legal entity title of the company which has issued the assets, or has granted the liquidity lines, including any company type references, e.g. SA (Société anonyme in France), Plc. (public limited company in the UK), or AG (Aktiengesellschaft in Germany) etc.\n020\nLEI code\nThe legal entity identifier code of the counterparty.\n030\nIssuer/Counterparty Sector\nOne sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:\n(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) Households.\nFor groups of connected clients, no sector shall be reported.\n040\nResidence of Issuer/Counterparty\nISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's “Balance of Payments Vademecum”).\nFor groups of connected clients, no country shall be reported.\n050\nProduct Type\nIssuers/Counterparties recorded in column 010 shall be assigned a product type corresponding to the product in which the asset is held or the liquidity stand-by facility has been received, using the following codes indicated in bold:\nSrB (Senior Bond)\nSubB (Subordinated Bond)\nCP (Commercial Paper)\nCB (Covered Bonds)\nUS (UCITS-security, i.e. financial instruments representing a share in or a security issued by an Undertaking for Collective Investments of transferable securities)\nABS (Asset Backed Security)\nCrCl (Credit Claim)\nEq (Equity listed on a recognized exchange, not self-issued or issued by a financial institution)\nGold\nLiqL (Undrawn committed liquidity line granted to the institution)\nOPT (Other product type)\n060\nCurrency\nIssuers/counterparties recorded in column 010 shall be assigned a currency ISO code in column 060 corresponding to the denomination of the asset received or undrawn committed liquidity lines granted to the institution. The three-letter currency unit code according to ISO 4217 shall be reported.\n070\nCredit quality step\nIssuers/counterparties recorded in column 010 shall be assigned the appropriate credit quality step according to REGULATION 575/2013, consistent with the items reported in the maturity ladder.\n080\nMtM value/nominal\nThe market value or fair value of the assets, or — if applicable — the nominal value of the undrawn liquidity line granted to the institution.\n090\nCollateral value CB-eligible\nThe collateral value according to the central bank rules for standing facilities for the specific assets if they are used as collateral against credit received from the central bank.\nFor assets denominated in a currency included in the ITS issued under Article 416(5) Regulation (EC) No 575/2013 as a currency with extremely narrow central bank eligibility, institutions shall leave this field blank.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2016/313/annex",
    "retrieved_at": "2026-11-01T14:46:01.708484+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}