{
  "url": "https://openlegislation.uk/eu-regulation-2016-322/annex-I",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-322/annex-I.json",
  "legislation": "eur/2016/322",
  "legislation_title": "Commission Implementing Regulation (EU) 2016/322 of 10 February 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions of the liquidity coverage requirement (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2016-322",
  "path": "annex/I",
  "kind": "annex",
  "number": "I",
  "heading": null,
  "text": "ANNEX XXII\nREPORTING ON LIQUIDITY\nLIQUIDITY TEMPLATES\nTemplate number\nTemplate code\nName of the template/group of templates\nLIQUIDITY COVERAGE TEMPLATES\nPART I — LIQUID ASSETS\n72\nC 72.00\nLIQUIDITY COVERAGE — LIQUID ASSETS\nPART II — OUTFLOWS\n73\nC 73.00\nLIQUIDITY COVERAGE — OUTFLOWS\nPART III — INFLOWS\n74\nC 74.00\nLIQUIDITY COVERAGE — INFLOWS\nPART IV — COLLATERAL SWAPS\n75\nC 75.00\nLIQUIDITY COVERAGE — COLLATERAL SWAPS\nPART V — CALCULATIONS\n76\nC 76.00\nLIQUIDITY COVERAGE — CALCULATIONS\nC 72.00 — LIQUIDITY COVERAGE — LIQUID ASSETS\nCurrency\nRow\nID\nItem\nAmount/Market value\nStandard weight\nApplicable weight\nValue according to Article 9\n010\n020\n030\n040\n010\n1\nTOTAL UNADJUSTED LIQUID ASSETS\n020\n1.1\nTotal unadjusted level 1 assets\n030\n1.1.1\nTotal unadjusted LEVEL 1 assets excluding extremely high quality covered bonds\n040\n1.1.1.1\nCoins and banknotes\n1,00\n050\n1.1.1.2\nWithdrawable central bank reserves\n1,00\n060\n1.1.1.3\nCentral bank assets\n1,00\n070\n1.1.1.4\nCentral government assets\n1,00\n080\n1.1.1.5\nRegional government/local authorities assets\n1,00\n090\n1.1.1.6\nPublic Sector Entity assets\n1,00\n100\n1.1.1.7\nRecognisable domestic and foreign currency central government and central bank assets\n1,00\n110\n1.1.1.8\nCredit institution (protected by Member State government, promotional lender) assets\n1,00\n120\n1.1.1.9\nMultilateral development bank and international organisations assets\n1,00\n130\n1.1.1.10\nQualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure\n1,00\n140\n1.1.1.11\nQualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds\n0,95\n150\n1.1.1.12\nAlternative Liquidity Approaches: Central bank credit facility\n1,00\n160\n1.1.1.13\nCentral institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution\n170\n1.1.1.14\nAlternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1\n0,80\n180\n1.1.2\nTotal unadjusted LEVEL 1 extremely high quality covered bonds\n190\n1.1.2.1\nExtremely high quality covered bonds\n0,93\n200\n1.1.2.2\nQualifying CIU shares/units: underlying is extremely high quality covered bonds\n0,88\n210\n1.1.2.3\nCentral institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution\n220\n1.2\nTotal unadjusted level 2 assets\n230\n1.2.1\nTotal unadjusted LEVEL 2A assets\n240\n1.2.1.1\nRegional government/local authorities or Public Sector Entity assets (Member State, RW20 %)\n0,85\n250\n1.2.1.2\nCentral bank or central/regional government or local authorities or Public Sector Entity assets (Third Country, RW20 %)\n0,85\n260\n1.2.1.3\nHigh quality covered bonds (CQS2)\n0,85\n270\n1.2.1.4\nHigh quality covered bonds (Third Country, CQS1)\n0,85\n280\n1.2.1.5\nCorporate debt securities (CQS1)\n0,85\n290\n1.2.1.6\nQualifying CIU shares/units: underlying is Level 2A assets\n0,80\n300\n1.2.1.7\nCentral institutions: Level 2A assets which are considered liquid assets for the depositing credit institution\n310\n1.2.2\nTotal unadjusted LEVEL 2B assets\n320\n1.2.2.1\nAsset-backed securities (residential, CQS1)\n0,75\n330\n1.2.2.2\nAsset-backed securities (auto, CQS1)\n0,75\n340\n1.2.2.3\nHigh quality covered bonds (RW35 %)\n0,70\n350\n1.2.2.4\nAsset-backed securities (commercial or individuals, Member State, CQS1)\n0,65\n360\n1.2.2.5\nCorporate debt securities (CQS2/3)\n0,50\n370\n1.2.2.6\nCorporate debt securities — non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3)\n0,50\n380\n1.2.2.7\nShares (major stock index)\n0,50\n390\n1.2.2.8\nNon-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)\n0,50\n400\n1.2.2.9\nRestricted-use central bank committed liquidity facilities\n1,00\n410\n1.2.2.10\nQualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1)\n0,70\n420\n1.2.2.11\nQualifying CIU shares/units: underlying is High quality covered bonds (RW35 %)\n0,65\n430\n1.2.2.12\nQualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1)\n0,60\n440\n1.2.2.13\nQualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5)\n0,45\n450\n1.2.2.14\nDeposits by network member with central institution (no obligated investment)\n0,75\n460\n1.2.2.15\nLiquidity funding available to network member from central institution (non-specified collateralisation)\n0,75\n470\n1.2.2.16\nCentral