Content Options

Content Options

View Options

Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

You are viewing the version of the document as on 2021-01-01.

ANNEX XII

LIQUIDITY TEMPLATES

Template number

Template code

Name of the template/group of templates

LIQUIDITY COVERAGE TEMPLATES

PART I — LIQUID ASSETS

51

C 51.00

LIQUIDITY COVERAGE — LIQUID ASSETS

PART II — OUTFLOWS

52

C 52.00

LIQUIDITY COVERAGE — OUTFLOWS

PART III — INFLOWS

53

C 53.00

LIQUIDITY COVERAGE — INFLOWS

PART IV — COLLATERAL SWAPS

54

C 54.00

LIQUIDITY COVERAGE — COLLATERAL SWAPS

STABLE FUNDING TEMPLATES

PART V — STABLE FUNDING

60

C 60.00

STABLE FUNDING — ITEMS REQUIRING STABLE FUNDING

61

C 61.00

STABLE FUNDING — ITEMS PROVIDING STABLE FUNDING

C 51.00 — LIQUIDITY COVERAGE — LIQUID ASSETS

Market value

Value according to Article 418 of CRR

Amount

Undrawn amount of line

Row

ID

Item

Legal references

010

020

030

040

Row

ID

Item

Legal references

Extremely high liquidity and credit quality assets

High liquidity and credit quality assets

Market value

Value according to Article 418 of CRR

Market value

Value according to Article 418 of CRR

Row

ID

Item

Legal references

Market value

Value according to Article 418 of CRR

Amount

Undrawn amount of line

010-390

1

ASSETS WHICH MEET THE REQUIREMENTS OF ARTICLES 416 AND 417 OF CRR

Article 416 and 417 of CRR

010

1,1

cash

Article 416(1)(a) of CRR

020

1,2

exposures to central bank

Article 416(1)(a) of CRR

030

1.2.1

of which: exposures that can be withdrawn in times of stress

Article 416(1)(a) of CRR

040-110

1,3

Other transferable assets representing claims on or guaranteed by

Article 416(1)(c) of CRR

040-050

1.3.1

transferable assets representing claims on or guaranteed by the central government of a Member State, on a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets

Article 416(1)(c)(i) of CRR

040

1.3.1.1

representing claims

Article 416(1)(c)(i) of CRR

050

1.3.1.2

guaranteed by

Article 416(1)(c)(i) of CRR

060-070

1.3.2

transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities-in the domestic currency of the central bank and public sector entity

Article 416(1)(c)(ii) of CRR

060

1.3.2.1

representing claims on

Article 416(1)(c)(ii) of CRR

070

1.3.2.2

guaranteed by

Article 416(1)(c)(ii) of CRR

080-090

1.3.3

transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;

Article 416(1)(c)(iii) of CRR

080

1.3.3.1

representing claims on

Article 416(1)(c)(iii) of CRR

090

1.3.3.2

guaranteed by

Article 416(1)(c)(iii) of CRR

100-110

1.3.4

transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

Article 416(1)(c)(iv) of CRR

100

1.3.4.1

representing claims on

Article 416(1)(c)(iv) of CRR

110

1.3.4.2

guaranteed by

Article 416(1)(c)(iv) of CRR

120-140

1,4

total shares or units in CIUs with underlying assets specified in Article 416

Article 416(6) and 418(2) CRR

120

1.4.1

underlying assets in point (a) of article 416(1)

Article 418(2)(a) of CRR

130

1.4.2

underlying assets in point (b) and (c) of article 416(1)

Article 418(2)(b) of CRR

140

1.4.3

underlying assets in point (d) of article 416(1)

Article 418(2)(c) of CRR

150

1,5

standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance

Article 416(1) (e) CRR

160-170

1,6

deposits with the central credit institution and other statutory or contractually available liquid funding from a central credit institution or institutions that are members of a network referred to in Article 113(7) or eligible for the waiver provided in Article 10 CRR, to the extent that this funding is not collateralized by liquid assets

Article 416(1) (f) CRR

160

1.6.1

deposits

Article 416(1) (f) CRR

170

1.6.2

contractually available liquid funding

Article 416(1) (f) CRR

180

1,7

assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416 (2)(a)(iii) is met

Article 416(2)(a)(iii) of CRR

190-210

1,8

non financial corporate bonds

Article 416(1)(b) or (d) of CRR

190

1.8.1

credit quality step 1

Article 122 CRR

200

1.8.2

credit quality step 2

Article 122 CRR

210

1.8.3

credit quality step 3

Article 122 CRR

220-240

1,9

bonds issued by a credit institution eligible for the treatment set out in Article 129(4) or (5)

Article 416(2)(a)(i) of CRR

220

1.9.1

credit quality step 1

Article 129(4) or 129(5) of CRR

230

1.9.2

credit quality step 2

Article 129(4) or 129(5) of CRR

240

1.9.3

credit quality step 3

Article 129(4) or 129(5) of CRR

250-270

1.10

non residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

250

1.10.1

credit quality step 1

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

260

1.10.2

credit quality step 2

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

270

1.10.3

credit quality step 3

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

280-300

1,11

residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

280

1.11.1

credit quality step 1

Chapter 5 Title 2 of part V and Article 125 of CRR

290

1.11.2

credit quality step 2

Chapter 5,Title 2 of part V and Article 125 of CRR

300

1.11.3

credit quality step 3

Chapter 5,Title 2, and Article 125 of CRR

310-330

1.12

bonds issued by a credit institution as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in 1.9

Article 416(2)(a)(ii) of CRR

310

1.12.1

credit quality step 1

Article 129(4) or 129(5) of CRR

320

1.12.2

credit quality step 2

Article 129(4) or 129(5) of CRR

330

1.12.3

credit quality step 3

Article 129(4) or 129(5) of CRR

340-360

1,13

other transferable assets that are of extremely high liquidity and credit quality

Article 416(1)(b) of CRR

340

1.13.1

credit quality step 1

Chapter 2,Title 2, Part III of CRR

350

1.13.2

credit quality step 2

Chapter 2,Title 2, Part III of CRR

360

1.13.3

credit quality step 3

Chapter 2,Title 2, Part III of CRR

370-390

1,14

other transferable assets that are of high liquidity and credit quality

Article 416(1)(d) of CRR

370

1.14.1

credit quality step 1

Chapter 2,Title 2, Part III of CRR

380

1.14.2

credit quality step 2

Chapter 2,Title 2, Part III of CRR

390

1.14.3

credit quality step 3

Chapter 2,Title 2, Part III of CRR

400-410

2

ASSETS WHICH MEET THE REQUIREMENTS OF ART. 416 (1) (b) AND (d) BUT DO NOT MEET THE REQUIREMENTS OF ART. 417 (b)AND (c) CRR

Market value

Value according to Article 418 of CRR

Amount

Undrawn amount of line

400

2,1

assets not controlled by a liquidity management function

Article 417 (c) of CRR

410

2,2

assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale via a simple repurchase agreements on an approved repurchase markets

Article 417 (b) of CRR

420-610

3

ITEMS SUBJECT TO SUPPLEMENTARY REPORTING OF LIQUID ASSETS

420

3,1

Cash

Annex III, article 1 CRR

430

3,2

Central bank exposures, to the extent that these exposures can be drawn down in times of stress

Annex III, article 2 CRR

440-480

3,3

transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 3 CRR

440

3.3.1

representing claims on sovereigns

Annex III, article 3 CRR

450

3.3.2

claims guaranteed by sovereigns

Annex III, article 3 CRR

460

3.3.3

representing claims on or claims guaranteed by central banks

Annex III, article 3 CRR

470

3.3.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 3 CRR

480

3.3.5

representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks

Annex III, article 3 CRR

490

3,4

Transferable securities other than those referred to in 3.3 representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidity risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank’s operations in that third country

Annex III, article 4 CRR

500-550

3,5

transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 5 CRR

500

3.5.1

representing claims on sovereigns

Annex III, article 5 CRR

510

3.5.2

claims guaranteed by sovereigns

Annex III, article 5 CRR

520

3.5.3

representing claims on or claims guaranteed by central banks

Annex III, article 5 CRR

530

3.5.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 5 CRR

540

3.5.5

representing claims on or claims guaranteed by multilateral development banks

Annex III, article 5 CRR

550

3,6

transferable securities other than those referred to in point 3.3 to 3.5 of the LCR-Assets's template that fulfil all the conditions specifed in Art. 5 of Annex III CRR

Annex III, article 6 CRR

560

3,7

transferable securities other than those referred to in 3.3 to 3.6 that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities

Annex III, article 7 CRR

570

3,8

transferable securities other than those referred to in 3.3 to 3.7 that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Article 125

Annex III, article 8 CRR

580

3,9

standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance

Annex III, article 9 CRR

590

3.10

Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Article 113(7), or eligible for the waiver provided in Article 10, to the extent that this funding is not colateralised by liqduid assets, if the credit institution belongs to a network in accordance with legal or statutory provisions.

Annex III, article 10 CRR

600

3,11

exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates

Annex III, article 11 CRR

610

3,12

gold listed on a recognised exchange, held on an allocated basis

Annex III, article 12 CRR

620-850

4

ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF ARTICLE 416 (1) - (3) OF CRR BUT STILL MEET THE REQUIREMENTS OF ART. 417 (b) AND (c ) CRR

620-640

4,1

financial corporate bonds

Article 416 (2) of CRR

620

4.1.1

credit quality step 1

Article 120(1) of CRR

630

4.1.2

credit quality step 2

Article 120(1) of CRR

640

4.1.3

credit quality step 3

Article 120(1) of CRR

650-670

4,2

own issuances

Article 416.3(b) -of CRR

650

4.2.1

credit quality step 1

Article 120(1) of CRR

660

4.2.2

credit quality step 2

Article 120(1) of CRR

670

4.2.3

credit quality step 3

Article 120(1) of CRR

680-700

4,3

unsecured credit institution issuances

Article 416 of CRR

680

4.3.1

credit quality step 1

Article 120(1) of CRR

690

4.3.2

credit quality step 2

Article 120(1) of CRR

700

4.3.3

credit quality step 3

Article 120(1) of CRR

710-730

4,4

non residential mortgage backed instruments not already reported in 1.10

Article 416 (4)(b) CRR

710

4.4.1

credit quality step 1

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

720

4.4.2

credit quality step 2

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

730

4.4.3

credit quality step 3

Chapter 5,Title 2, and Article 123, 124, 125, 126 of CRR

740-760

4,5

residential mortgage backed instruments not already reported in 1.11

Article 509(3)(a) CRR

740

4.5.1

credit quality step 1

Chapter 5,Title 2 of Part III and Article 125 of CRR

750

4.5.2

credit quality step 2

Chapter 5,Title 2 of Part III and Article 125 of CRR

760

4.5.3

credit quality step 3

Chapter 5,Title 2 of Part III and Article 125 of CRR

770

4,6

equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions

Article 509(3)(c) and 416(4)(a) of CRR

780

4,7

gold

Article 509(3)(c) and 416(4)(a) of CRR

790

4,8

guaranteed bonds not already reported above

Article 509(3)(c) of CRR

800

4,9

covered bonds not already reported above

Article 509(3)(c) of CRR

810

4.10

corporate bonds not already reported above

Article 509(3)(c) of CRR

820

4.11

funds based on the assets reported in 4.5 -4.10

Article 509(3)(c) of CRR

830-850

4.12

other categories of central bank eligible securities or loans

Article 509(3)(b) of CRR

830

4.12.1

local government bonds

Article 509(3)(b) of CRR

840

4.12.2

commercial paper

Article 509(3)(b) of CRR

850

4.12.3

credit claims

Article 416(4)(c) of CRR

860-870

5

TREATMENT FOR JURISDICTIONS WITH INSUFFICIENT HQLA

Article 419(2)(a) of CRR

860

5,1

Use of derogation A (foreign currency)

Article 419(2)(a) of CRR

870

5,2

Use of derogation B (credit line from the relevant central bank)

Article 419(2)(b) of CRR

880-900

6

REPORTING OF SHAR'IAH COMPLIANT ASSETS AS ALTERNATIVE ASSETS UNDER 509(2)(i). Shar'iah -compliant financial products as alternative to assetss that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks

Article 509(2)(i) of CRR

880

6.1

credit quality step 1

890

6.2

credit quality step 2

900

6.3

credit quality step 3

C 52.00 — LIQUIDITY COVERAGE — OUTFLOWS

Amount

Outflow

Row

ID

Item

Legal references

010

020

030

040

050

060

070

080

090

100

110

120

Row

ID

Item

Legal references

Market value

Where the counterparty is not a central bank

Where the counterparty is a central bank

Where the counterparty is the central government, a public sector entity of the Member state in which the credit istitution has been authorised or has establised a branch, or a multilateral development bank (Art.422.2(d))

extremely high liquidity and credit quality assets

high liquidity and credit quality

other liquidity and credit quality

extremely high liquidity and credit quality assets

high liquidity and credit quality

other liquidity and credit quality

Assets which do not qualify as liquid assets in accordance with Article 416

Amount due

Value according to Art. 418 CRR

Amount due

Value according to Art. 418 CRR

Amount due

Amount due

Value according to Art. 418 CRR

Amount due

Value according to Art. 418 CRR

Amount due

Amount due

Row

ID

Item

Legal References

Amount deposited by clients that are financial customers

Outflow

Amount deposited by clients that are not financial customers

Outflow

Amount

Row

ID

Item

Legal References

Amount

Outflow

Row

ID

Item

Legal References

Amount

Outflow

Market value

Value according to Article 418 of the CRR

Row

ID

Item

Legal References

Amount

Outflow

020-1370

1

OUTFLOWS

020-100

1,1

retail deposits

Article 421 of CRR

020-040

1.1.1

covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Article 421(1) of CRR

020

1.1.1.1

part of an established relationship making withdrawal highly unlikely

Article 421(1)(a) of CRR

030

1.1.1.2

held in transactional accounts, including accounts to which salaries are regularly credited