institutions: Level 2B assets which are considered liquid assets for the depositing credit institution\nMEMORANDUM ITEMS\n480\n2\nAlternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons\n490\n3\nDeposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB)\n500\n4\nDeposits by network member with central institution (obligated investment in Level 1 EHQ CB assets)\n510\n5\nDeposits by network member with central institution (obligated investment in Level 2A assets)\n520\n6\nDeposits by network member with central institution (obligated investment in Level 2B assets)\n530\n7\nAdjustments made to assets due to net liquidity outflows from early close-out of hedges\n540\n8\nAdjustments made to assets due to net liquidity inflows from early close-out of hedges\n550\n9\nMember State-sponsored guaranteed bank assets subject to grandfathering\n560\n10\nMember State-sponsored impaired asset management agencies subject to transitional provision\n570\n11\nSecuritisations backed by residential loans subject to transitional provision\n580\n12\nLevel 1/2A/2B assets excluded due to currency reasons\n590\n13\nLevel 1/2A/2B assets excluded for operational reasons except for currency reasons\n600\n14\nLevel 1 Non-interest bearing assets (held by credit institutions for religious reasons)\n610\n15\nLevel 2A Non-interest bearing assets (held by credit institutions for religious reasons)\nC 73.00 — LIQUIDITY COVERAGE — OUTFLOWS\nCurrency\nAmount\nMarket value of collateral extended\nValue of collateral extended according to Article 9\nStandard Weight\nApplicable Weight\nOutflow\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n010\n1\nOUTFLOWS\n020\n1.1\nOutflows from unsecured transactions/deposits\n030\n1.1.1\nRetail deposits\n040\n1.1.1.1\ndeposits where the payout has been agreed within the following 30 days\n1,00\n050\n1.1.1.2\ndeposits subject to higher outflows\n060\n1.1.1.2.1\ncategory 1\n0,10-0,15\n070\n1.1.1.2.2\ncategory 2\n0,15-0,20\n080\n1.1.1.3\nstable deposits\n0,05\n090\n1.1.1.4\nderogated stable deposits\n0,03\n100\n1.1.1.5\ndeposits in third countries where a higher outflow is applied\n110\n1.1.1.6\nother retail deposits\n0,10\n120\n1.1.2\nOperational deposits\n130\n1.1.2.1\nmaintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship\n140\n1.1.2.1.1\ncovered by DGS\n0,05\n150\n1.1.2.1.2\nnot covered by DGS\n0,25\n160\n1.1.2.2\nmaintained in the context of IPS or a cooperative network\n170\n1.1.2.2.1\nnot treated as liquid assets for the depositing institution\n0,25\n180\n1.1.2.2.2\ntreated as liquid assets for the depositing credit institution\n1,00\n190\n1.1.2.3\nmaintained in the context of an established operational relationship (other) with non-financial customers\n0,25\n200\n1.1.2.4\nmaintained to obtain cash clearing and central credit institution services within a network\n0,25\n210\n1.1.3\nNon-operational deposits\n220\n1.1.3.1\ncorrespondent banking and provisions of prime brokerage deposits\n1,00\n230\n1.1.3.2\ndeposits by-financial customers\n1,00\n240\n1.1.3.3\ndeposits by other customers\n250\n1.1.3.3.1\ncovered by DGS\n0,20\n260\n1.1.3.3.2\nnot covered by DGS\n0,40\n270\n1.1.4\nAdditional outflows\n280\n1.1.4.1\ncollateral other than Level 1 assets collateral posted for derivatives\n0,20\n290\n1.1.4.2\nLevel 1 EHQ Covered Bonds assets collateral posted for derivatives\n0,10\n300\n1.1.4.3\nmaterial outflows due to deterioration of own credit quality\n1,00\n310\n1.1.4.4\nimpact of an adverse market scenario on derivatives, financing transactions and other contracts\n320\n1.1.4.4.1\nhlba approach\n1,00\n330\n1.1.4.4.2\namao approach\n1,00\n340\n1.1.4.5\noutflows from derivatives\n1,00\n350\n1.1.4.6\nshort positions\n360\n1.1.4.6.1\ncovered by collateralized SFT\n0,00\n370\n1.1.4.6.2\nother\n1,00\n380\n1.1.4.7\ncallable excess collateral\n1,00\n390\n1.1.4.8\ndue collateral\n1,00\n400\n1.1.4.9\nliquid asset collateral exchangable for non-liquid asset collateral\n1,00\n410\n1.1.4.10\nloss of funding on structured financing activites\n420\n1.1.4.10.1\nstructured financing instruments\n1,00\n430\n1.1.4.10.2\nfinancing facilites\n1,00\n440\n1.1.4.11\nassets borrowed on an unsecured basis\n1,00\n450\n1.1.4.12\ninternal netting of client's positions\n0,50\n460\n1.1.5\nCommitted facilities\n470\n1.1.5.1\ncredit facilities\n480\n1.1.5.1.1\nto retail customers\n0,05\n490\n1.1.5.1.2\nto non-financial customers other than retail customers\n0,10\n500\n1.1.5.1.3\nto credit institutions\n510\n1.1.5.1.3.1\nfor funding promotional loans of retail customers\n0,05\n520\n1.1.5.1.3.2\nfor funding promotional loans of non-financial customers\n0,10\n530\n1.1.5.1.3.3\nother\n0,40\n540\n1.1.5.1.4\nto regulated financial