Article 421(1)(b) of CRR

040

1.1.2

covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country which do not qualify to be reported in items 1.1.1.1 or 1.1.1.2

Article 421(2) of CRR

050

1.1.3

uninsured retail deposits

Article 421(2) of CRR

060-080

1.1.4

deposits subject to different outflows than specified in Article 421(1) or 421(2)

Article 421(3) of CRR

060

1.1.4.1

Category 1

070

1.1.4.2

Category 2

080

1.1.4.3

Category 3

090

1.1.5

deposits in third countries where a higher outflow is applied

Article 421(4) of CRR

100

1.1.6

deposits exempted from the calculation of outflows where the conditions of Art. 421(5)(a) and (b) have been met

Article 421(5) of CRR

110-1130

1,2

outflows on other liabilities

110

1.2.1

liabilities resulting from the institution's own operating expenses

Article 422(1) of CRR

120-950

1.2.2

Liabilities resulting from secured lending and capital market driven transactions as defined in Article 192:

Article 422(2) of CRR

120-190

1.2.2.1

Other transferable assets representing claims on or guaranteed by

Article 416(1)(c) of CRR

120-130

1.2.2.1.1

transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets

Article 416(1)(c)(i) of CRR

120

1.2.2.1.1.1

representing claims

Article 416(1)(c)(i) of CRR

130

1.2.2.1.1.2

guaranteed by

Article 416(1)(c)(i) of CRR

140-150

1.2.2.1.2

transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity

Article 416(1)(c)(ii) of CRR

140

1.2.2.1.2.1

representing claims on

Article 416(1)(c)(ii) of CRR

150

1.2.2.1.2.2

guaranteed by

Article 416(1)(c)(ii) of CRR

160-170

1.2.2.1.3

transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;

Article 416(1)(c)(iii) of CRR

160

1.2.2.1.3.1

representing claims on

Article 416(1)(c)(iii) of CRR

170

1.2.2.1.3.2

guaranteed by

Article 416(1)(c)(iii) of CRR

180-190

1.2.2.1.4

transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

Article 416(1)(c)(iv) of CRR

180

1.2.2.1.4.1

representing claims on

Article 416(1)(c)(iv) of CRR

190

1.2.2.1.4.2

guaranteed by

Article 416(1)(c)(iv) of CRR

200-220

1.2.2.2

total shares or units in CIUs with underlying assets specified in Article 416

Article 416(6) and 418(2) CRR

200

1.2.2.2.1

underlying assets in point (a) of article 416(1)

Article 418(2)(a) of CRR

210

1.2.2.2.2

underlying assets in point (b) and (c) of article 416(1)

Article 418(2)(b) of CRR

220

1.2.2.2.3

underlying assets in point (d) of article 416(1)

Article 418(2)(c) of CRR

230

1.2.2.3

assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416 (2)(a)(iii) is met

Article 416(2)(a)(iii) of CRR

240-260

1.2.2.4

non financial corporate bonds

Article 416(1)(b) or (d) of CRR

240

1.2.2.4.1

credit quality step 1

Article 122 CRR

250

1.2.2.4.2

credit quality step 2

Article 122 CRR

260

1.2.2.4.3

credit quality step 3

Article 122 CRR

270-290

1.2.2.5

bonds issued by a credit institution eligible for the treatment set out in Article 129(4) or (5)

Article 416(2)(a)(i) of CRR

270

1.2.2.5.1

credit quality step 1

Article 129(4) or 129(5) of CRR

280

1.2.2.5.2

credit quality step 2

Article 129(4) or 129(5) of CRR

290

1.2.2.5.3

credit quality step 3

Article 129(4) or 129(5) of CRR

300-320

1.2.2.6

non residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

300

1.2.2.6.1

credit quality step 1

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

310

1.2.2.6.2

credit quality step 2

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

320

1.2.2.6.3

credit quality step 3

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

330-350

1.2.2.7

residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

330

1.2.2.7.1

credit quality step 1

Chapter 5 Title 2 of part V and Article 125 of CRR

340

1.2.2.7.2

credit quality step 2

Chapter 5, Title 2 of part V and Article 125 of CRR

350

1.2.2.7.3

credit quality step 3

Chapter 5, Title 2, and Article 125 of CRR

360-380

1.2.2.8

bonds issued by a credit institution as defined in Art. 52(4) of Directive 2009/65/EC other than those referred to in 1.9 of LCR-Assets' template

Article 416(2)(a)(ii) of CRR

360

1.2.2.8.1

credit quality step 1

Article 129(4) or 129(5) of CRR

370

1.2.2.8.2

credit quality step 2

Article 129(4) or 129(5) of CRR

380

1.2.2.8.3

credit quality step 3

Article 129(4) or 129(5) of CRR

390-410

1.2.2.9

other transferable assets that are of extremely high liquidity and credit quality

Article 416(1)(b) of CRR

390

1.2.2.9.1

credit quality step 1

Chapter 2, Title 2, Part III of CRR

400

1.2.2.9.2

credit quality step 2

Chapter 2, Title 2, Part III of CRR

410

1.2.2.9.3

credit quality step 3

Chapter 2, Title 2, Part III of CRR

420-440

1.2.2.10

other transferable assets that are of high liquidity and credit quality

Article 416(1)(d) of CRR

420

1.2.2.10.1

credit quality step 1

Chapter 2, Title 2, Part III of CRR

430

1.2.2.10.2

credit quality step 2

Chapter 2, Title 2, Part III of CRR

440

1.2.2.10.3

credit quality step 3

Chapter 2, Title 2, Part III of CRR

450-460

1.2.2.11

Assets which meet the requirements of article 416 point (1) (b) and (d) but do not meet the requirements of Article 417 (b) and (c) CRR

450

1.2.2.11.1

assets not controlled by a liquidity management function

Article 417 (c) of CRR

460

1.2.2.11.2

assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale via a simple repurchase agreements on an approved repurchase markets

Article 417 (b) of CRR

480-680

1.2.2.12

Items subject to supplementary reporting of liquid assets

480

1.2.2.12.1

Cash

Annex III, article 1 CRR

490

1.2.2.12.2

Central bank exposures, to the extent that these exposures can be drawn down in times of stress

Annex III, article 2 CRR

500-540

1.2.2.12.3

transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 3 CRR

500

1.2.2.12.3.1

representing claims on sovereigns

Annex III, article 3 CRR

510

1.2.2.12.3.2

claims guaranteed by sovereigns

Annex III, article 3 CRR

520

1.2.2.12.3.3

representing claims on or claims guaranteed by central banks

Annex III, article 3 CRR

530

1.2.2.12.3.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 3 CRR

540

1.2.2.12.3.5

representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks

Annex III, article 3 CRR

550

1.2.2.12.4

Transferable securities other than those referred to in 3.3 of the LCR-Assets' template representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidity risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank’s operations in that third country

Annex III, article 4 CRR

570-610

1.2.2.12.5

transferable securities with a 20 % risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 5 CRR

570

1.2.2.12.5.1

representing claims on sovereigns

Annex III, article 5 CRR

580

1.2.2.12.5.2

claims guaranteed by sovereigns

Annex III, article 5 CRR

590

1.2.2.12.5.3

representing claims on or claims guaranteed by central banks

Annex III, article 5 CRR

600

1.2.2.12.5.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 5 CRR

610

1.2.2.12.5.5

representing claims on or claims guaranteed by multilateral development banks

Annex III, article 5 CRR

620

1.2.2.12.6

transferable securities other than those referred to in point 3.3 to 3.5 of the LCR-Assets's template that fulfil all the conditions specifed in Point 6 of Annex III CRR

Annex III, article 6 CRR

630

1.2.2.12.7

transferable securities other than those referred to in 3.3 to 3.6 of the LCR-Assets' template that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities

Annex III, article 7 CRR

640

1.2.2.12.8

transferable securities other than those referred to in 3.3 to 3.7 of the LCR-Assets' template that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Art. 125 CRR

Annex III, article 8 CRR

650

1.2.2.12.9

standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance

Annex III, article 9 CRR

660

1.2.2.12.10

Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Article 113(7), or eligible for the waiver provided in Article 10, to the extent that this funding is not colateralised by liqduid assets, if the credit institution belongs to a network in accordance with legal or statutory provisions.

Annex III, article 10 CRR

670

1.2.2.12.11

exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates

Annex III, article 11 CRR

680

1.2.2.12.12

gold listed on a recognised exchange, held on an allocated basis

Annex III, article 12 CRR

690-920

1.2.2.13

ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF ARTICLE 416 (1)-(3) OF CRR but still meet the requirements of Article 417 (b) and (c) CRR.

690-710

1.2.2.13.1

financial corporate bonds

Article 416 (2) of CRR

690

1.2.2.13.1.1

credit quality step 1

Article 120(1) of CRR

700

1.2.2.13.1.2

credit quality step 2

Article 120(1) of CRR

710

1.2.2.13.1.3

credit quality step 3

Article 120(1) of CRR

720-740

1.2.2.13.2

own issuances

Article 416.3(b) of CRR

720

1.2.2.13.2.1

credit quality step 1

Article 120(1) of CRR

730

1.2.2.13.2.2

credit quality step 2

Article 120(1) of CRR

740

1.2.2.13.2.3

credit quality step 3

Article 120(1) of CRR

750-770

1.2.2.13.3

unsecured credit institution issuances

Article 416 of CRR

750

1.2.2.13.3.1

credit quality step 1

Article 120(1) of CRR

760

1.2.2.13.3.2

credit quality step 2

Article 120(1) of CRR

770

1.2.2.13.3.3

credit quality step 3

Article 120(1) of CRR

780-800

1.2.2.13.4

asset backed securities not already reported in 1.10 to 1.11.3

Article 416 (4)(b) CRR

780

1.2.2.13.4.1

credit quality step 1

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

790

1.2.2.13.4.2

credit quality step 2

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

800

1.2.2.13.4.3

credit quality step 3

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

810-830

1.2.2.13.5

residential mortgage backed securities not already reported in 1.10 to 1.11.3

Article 509(3)(a) CRR

810

1.2.2.13.5.1

credit quality step 1

Chapter 5, Title 2 of Part III and Article 125 of CRR

820

1.2.2.13.5.2

credit quality step 2

Chapter 5, Title 2 of Part III and Article 125 of CRR

830

1.2.2.13.5.3

credit quality step 3

Chapter 5, Title 2 of Part III and Article 125 of CRR

840

1.2.2.13.6

equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions

Article 509(3)(c) and 416(4)(a) of CRR

850

1.2.2.13.7

gold

Article 509(3)(c) and 416(4)(a) of CRR

860

1.2.2.13.8

guaranteed bonds not already reported above

Article 509(3)(c) of CRR

870

1.2.2.13.9

covered bonds not already reported above

Article 509(3)(c) of CRR

880

1.2.2.13.10

corporate bonds not already reported above

Article 509(3)(c) of CRR

890

1.2.2.13.11

funds based on the assets reported in 4.5 -4.9

Article 509(3)(c) of CRR

900-920

1.2.2.13.12

other categories of central bank eligible securities or loans

Article 509(3)(b) of CRR

900

1.2.2.13.12.1

local government bonds

Article 509(3)(b) of CRR

910

1.2.2.13.12.2

commercial paper

Article 509(3)(b) of CRR

920

1.2.2.13.12.3

credit claims

Article 416(4)(c) of CRR

930-950

1.2.2.14

Reporting of Shar'iah compliant assets as an alternative assets under 509(2)(i)

930-950

1.2.2.14.1

Shar'iah -compliant financial products as an alternative to assetss that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks

Article 509(2)(i) of CRR

930

1.2.2.14.1.1

credit quality step 1

940

1.2.2.14.1.2

credit quality step 2

950

1.2.2.14.1.3

credit quality step 3

960-1030

1.2.3

deposits that have to be maintained by the depositor:

Article 422 (3) of CRR

960-990

1.2.3.1.

in order to obtain clearing, custody or cash management services or other comparable services (excluding correspondent banking or prime brokerage services)

Article 422 (3)(a) of CRR

960-970

1.2.3.1.1

which are covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

960

1.2.3.1.1.1

of which there is evidence that the client is unable to withdraw amounts legally due over a 30 day horizon without compromising its operational functionality

970

1.2.3.1.1.2

of which there is no evidence that the client is unable to withdraw amounts legally due over a 30 day horizon without compromising its operational functionality

980-990

1.2.3.1.2

which are not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

980

1.2.3.1.2.1

of which there is evidence that the client is unable to withdraw amounts legally due over a 30 day horizon without compromising its operational functionality