institutions other than credit institutions\n0,40\n550\n1.1.5.1.5\nwithin a group or an IPS if subject to preferential treatment\n560\n1.1.5.1.6\nwithin IPS or cooperative network if treated as liquid asset by the depositing institution\n0,75\n570\n1.1.5.1.7\nto other financial customers\n1,00\n580\n1.1.5.2\nliquidity facilities\n590\n1.1.5.2.1\nto retail customers\n0,05\n600\n1.1.5.2.2\nto non-financial customers other than retail customers\n0,30\n610\n1.1.5.2.3\nto personal investment companies\n0,40\n620\n1.1.5.2.4\nto SSPEs\n630\n1.1.5.2.4.1\nto purchase assets other than securities from non-financial customers\n0,10\n640\n1.1.5.2.4.2\nother\n1,00\n650\n1.1.5.2.5\nto credit institutions\n660\n1.1.5.2.5.1\nfor funding promotional loans of retail customers\n0,05\n670\n1.1.5.2.5.2\nfor funding promotional loans of non-financial customers\n0,30\n680\n1.1.5.2.5.3\nother\n0,40\n690\n1.1.5.2.6\nwithin a group or an IPS if subject to preferential treatment\n700\n1.1.5.2.7\nwithin IPS or cooperative network if treated as liquid asset by the depositing institution\n0,75\n710\n1.1.5.2.8\nto other financial customers\n1,00\n720\n1.1.6\nOther products and services\n730\n1.1.6.1\nother off-balance sheet and contingent funding obligations\n740\n1.1.6.2\nundrawn loans and advances to wholesale counterparties\n750\n1.1.6.3\nmortgages that have been agreed but not yet drawn down\n760\n1.1.6.4\ncredit cards\n770\n1.1.6.5\noverdrafts\n780\n1.1.6.6\nplanned outflows related to renewal or extension of new retail or wholesale loans\n790\n1.1.6.6.1\nthe excess of funding to non-financial customers\n800\n1.1.6.6.1.1\nthe excess of funding to retail customers\n810\n1.1.6.6.1.2\nthe excess of funding to non financial corporates\n820\n1.1.6.6.1.3\nthe excess of funding to sovereigns, MLDBs and PSEs\n830\n1.1.6.6.1.4\nthe excess of funding to other legal entities\n840\n1.1.6.6.2\nother\n850\n1.1.6.7\nplanned derivatives payables\n860\n1.1.6.8\ntrade finance off-balance sheet related products\n870\n1.1.6.9\nothers\n880\n1.1.7\nOther liabilities\n890\n1.1.7.1\nliabilities resulting from-operating expenses\n0,00\n900\n1.1.7.2\nin the form of debt securities if not treated as retail deposits\n1,00\n910\n1.1.7.3\nothers\n1,00\n920\n1.2\nOutflows from secured lending and capital market-driven transactions\n930\n1.2.1\nCounterparty is central bank\n940\n1.2.1.1\nlevel 1 excl. EHQ Covered Bonds collateral\n0,00\n950\n1.2.1.2\nlevel 1 EHQ Covered Bonds collateral\n0,00\n960\n1.2.1.3\nlevel 2A collateral\n0,00\n970\n1.2.1.4\nlevel 2B asset-backed securities (residential or automobile, CQS1) collateral\n0,00\n980\n1.2.1.5\nlevel 2B covered bonds\n0,00\n990\n1.2.1.6\nlevel 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral\n0,00\n1000\n1.2.1.7\nother Level 2B assets collateral\n0,00\n1010\n1.2.1.8\nnon-liquid assets collateral\n0,00\n1020\n1.2.2\nCounterparty is non-central bank\n1030\n1.2.2.1\nlevel 1 excl. EHQ Covered Bonds collateral\n0,00\n1040\n1.2.2.2\nlevel 1 EHQ Covered Bonds collateral\n0,07\n1050\n1.2.2.3\nlevel 2A collateral\n0,15\n1060\n1.2.2.4\nlevel 2B asset-backed securities (residential or automobile, CQS1) collateral\n0,25\n1070\n1.2.2.5\nlevel 2B covered bonds\n0,30\n1080\n1.2.2.6\nlevel 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral\n0,35\n1090\n1.2.2.7\nother Level 2B assets collateral\n0,50\n1100\n1.2.2.8\nnon-liquid assets collateral\n1110\n1.2.2.8.1\ncounterparty is central govt, PSE<=RW20 %, MDB\n0,25\n1120\n1.2.2.8.2\nother counterparty\n1,00\n1130\n1.3\nTotal outflows from collateral swaps\nMEMORANDUM ITEMS\n1140\n2\nRetail bonds with a residual maturity of less than 30 days\n1150\n3\nRetail deposits exempted from the calculation of outflows\n1160\n4\nNot assessed retail deposits\n1170\n5\nLiquidity outflows to be netted by interdependent inflows\n6\nOperational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship\n1180\n6.1\nprovided by credit institutions\n1190\n6.2\nprovided by financial customers other than credit institutions\n1200\n6.3\nprovided by sovereigns, central banks, MDBs and PSEs\n1210\n6.4\nprovided by other customers\n7\nNon-operational deposits maintained by financial customers and other customers\n1220\n7.1\nprovided by credit institutions\n1230\n7.2\nprovided by financial customers other than credit institutions\n1240\n7.3\nprovided by sovereigns, central banks, MDBs and PSEs\n1250\n7.4\nprovided by other customers\n1260\n8\nFunding commitments to non-financial customers\n1270\n9\nLevel 1 excl. EHQ covered bonds collateral posted for derivatives\n1280\n10\nSFTS monitoring\n11\nIntra group or IPS outflows\n1290\n11.1\nof which: to financial customers\n1300\n11.2\nof which: to non-financial customers\n1310\n11.3\nof