990

1.2.3.1.2.2

of which there is no evidence that the client is unable to withdraw amounts legally due over a 30 day horizon without compromising its operational functionality

1000

1.2.3.2

in the context of an established operational relationship other than that reported in 1.2.3.1.1 and 1.2.3.1.2

Article 422 (3)(c) of CRR

1010

1.2.3.2.1

of which are correspondent banking or prime brokerage services

Article 422 (3)(c) and (4) of CRR

1020

1.2.3.3

in the context of common task sharing within an institutional protection scheme meeting the requirements of Article 113(7) or as a legal or statutory minimum deposit by another entity being a member of the same institutional protection scheme

Article 422 (3)(b) of CRR

1030

1.2.3.4

to obtain cash clearing and central credit institution services and where the credit institution belongs to a network in accordance with legal or statutory provisions;

Article 422.3(d) of CRR

1040

1.2.4

Deposits from credit institutions placed at central credit institutions that are considered as liquid assets in accordance with Article 416(1)(f)

Article 422(3) of CRR

1050

1.2.5

liqudity lines for assets specified in Article 416(1)(f)

Article 416(1)(f)

1060-1070

1.2.6

liabilities not reported in 1.2.2 to 1.2.5 resulting from deposits by clients that are not financial customers

Article 422(5) of CRR

1060

1.2.6.1

which are covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Article 422(5) of CRR

1070

1.2.6.2

which are not covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Article 422(5) of CRR

1080

1.2.7

net amount payable from the contracts listed in Annex II (net of collateral to be received that qualifies as liquid assets under Article 416

Article 422(6) of CRR

1090-1100

1.2.8

liabilities for which the competent authority has determined a lower outflow in accordance with Article 422(8)

Article 422(8) of CRR

1090

1.2.8.1

where all the conditions of Article 422(8) (a), (b), (c) and (d) are met

Article 422(8) of CRR

1100

1.2.8.2

where point (d) of Article 422(8)(d) has been waived by the competent authorities and all the conditions of Article 422 (8) (a), (b), and (c) are met for the purposes of applying the intra-group treatment of Article 19 (1)(b) in relation to institutions that are not subject to the waiver of Article 8 liabilities for which the competent authority has determined a lower outflow in accordance with article 422(9)

Article 422(9) of CRR

1110-1120

1.2.9

outflows not captured above

Article 420(1)(e) of CRR

1110

1.2.9.1

liabilities, including any contractual arrangements such as other off balance sheet and contingent funding obligations, including, but not limited to committed funding facilities, un-drawn loans and advances to wholesale counterparties, mortgages that have been agreed but not yet drawn down, credit cards, overdrafts, planned outflows related to renewal or extension of new retail or wholesale loans, planned derivative payables

Article 420(2) of CRR

1120

1.2.9.2

trade finance off balance sheet related products, as defined in Article 429 and Annex I

Article 420(2) of CRR

1130

1.2.10

all other liabilities

Article 422(7) of CRR

1140-1210

1,3

additional Outflows

1140

1.3.1

for collateral other than assets referred to in Article 416.1(a) to (c) which is posted by the institution for contracts listed in Annex II and credit derivatives

Article 423(1) of CRR

1150

1.3.2

corresponding to additional collateral needs that would result from a material deterioration in the credit quality of the institution

Article 423(2) of CRR

1160

1.3.3

corresponding to additional collateral needs that would result from the impact of an adverse market scenario on the institution's derivatives transaction, financing transactions and other contracts if material

Article 423 (3) of CRR

1170

1.3.4

corresponding to the market value of securities or other assets sold short and to be delivered within the 30 days horizon unless the institution owns the securities to be delivered or has borrowed them at terms requiring their return only after the 30 day horizon and the securities do not form part of the institutions liquid assets

Article 423 (4) of CRR

1180

1.3.5

corresponding to the excess collateral the institution holds that can be contractually called at any time by the counterparty

Article 423(5)(a) of CRR

1190

1.3.6

corresponding to collateral that is due to be returned to a counterparty

Article 423(5)(b) of CRR

1200

1.3.7

corresponding to collateral that corresponds to assets that would qualify as liquid assets for the purposes of Article 416 that can be substituted for assets corresponding to assets that would not qualify as liquid assets for the purposes of Article 416 without the consent of the institution.

Article 423(5)(c) of CRR

1210

1.3.8

deposits received as collateral

Article 423(6) of CRR

1220-1370

1,4

outflows from credit and liquidity facilities

1220

1.4.1

maximum amount that can be drawn of undrawn committed credit facilities and undrawn committed liquidity facilities for retail clients

Article 424 (2) of CRR

1230-1240

1.4.2

maximum amount that can be drawn of undrawn committed credit facilities and undrawn committed liquidity facilities for clients other than retail and financial customers

Article 424(3) of CRR

1230

1.4.2.1

undrawn committed credit facilities

1240

1.4.2.2

undrawn committed liquidity facilities

1250

1.4.3

maximum amount that can be drawn of undrawn liquidity facilities that has been provided to an SSPE for the purpose of enabling such SSPE to purchase assets other than securities from clients that are not financial customers that exceeds the amount of assets currently purchased from clients and where the maximum amount that can be drawn is contractually limited to the amount of assets currently purchased

Article 424(4) of CRR

1260-1270

1.4.4

maximum amount that can be drawn of other undrawn committed credit faciltiies and undrawn committed liquidity facilities not reported in 1.4.1, 1.4.2 or 1.4.3

Article 424(5) of CRR

1260

1.4.4.1

granted to SSPEs other than those in 1.4.3

Article 424(5) (a) of CRR

1270

1.4.4.2

arrangements under which the institution is required to buy or swap assets from an SSPE

Article 424 (5)(b) of CRR

1280-1290

1.4.4.3

extended to credit institutions

Article 424(5)(c) of CRR

1280

1.4.4.3.1

undrawn committed credit facilities

1290

1.4.4.3.2

undrawn committed liquidity facilities

1300-1310

1.4.4.4

extended to financial institutions and investment firms

Article 424(5) (d) of CRR

1300

1.4.4.4.1

undrawn committed credit facilities

1310

1.4.4.4.2

undrawn committed liquidity facilities

1320

1.4.4.5

extended to other clients

1330

1.4.4.6

extended to intra-group entity in accordance with article 424(5)

Article 424(5) (d) of CRR

1340

1.4.5

maximum amount that can be drawn of undrawn credit and liquidity facilities granted for the purpose of funding promotional loans

Article 424(6) of CRR

1350

1.4.6

maximum amount that can be drawn from all other contingent liabilities

1360

1.4.6.1

Of which: extended to intra-group entity in accordance with Article 424(5)

Article 424(5) CRR

1370

1.4.7

Outflows according to Article 105 CRD

Article 105 CRD

C 53.00 — LIQUIDITY COVERAGE — INFLOWS

Amount

Inflow

Row

ID

Item

Legal references

010

020

030

040

050

060

Row

ID

Item

Legal references

extremely high liquidity

and credit quality assets

high liquidity

and credit quality

other liquidity

and credit quality

Amount due

Market value of the asset securing the transaction

Amount due

Market value of the asset securing the transaction

Amount due

Market value of the asset securing the transaction

Row

ID

Item

Legal references

Amount

Inflow

010-1030

INFLOWS

Article 425 of CRR

010-980

1

INFLOWS (CAPPED)

Article 425 (1) of CRR

010-060

1.1.