which: secured\n1320\n11.4\nof which: credit facilities without preferential treatment\n1330\n11.5\nof which: liquidity facilites without preferential treatment\n1340\n11.6\nof which: operational deposits\n1350\n11.7\nof which: non-operational deposits\n1360\n11.8\nof which: liabilities in the form of debt securities if not treated as retail deposits\n1370\n12\nFX outflows\n1380\n13\nThird countries outflows — transfer restrictions or non-convertible currencies\n1390\n14\nAdditional balances required to be installed in central bank reserves\nC 74.00 — LIQUIDITY COVERAGE — INFLOWS\nCurrency\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n010\n1\nTOTAL INFLOWS\n020\n1.1\nInflows from unsecured transactions/deposits\n030\n1.1.1\nmonies due from non-financial customers (except for central banks)\n040\n1.1.1.1\nmonies due from non-financial customers (except for central banks) not corresponding to principal repayment\n050\n1.1.1.2\nother monies due from non-financial customers (except for central banks)\n060\n1.1.1.2.1\nmonies due from retail customers\n070\n1.1.1.2.2\nmonies due from non-financial corporates\n080\n1.1.1.2.3\nmonies due from sovereigns, multilateral development banks and public sector entities\n090\n1.1.1.2.4\nmonies due from other legal entities\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n010\n1\nTOTAL INFLOWS\n020\n1.1\nInflows from unsecured transactions/deposits\n030\n1.1.1\nmonies due from non-financial customers (except for central banks)\n040\n1.1.1.1\nmonies due from non-financial customers (except for central banks) not corresponding to principal repayment\n1,00\n050\n1.1.1.2\nother monies due from non-financial customers (except for central banks)\n060\n1.1.1.2.1\nmonies due from retail customers\n0,50\n070\n1.1.1.2.2\nmonies due from non-financial corporates\n0,50\n080\n1.1.1.2.3\nmonies due from sovereigns, multilateral development banks and public sector entities\n0,50\n090\n1.1.1.2.4\nmonies due from other legal entities\n0,50\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n010\n1\nTOTAL INFLOWS\n020\n1.1\nInflows from unsecured transactions/deposits\n030\n1.1.1\nmonies due from non-financial customers (except for central banks)\n040\n1.1.1.1\nmonies due from non-financial customers (except for central banks) not corresponding to principal repayment\n050\n1.1.1.2\nother monies due from non-financial customers (except for central banks)\n060\n1.1.1.2.1\nmonies due from retail customers\n070\n1.1.1.2.2\nmonies due from non-financial corporates\n080\n1.1.1.2.3\nmonies due from sovereigns, multilateral development banks and public sector entities\n090\n1.1.1.2.4\nmonies due from other legal entities\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n100\n1.1.2\nmonies due from central banks and financial customers\n110\n1.1.2.1\nmonies due from financial customers being classified as operational deposits\n120\n1.1.2.1.1\nmonies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate\n130\n1.1.2.1.2\nmonies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate\n140\n1.1.2.2\nmonies due from central banks and financial customers not being classified as operational deposits\n150\n1.1.2.2.1\nmonies due from central banks\n160\n1.1.2.2.2\nmonies due from financial customers\n170\n1.1.3\ninflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n100\n1.1.2\nmonies due from central banks and financial customers\n110\n1.1.2.1\nmonies due from financial customers being classified as operational deposits\n120\n1.1.2.1.1\nmonies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate\n130\n1.1.2.1.2\nmonies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate\n0,05\n140\n1.1.2.2\nmonies due from central banks and financial customers not being classified as operational deposits\n150\n1.1.2.2.1\nmonies due from central banks\n1,00\n160\n1.1.2.2.2\nmonies due from financial customers\n1,00\n170\n1.1.3\ninflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61\n1,00\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n100\n1.1.2\nmonies due from central banks and financial customers\n110\n1.1.2.1\nmonies due from financial customers being classified as operational deposits\n120\n1.1.2.1.1\nmonies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rate\n130\n1.1.2.1.2\nmonies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate\n140\n1.1.2.2\nmonies due from central banks and financial customers not being classified as operational deposits\n150\n1.1.2.2.1\nmonies due from central banks\n160\n1.1.2.2.2\nmonies due from financial customers\n170\n1.1.3\ninflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Commission delegated regulation (EU) 2015/61\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n180\n1.1.4\nmonies