Monies due from customers that are not financial customers

Article 425 of CRR

010

1.1.1.

Monies due from retail customers

Article 425 of CRR

020

1.1.2

monies due from non-financial corporate customers payment

Article 425 of CRR

030

1.1.2.1

Of which: that the institution owing those monies treats according to Article 422 (2) (e)

Article 425 (2) (e)

040

1.1.3

monies due from central banks

Article 425 (2)(a) of CRR

050

1.1.1.3.1

Of which: that the institution owing those monies treats according to Article 422 (3) and (4)

Article 425 (2)(e) of CRR

060

1.1.4

monies due from other entities

Article 425 (2)(a) of CRR

070-080

1.2

Monies due from financial customers

Article 425 (2) of CRR

070

1.2.1

that the institution owing those monies treats according to Article 422(3) and (4)

Article 425 (2)(e) of CRR

080

1.2.2

that the competent authority has granted the permission to apply a lower outflow percentage according to Article 422.8

Article 422(8) of CRR

090

1.3

monies due from trade financing transactions according to Article 425(2) point (b)

Article 425 (2)(b) of CRR

100

1.4

assets with an undefined contractual end date that are callable within 30 days

Article 425 (2)(c) of CRR

110

1.5

monies due from positions in major index equity instruments provided that there is no double counting with liquid assets

Article 425 (2)(f) of CRR

120-930

1.6

Monies due from secured lending and capital market driven transactions as defined in Article 192:

Article 425.2.(d) of CRR

120-190

1.6.1.

Other transferable assets representing claims on or guaranteed by

Article 416(1)(c) of CRR

120-130

1.6.1.1

transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets

Article 416(1)(c)(i) of CRR

120

1.6.1.1.1

representing claims

Article 416(1)(c)(i) of CRR

130

1.6.1.1.2

guaranteed by

Article 416(1)(c)(i) of CRR

140-150

1.6.1.2

transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities -in the domestic currency of the central bank and public sector entity

Article 416(1)(c)(ii) of CRR

140

1.6.1.2.1

representing claims on

Article 416(1)(c)(ii) of CRR

150

1.6.1.2.2

guaranteed by

Article 416(1)(c)(ii) of CRR

160-170

1.6.1.3

transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;

Article 416(1)(c)(iii) of CRR

160

1.6.1.3.1

representing claims on

Article 416(1)(c)(iii) of CRR

170

1.6.1.3.2

guaranteed by

Article 416(1)(c)(iii) of CRR

180-190

1.6.1.4

transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

Article 416(1)(c)(iv) of CRR

180

1.6.1.4.1

representing claims on

Article 416(1)(c)(iv) of CRR

190

1.6.1.4.2

guaranteed by

Article 416(1)(c)(iv) of CRR

200-220

1.6.2

total shares or units in CIUs with underlying assets specified in Article 416

Article 416(6) and 418(2) CRR

200

1.6.2.1

underlying assets in point (a) of article 416(1)

Article 418(2)(a) of CRR

210

1.6.2.2

underlying assets in point (b) and (c) of article 416(1)

Article 418(2)(b) of CRR

220

1.6.2.3

underlying assets in point (d) of article 416(1)

Article 418(2)(c) of CRR

230

1.6.3

assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416 (2)(a)(iii) is met

Article 416(2)(a)(iii) of CRR

240-260

1.6.4

non financial corporate bonds

Article 416(1)(b) or (d) of CRR

240

1.6.4.1

credit quality step 1

Article 122 CRR

250

1.6.4.2

credit quality step 2

Article 122 CRR

260

1.6.4.3

credit quality step 3

Article 122 CRR

270-290

1.6.5

bonds issued by a credit institution eligible for the treatment set out in Article 129(4) or (5)

Article 416(2)(a)(i) of CRR

270

1.6.5.1

credit quality step 1

Article 129(4) or 129(5) of CRR

280

1.6.5.2

credit quality step 2

Article 129(4) or 129(5) of CRR

290

1.6.5.3

credit quality step 3

Article 129(4) or 129(5) of CRR

300-320

1.6.6

non residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

300

1.6.6.1

credit quality step 1

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

310

1.6.6.2

credit quality step 2

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

320

1.6.6.3

credit quality step 3

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

330-350

1.6.7

residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

330

1.6.7.1

credit quality step 1

Chapter 5 Title 2 of part V and Article 125 of CRR

340

1.6.7.2

credit quality step 2

Chapter 5, Title 2 of part V and Article 125 of CRR

350

1.6.7.3

credit quality step 3

Chapter 5, Title 2, and Article 125 of CRR

360-380

1.6.8

bonds issued by a credit institution as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in 1.9

Article 416(2)(a)(ii) of CRR

360

1.6.8.1

credit quality step 1

Article 129(4) or 129(5) of CRR

370

1.6.8.2

credit quality step 2

Article 129(4) or 129(5) of CRR

380

1.6.8.3

credit quality step 3

Article 129(4) or 129(5) of CRR

390-410

1.6.9

other transferable assets that are of extremely high liquidity and credit quality

Article 416(1)(b) of CRR

390

1.6.9.1

credit quality step 1

Chapter 2, Title 2, Part III of CRR

400

1.6.9.2

credit quality step 2

Chapter 2, Title 2, Part III of CRR

410

1.6.9.3

credit quality step 3

Chapter 2, Title 2, Part III of CRR

420-440

1.6.10

other transferable assets that are of high liquidity and credit quality

Article 416(1)(d) of CRR

420

1.6.10.1

credit quality step 1

Chapter 2, Title 2, Part III of CRR

430

1.6.10.2

credit quality step 2

Chapter 2, Title 2, Part III of CRR

440

1.6.10.3

credit quality step 3

Chapter 2, Title 2, Part III of CRR

450-460

1.6.11

Assets which meet the requirements of article 416 point (1) (b) and (d) but do not meet the requirements of Article 417 (b) and (c) CRR

450

1.6.11.1

assets not controlled by a liquidity management function

Article 417 (c) of CRR

460

1.6.11.2

assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale via a simple repurchase agreements on an approved repurchase markets