due from trade financing transactions\n190\n1.1.5\nmonies due from securities maturing within 30 days\n200\n1.1.6\nassets with an undefined contractual end date\n210\n1.1.7\nmonies due from positions in major index equity instruments provided that there is no double counting with liquid assets\n220\n1.1.8\ninflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets\n230\n1.1.9\ninflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets\n240\n1.1.10\ninflows from derivatives\n250\n1.1.11\ninflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate\n260\n1.1.12\nother inflows\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n180\n1.1.4\nmonies due from trade financing transactions\n1,00\n190\n1.1.5\nmonies due from securities maturing within 30 days\n1,00\n200\n1.1.6\nassets with an undefined contractual end date\n0,20\n210\n1.1.7\nmonies due from positions in major index equity instruments provided that there is no double counting with liquid assets\n1,00\n220\n1.1.8\ninflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets\n1,00\n230\n1.1.9\ninflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets\n1,00\n240\n1.1.10\ninflows from derivatives\n1,00\n250\n1.1.11\ninflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate\n260\n1.1.12\nother inflows\n1,00\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n180\n1.1.4\nmonies due from trade financing transactions\n190\n1.1.5\nmonies due from securities maturing within 30 days\n200\n1.1.6\nassets with an undefined contractual end date\n210\n1.1.7\nmonies due from positions in major index equity instruments provided that there is no double counting with liquid assets\n220\n1.1.8\ninflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets\n230\n1.1.9\ninflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets\n240\n1.1.10\ninflows from derivatives\n250\n1.1.11\ninflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate\n260\n1.1.12\nother inflows\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n270\n1.2\nInflows from secured lending and capital market-driven transactions\n280\n1.2.1\ncollateral that qualifies as a liquid asset\n290\n1.2.1.1\nLevel 1 collateral excluding extremely high quality covered bonds\n300\n1.2.1.2\nLevel 1 collateral which is extremely high quality covered bonds\n310\n1.2.1.3\nLevel 2A collateral\n320\n1.2.1.4\nLevel 2B asset backed securities (residential or auto) collateral\n330\n1.2.1.5\nLevel 2B high quality covered bonds collateral\n340\n1.2.1.6\nLevel 2B asset backed securities (commercial or individuals) collateral\n350\n1.2.1.7\nLevel 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6\n360\n1.2.2\ncollateral is used to cover a short position\n370\n1.2.3\ncollateral that does not qualify as a liquid asset\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n270\n1.2\nInflows from secured lending and capital market-driven transactions\n280\n1.2.1\ncollateral that qualifies as a liquid asset\n290\n1.2.1.1\nLevel 1 collateral excluding extremely high quality covered bonds\n1,00\n300\n1.2.1.2\nLevel 1 collateral which is extremely high quality covered bonds\n0,93\n310\n1.2.1.3\nLevel 2A collateral\n0,85\n320\n1.2.1.4\nLevel 2B asset backed securities (residential or auto) collateral\n0,75\n330\n1.2.1.5\nLevel 2B high quality covered bonds collateral\n0,70\n340\n1.2.1.6\nLevel 2B asset backed securities (commercial or individuals) collateral\n0,65\n350\n1.2.1.7\nLevel 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6\n0,50\n360\n1.2.2\ncollateral is used to cover a short position\n370\n1.2.3\ncollateral that does not qualify as a liquid asset\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n270\n1.2\nInflows from secured lending and capital market-driven transactions\n280\n1.2.1\ncollateral that qualifies as a liquid asset\n290\n1.2.1.1\nLevel 1 collateral excluding extremely high quality covered bonds\n300\n1.2.1.2\nLevel 1 collateral which is extremely high quality covered bonds\n310\n1.2.1.3\nLevel 2A collateral\n320\n1.2.1.4\nLevel 2B asset backed securities (residential or auto) collateral\n330\n1.2.1.5\nLevel 2B high quality covered bonds collateral\n340\n1.2.1.6\nLevel 2B asset backed securities (commercial or individuals) collateral\n350\n1.2.1.7\nLevel 2B collateral not already captured in section 1.2.1.4, 1.2.1.5 or 1.2.1.6\n360\n1.2.2\ncollateral is used to cover a short position\n370\n1.2.3\ncollateral that does not qualify as a liquid asset\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n380\n1.2.3.1\nmargin loans: collateral is non-liquid\n390\n1.2.3.2\ncollateral is non-liquid equity\n400\n1.2.3.3\nall other non-liquid collateral\n410\n1.3\nTotal inflows from collateral swaps\n420\n1.4\n(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)\n430\n1.5\n(Excess inflows from a related specialised credit institution)\nMEMORANDUM ITEMS\n440\n2\nInterdependent inflows\n450\n3\nFX inflows\n460\n4\nInflows within a group or an institutional protection scheme\n470\n4.1\nMonies due from non-financial customers (except for central banks)\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n380\n1.2.3.1\nmargin loans: collateral is non-liquid\n0,50\n390\n1.2.3.2\ncollateral is non-liquid equity\n1,00\n400\n1.2.3.3\nall other non-liquid collateral\n1,00\n410\n1.3\nTotal inflows from collateral swaps\n420\n1.4\n(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)\n430\n1.5\n(Excess inflows from a related specialised credit institution)\nMEMORANDUM ITEMS\n440\n2\nInterdependent inflows\n450\n3\nFX inflows\n460\n4\nInflows within a group or an institutional protection scheme\n470\n4.1\nMonies due from non-financial customers (except for central banks)\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n380\n1.2.3.1\nmargin loans: collateral is non-liquid\n390\n1.2.3.2\ncollateral is non-liquid equity\n400\n1.2.3.3\nall other non-liquid collateral\n410\n1.3\nTotal inflows from collateral swaps\n420\n1.4\n(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)\n430\n1.5\n(Excess inflows from a related specialised credit institution)\nMEMORANDUM ITEMS\n440\n2\nInterdependent inflows\n450\n3\nFX inflows\n460\n4\nInflows within a group or an institutional protection scheme\n470\n4.1\nMonies due from non-financial customers (except for central banks)\nAmount\nMarket value of collateral received\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n480\n4.2\nMonies due from financial customers\n490\n4.3\nSecured transactions\n500\n4.4\nMonies due from maturing securities within 30 days\n510\n4.5\nAny other inflows within a group or an institutional protection scheme\n520\n4.6\nInflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate\nStandard Weight\nApplicable Weight\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n060\n070\n080\n090\n100\n480\n4.2\nMonies due from financial customers\n490\n4.3\nSecured transactions\n500\n4.4\nMonies due from maturing securities within 30 days\n510\n4.5\nAny other inflows within a group or an institutional protection scheme\n520\n4.6\nInflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate\nValue of collateral received according to Article 9\nInflow\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nSubject to the 75 % cap on inflows\nSubject to the 90 % cap on inflows\nExempted from the cap on inflows\nRow\nID\nItem\n110\n120\n130\n140\n150\n160\n480\n4.2\nMonies due from financial customers\n490\n4.3\nSecured transactions\n500\n4.4\nMonies due from maturing securities within 30 days\n510\n4.5\nAny other inflows within a group or an institutional protection scheme\n520\n4.6\nInflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authority has not granted permission to apply a higher inflow rate\nC 75.00 — LIQUIDITY COVERAGE — COLLATERAL SWAPS\nCurrency\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n010\n1\nTOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES\n020\n1.1\nTotals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:\n030\n1.1.1\nLevel 1 assets (excl. EHQ covered bonds)\n040\n1.1.2\nLevel 1: extremely high quality covered bonds\n050\n1.1.3\nLevel 2A assets\n060\n1.1.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n070\n1.1.5\nLevel 2B: high quality covered bonds\n080\n1.1.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n090\n1.1.7\nOther Level 2B\n100\n1.1.8\nNon-liquid assets\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n010\n1\nTOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES\n020\n1.1\nTotals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:\n030\n1.1.1\nLevel 1 assets (excl. EHQ covered bonds)\n040\n1.1.2\nLevel 1: extremely high quality covered bonds\n050\n1.1.3\nLevel 2A assets\n060\n1.1.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n070\n1.1.5\nLevel 2B: high quality covered bonds\n080\n1.1.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n090\n1.1.7\nOther Level 2B\n100\n1.1.8\nNon-liquid assets\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n110\n1.2\nTotals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:\n120\n1.2.1\nLevel 1 assets (excl. EHQ covered bonds)\n130\n1.2.2\nLevel 1: extremely high quality covered bonds\n140\n1.2.3\nLevel 2A assets\n150\n1.2.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n160\n1.2.5\nLevel 2B: high quality covered bonds\n170\n1.2.