Article 417 (b) of CRR

470-660

1.6.12

Items subject to supplementary reporting of liquid assets

470

1.6.12.1

Cash

Annex III, article 1 CRR

480

1.6.12.2

Central bank exposures, to the extent that these exposures can be drawn down in times of stress

Annex III, article 2 CRR

490-530

1.6.12.3

transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 3 CRR

490

1.6.12.3.1

representing claims on sovereigns

Annex III, article 3 CRR

500

1.6.12.3.2

claims guaranteed by sovereigns

Annex III, article 3 CRR

510

1.6.12.3.3

representing claims on or claims guaranteed by central banks

Annex III, article 3 CRR

520

1.6.12.3.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 3 CRR

530

1.6.12.3.5

representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks

Annex III, article 3 CRR

540

1.6.12.4

Transferable securities other than those referred to in 3.3 representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidity risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank’s operations in that third country

Annex III, article 4 CRR

550-590

1.6.12.5

transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities

Annex III, article 5 CRR

550

1.6.12.5.1

representing claims on sovereigns

Annex III, article 5 CRR

560

1.6.12.5.2

claims guaranteed by sovereigns

Annex III, article 5 CRR

570

1.6.12.5.3

representing claims on or claims guaranteed by central banks

Annex III, article 5 CRR

580

1.6.12.5.4

representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities

Annex III, article 5 CRR

590

1.6.12.5.5

representing claims on or claims guaranteed by multilateral development banks

Annex III, article 5 CRR

600

1.6.12.6

transferable securities other than those referred to in point 3.3 to 3.5 of the LCR-Assets's template that fulfil all the conditions specifed in Art. 5 of Annex III CRR

Annex III, article 6 CRR

610

1.6.12.7

transferable securities other than those referred to in 3.3 to 3.6 that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities

Annex III, article 7 CRR

620

1.6.12.8

transferable securities other than those referred to in 3.3 to 3.7 that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Article 125

Annex III, article 8 CRR

630

1.6.12.9

standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance

Annex III, article 9 CRR

640

1.6.12.10

Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Article 113(7), or eligible for the waiver provided in Article 10, to the extent that this funding is not colateralised by liqduid assets, if the credit institution belongs to a network in accordance with legal or statutory provisions.

Annex III, article 10 CRR

650

1.6.12.11

exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates

Annex III, article 11 CRR

660

1.6.12.12

gold listed on a recognised exchange, held on an allocated basis

Annex III, article 12 CRR

670-920

1.6.13

ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF ARTICLE 416 (1) - (3) OF CRR but still meet the requirements of Article 417 (b) and (c) CRR.

670-690

1.6.13.1

financial corporate bonds

Article 416 (2) of CRR

670

1.6.13.1.1

credit quality step 1

Article 120(1) of CRR

680

1.6.13.1.2

credit quality step 2

Article 120(1) of CRR

690

1.6.13.1.3

credit quality step 3

Article 120(1) of CRR

700-720

1.6.13.2

own issuances

Article 416.3(b) of CRR

700

1.6.13.2.1

credit quality step 1

Article 120(1) of CRR

710

1.6.13.2.2

credit quality step 2

Article 120(1) of CRR

720

1.6.13.2.3

credit quality step 3

Article 120(1) of CRR

730-750

1.6.13.3

unsecured credit institution issuances

Article 416 of CRR

730

1.6.13.3.1

credit quality step 1

Article 120(1) of CRR

740

1.6.13.3.2

credit quality step 2

Article 120(1) of CRR

750

1.6.13.3.3

credit quality step 3

Article 120(1) of CRR

760-780

1.6.13.4

non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template

Article 416 (4)(b) CRR

760

1.6.13.4.1

credit quality step 1

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

770

1.6.13.4.2

credit quality step 2

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

780

1.6.13.4.3

credit quality step 3

Chapter 5, Title 2, and Article 123, 124, 125, 126 of CRR

790-810

1.6.13.5

residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template

Article 509(3)(a) CRR

790

1.6.13.5.1

credit quality step 1

Chapter 5, Title 2 of Part III and Article 125 of CRR

800

1.6.13.5.2

credit quality step 2

Chapter 5, Title 2 of Part III and Article 125 of CRR

810

1.6.13.5.3

credit quality step 3

Chapter 5, Title 2 of Part III and Article 125 of CRR

820

1.6.13.6

equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions

Article 509(3)(c) and 416(4)(a) of CRR

830

1.6.13.7

gold

Article 509(3)(c) and 416(4)(a) of CRR

840

1.6.13.8

guaranteed bonds not already reported above

Article 509(3)(c) of CRR

850

1.6.13.9

covered bonds not already reported above

Article 509(3)(c) of CRR

860

1.6.13.10

corporate bonds not already reported above

Article 509(3)(c) of CRR

870

1.6.13.11

funds based on the assets reported in 4.5 - 4.9

Article 509(3)(c) of CRR

880-900

1.6.13.12

other categories of central bank eligible securities or loans

Article 509(3)(c) of CRR

880

1.6.13.12.1

local government bonds

Article 509(3)(c) of CRR

890

1.6.13.12.2

commercial paper

Article 509(3)(c) of CRR

900

1.6.13.12.3

credit claims

Article 416(4)(c) of CRR

910-930

1.6.13.13

Shar'iah -compliant financial products as an alternative to assetss that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks

Article 509(2)(i) of CRR

910

1.6.13.13.1

credit quality step 1

920

1.6.13.13.2

credit quality step 2

930

1.6.13.13.3

credit quality step 3

940-960

1.7

Undrawn credit and liquidity facilities and other commitments received from intra-group entity in accordance with article 425(4) of CRR

Article 425 (4) of CRR

940

1.7.1

where all the conditions of Article 425.4 (a), (b) and (c) are met

950

1.7.2

where point (d) of Article 425(4) has been waived by the competent authorities and all the conditions of Article 425(4) (a), (b) and (c) are met for the purposes of applying the intra-group treatment of Article 19(1)(b) in relation to institutions that are not subject to the waiver of Article 7, undrawn credit and liquidity facilities and other commitments received from intra-group entity in accordance with article 425(5)

Article 425 (4) (a) and (b) and (c) of CRR

960

1.7.3

net receivables expected from the contracts listed in Annex II (net of collateral to be received that qualifies as liquid assets under Article 416)

Article 425 (3) of CRR

970

1,8

payments due on liquid assets not reflected in the market value of the asset

Article 425 (7) of CRR

980

1,9

other inflows

990

2

TOTAL CASH INFLOWS EXCLUDED DUE TO THE CAP

Article 425 of CRR

1000-1030

3

INFLOWS EXEMPT FROM THE CAP

Article 425 (1) of CRR

1000

3.1

monies due from borrowers and bond investors related to mortgage lending funded by bonds eligible for the treatment set out in Article 129(4), (5) or (6) or in defined in Article 52(4) of Directive 2009/65/EC