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n180\n1.2.7\nOther Level 2B\n190\n1.2.8\nNon-liquid assets\n200\n1.3\nTotals for transactions in which Level 2A assets are lent and the following collateral is borrowed:\n210\n1.3.1\nLevel 1 assets (excl. EHQ covered bonds)\n220\n1.3.2\nLevel 1: extremely high quality covered bonds\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n110\n1.2\nTotals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:\n120\n1.2.1\nLevel 1 assets (excl. EHQ covered bonds)\n130\n1.2.2\nLevel 1: extremely high quality covered bonds\n140\n1.2.3\nLevel 2A assets\n150\n1.2.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n160\n1.2.5\nLevel 2B: high quality covered bonds\n170\n1.2.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n180\n1.2.7\nOther Level 2B\n190\n1.2.8\nNon-liquid assets\n200\n1.3\nTotals for transactions in which Level 2A assets are lent and the following collateral is borrowed:\n210\n1.3.1\nLevel 1 assets (excl. EHQ covered bonds)\n220\n1.3.2\nLevel 1: extremely high quality covered bonds\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n230\n1.3.3\nLevel 2A assets\n240\n1.3.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n250\n1.3.5\nLevel 2B: high quality covered bonds\n260\n1.3.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n270\n1.3.7\nOther Level 2B\n280\n1.3.8\nNon-liquid assets\n290\n1.4\nTotals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:\n300\n1.4.1\nLevel 1 assets (excl. EHQ covered bonds)\n310\n1.4.2\nLevel 1: extremely high quality covered bonds\n320\n1.4.3\nLevel 2A assets\n330\n1.4.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n340\n1.4.5\nLevel 2B: high quality covered bonds\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n230\n1.3.3\nLevel 2A assets\n240\n1.3.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n250\n1.3.5\nLevel 2B: high quality covered bonds\n260\n1.3.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n270\n1.3.7\nOther Level 2B\n280\n1.3.8\nNon-liquid assets\n290\n1.4\nTotals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:\n300\n1.4.1\nLevel 1 assets (excl. EHQ covered bonds)\n310\n1.4.2\nLevel 1: extremely high quality covered bonds\n320\n1.4.3\nLevel 2A assets\n330\n1.4.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n340\n1.4.5\nLevel 2B: high quality covered bonds\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n350\n1.4.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n360\n1.4.7\nOther Level 2B\n370\n1.4.8\nNon-liquid assets\n380\n1.5\nTotals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:\n390\n1.5.1\nLevel 1 assets (excl. EHQ covered bonds)\n400\n1.5.2\nLevel 1: extremely high quality covered bonds\n410\n1.5.3\nLevel 2A assets\n420\n1.5.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n430\n1.5.5\nLevel 2B: high quality covered bonds\n440\n1.5.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n450\n1.5.7\nOther Level 2B\n460\n1.5.8\nNon-liquid assets\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n350\n1.4.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n360\n1.4.7\nOther Level 2B\n370\n1.4.8\nNon-liquid assets\n380\n1.5\nTotals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:\n390\n1.5.1\nLevel 1 assets (excl. EHQ covered bonds)\n400\n1.5.2\nLevel 1: extremely high quality covered bonds\n410\n1.5.3\nLevel 2A assets\n420\n1.5.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n430\n1.5.5\nLevel 2B: high quality covered bonds\n440\n1.5.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n450\n1.5.7\nOther Level 2B\n460\n1.5.8\nNon-liquid assets\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n470\n1.6\nTotals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:\n480\n1.6.1\nLevel 1 assets (excl. EHQ covered bonds)\n490\n1.6.2\nLevel 1: extremely high quality covered bonds\n500\n1.6.3\nLevel 2A assets\n510\n1.6.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n520\n1.6.5\nLevel 2B: high quality covered bonds\n530\n1.6.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n540\n1.6.7\nOther Level 2B\n550\n1.6.8\nNon-liquid assets\n560\n1.7\nTotals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:\n570\n1.7.1\nLevel 1 assets (excl. EHQ covered bonds)\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n470\n1.6\nTotals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:\n480\n1.6.1\nLevel 1 assets (excl. EHQ covered bonds)\n490\n1.6.2\nLevel 1: extremely high quality covered bonds\n500\n1.6.3\nLevel 2A assets\n510\n1.6.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n520\n1.6.5\nLevel 2B: high quality covered bonds\n530\n1.6.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n540\n1.6.7\nOther Level 2B\n550\n1.6.8\nNon-liquid assets\n560\n1.7\nTotals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:\n570\n1.7.1\nLevel 1 assets (excl. EHQ covered bonds)\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n580\n1.7.2\nLevel 1: extremely high quality covered bonds\n590\n1.7.3\nLevel 2A assets\n600\n1.7.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n610\n1.7.5\nLevel 2B: high quality covered bonds\n620\n1.7.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n630\n1.7.7\nOther Level 2B\n640\n1.7.8\nNon-liquid assets\n650\n1.8\nTotals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:\n660\n1.8.1\nLevel 1 assets (excl. EHQ covered bonds)\n670\n1.8.2\nLevel 1: extremely high quality covered bonds\n680\n1.8.3\nLevel 2A assets\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n580\n1.7.2\nLevel 1: extremely high quality covered bonds\n590\n1.7.3\nLevel 2A assets\n600\n1.7.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n610\n1.7.5\nLevel 2B: high quality covered bonds\n620\n1.7.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n630\n1.7.7\nOther Level 2B\n640\n1.7.8\nNon-liquid assets\n650\n1.8\nTotals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:\n660\n1.8.1\nLevel 1 assets (excl. EHQ covered bonds)\n670\n1.8.2\nLevel 1: extremely high quality covered bonds\n680\n1.8.3\nLevel 2A assets\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nOutflows\nInflows subject to the 75 % cap on inflows\nRow\nID\nItem\n010\n020\n030\n040\n050\n060\n690\n1.8.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n700\n1.8.5\nLevel 2B: high quality covered bonds\n710\n1.8.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n720\n1.8.7\nOther Level 2B\n730\n1.8.8\nNon-liquid assets\nMEMORANDUM ITEMS\n740\n2\nTotal collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions\n750\n3\nTotal collateral swaps with intragroup counterparties\n760\n4\nTotal collateral swaps with central bank counterparties\nInflows subject to the 90 % cap on inflows\nInflows exempted from the cap on inflows\nCollateralised derivatives only\nMarket value of collateral lent\nLiquidity value of collateral lent\nMarket value of collateral borrowed\nLiquidity value of collateral borrowed\nRow\nID\nItem\n070\n080\n090\n100\n110\n120\n690\n1.8.4\nLevel 2B: asset-backed securities (residential or automobile, CQS1)\n700\n1.8.5\nLevel 2B: high quality covered bonds\n710\n1.8.6\nLevel 2B: asset-backed securities (commercial or individuals, Member State, CQS1)\n720\n1.8.7\nOther Level 2B\n730\n1.8.8\nNon-liquid assets\nMEMORANDUM ITEMS\n740\n2\nTotal collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions\n750\n3\nTotal collateral swaps with intragroup counterparties\n760\n4\nTotal collateral swaps with central bank counterparties\nC 76.00 — LIQUIDITY COVERAGE — CALCULATIONS\nCurrency\nValue/Percentage\nRow\nID\nItem\n010\nCALCULATIONS\nNumerator, denominator, ratio\n010\n1\nLiquidity buffer\n020\n2\nNet liquidity outflow\n030\n3\nLiquidity coverage ratio (%)\nNumerator calculations\n040\n4\nL1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted\n050\n5\nL1 excl. EHQCB collateral 30 day outflows\n060\n6\nL1 excl. EHQCB collateral 30 day inflows\n070\n7\nSecured cash 30 day ouflows\n080\n8\nSecured cash 30 day inflows\n090\n9\nL1 excl. EHQCB “adjusted amount before cap application”\n100\n10\nL1 EHQCB value according to Article 9: unadjusted\n110\n11\nL1 EHQCB collateral 30 day outflows\n120\n12\nL1 EHQCB collateral 30 day inflows\n130\n13\nL1 EHQCB “adjusted amount before cap application”\n140\n14\nL1 EHQCB “adjusted amount after cap application”\n150\n15\nL1 EHQCB “excess liquid assets amount”\n160\n16\nL2A according to Article 9: unadjusted\n170\n17\nL2A collateral 30 day outflows\n180\n18\nL2A collateral 30 day inflows\n190\n19\nL2A “adjusted amount before cap application”\n200\n20\nL2A “adjusted amount after cap application”\n210\n21\nL2A “excess liquid assets amount”\n220\n22\nL2B according to Article 9: unadjusted\n230\n23\nL2B collateral 30 day outflows\n240\n24\nL2B collateral 30 day inflows\n250\n25\nL2B “adjusted amount before cap application”\n260\n26\nL2B “adjusted amount after cap application”\n270\n27\nL2B “excess liquid assets amount”\n280\n28\nExcess liquid asset amount\n290\n29\nLiquidity buffer\nDenominator calculations\n300\n30\nTotal Outflows\n310\n31\nFully Exempt Inflows\n320\n32\nInflows Subject to 90 % Cap\n330\n33\nInflows Subject to 75 % Cap\n340\n34\nReduction for Fully Exempt Inflows\n350\n35\nReduction for Inflows Subject to 90 % Cap\n360\n36\nReduction for Inflows Subject to 75 % Cap\n370\n37\nNet liquidity outflow\nPillar 2\n380\n38\nPillar 2 requirement as set out in Article 105 CRD",
  "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/2016/322/annex/I",
    "retrieved_at": "2026-11-01T14:46:01.435666+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."
}