Article 425 (1) of CRR

1010

3.2

inflows from promotional loans that the institution has passed through

Article 425 (1) of CRR

1020

3.3

inflows qualifying fro the treatment set out in article 113(6) or 113(7)

Article 425 (1) of CRR

1030

3.4

inflows from intra-group entity approved by competent authority

Article 425 (1) of CRR

C 54.00 — LIQUIDITY COVERAGE — COLLATERAL SWAPS

Other assets

Within 30 days

Over 30 days

Notional

Market value

Notional

Market value

Row

ID

Item

Legal references

010

020

030

040

010-060

1

ASSETS

010

1.1

cash and exposures to central banks

Article 416(1)(a) CRR

020

1.2

other transferable assets according to Article 416(1)(b)

Article 416(1)(b) CRR

030-060

1.3

other transferable assets representing claims on or guaranteed by

Article 416(1)(c) of CRR

030

1.3.1

transferable assets representing claims on or guaranteed by the central government of a Member State, on a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the Institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets

Article 416(1)(c)(i) of CRR

040

1.3.2

transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities -in the domestic currency of the central bank and public sector entity

Article 416(1)(c)(ii) of CRR

050

1.3.3

transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks

Article 416(1)(c)(iii) of CRR

060

1.3.4

transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

Article 416(1)(c)(iv) of CRR

C 60.00 — STABLE FUNDING — ITEMS REQUIRING STABLE FUNDING

amount extremely high liquidity and credit quality

amount high liquidity and credit quality

amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Row

ID

Item

Legal references

010

020

030

040

050

060

070

080

090

100

110

120

130

140

150

010-1330

1

ITEMS REQUIRING STABLE FUNDING

010-470

1.1

assets referred to in Article 416

Article 428(1)(a) of CRR

010

1.1.1

cash

Article 416(1)(a) of CRR

020

1.1.2

exposures to central bank

030

1.1.2.1

Of which: exposures that can be withdrawn in times of stress

Article 416(1)(a) of CRR

040-050

1.1.3

transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets

Article 416(1)(c)(i) of CRR

040

1.1.3.1

representing claims

Article 416(1)(c)(i)

050

1.1.3.2

guaranteed by

Article 416(1)(c)(i)

060-070

1.1.4

transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity

Article 416(c)(ii) of CRR

060

1.1.4.1

representing claims

Article 416(c)(ii)

070

1.1.4.2

guaranteed by

Article 416(c)(ii)

080-150

1.1.5

transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Commission and multilateral development banks

Article 416(c)(iii) of CRR

080

1.1.5.1.a)

representing claims

Article 416(c)(iii)

090

1.1.5.2.a)

guaranteed by

Article 416(c)(iii)

100

1.1.5.1.b)

amount unencumbered

110

1.1.5.2.b)

amount encumbered for a period within three months

120

1.1.5.3.b)

amount encumbered for a period between three and 6 months

130

1.1.5.4.b)

amount encumbered for a period between 6 and 9 months

140

1.1.5.5.b)

amount encumbered for a period between 9 and 12 months

150

1.1.5.6.b)

amount encumbered for a period greater than 12 months

152-153

1.1.6

transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

Article 416(1)(c)(iv) of CRR

152

1.1.6.1

representing claims

153

1.1.6.2

guaranteed by

160-230

1.1.7

total shares or units in CIUs with underlying assets specified in Article 416

Article 418(2) of CRR

160

1.1.7.1.a

underlying assets in point (a) of Article 416(1)

Article 418(2)(a) of CRR

170

1.1.7.2.a

underlying assets in point (b) and (c) of Article 416(1)

Article 418 (2)(b) and (c) of CRR

175

1.1.7.3.a

underlying assets in point (d) of Article 416(1)

Article 418(2)(c) of CRR

180

1.1.7.1.b

amount unencumbered

190

1.1.7.2.b

amount encumbered for a period within three months

200

1.1.7.3.b

amount encumbered for a period between three and 6 months

210

1.1.7.4.b

amount encumbered for a period between 6 and 9 months

220

1.1.7.5.b

amount encumbered for a period between 9 and 12 months

230

1.1.7.6.b

amount encumbered for a period greater than 12 months

232-233

1.1.8

deposits with the central credit institution and other statutory or contractually available liquid funding from a central credit institution or institutions that are members of a network referred to in Article 113(7) or eligible for the waiver provided in Article 10 CRR, to the extent that this funding is not collateralized by liquid assets

Article 416(1)(f) of CRR

232

1.1.8.1

deposits

233

1.1.8.2

contractually available liquid funding

234

1.1.9

Assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416(2)(a)(iii) is met

Article 416(2)(a)(iii) of CRR

240-290

1.1.10

Other transferable assets not specified elsewhere

240

1.1.10.1

amount unencumbered

250

1.1.10.2

amount encumbered for a period within three months

260

1.1.10.3

amount encumbered for a period between three and 6 months

270

1.1.10.4

amount encumbered for a period between 6 and 9 months

280

1.1.10.5

amount encumbered for a period between 9 and 12 months

290

1.1.10.6

amount encumbered for a period greater than 12 months

300-350

1.1.11

non financial corporate bonds

Article 416(1)(b) or (d) of CRR

300

1.1.11.1

amount unencumbered

310

1.1.11.2

amount encumbered for a period within three months

320

1.1.11.3

amount encumbered for a period between three and 6 months

330

1.1.11.4

amount encumbered for a period between 6 and 9 months

340

1.1.11.5

amount encumbered for a period between 9 and 12 months

350

1.1.11.6

amount encumbered for a period greater than 12 months

352-357

1.1.12

non residential mortgage backed instruments issued by a credit institution if demostrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

352

1.1.12.1

amount unencumbered

353

1.1.12.2

amount encumbered for a period within three months

354

1.1.12.3

amount encumbered for a period between three and 6 months

355

1.1.12.4

amount encumbered for a period between 6 and 9 months

356

1.1.12.5

amount encumbered for a period between 9 and 12 months

357

1.1.12.6

amount encumbered for a period greater than 12 months

359-364

1.1.13

residential mortgage backed instruments issued by a credit institution if demonstrated to be of the hihgest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR

Article 416(2)(a)(i) of CRR

359

1.1.13.1

amount unencumbered

360

1.1.13.2

amount encumbered for a period within three months

361

1.1.13.3

amount encumbered for a period between three and 6 months

362

1.1.13.4

amount encumbered for a period between 6 and 9 months

363

1.1.13.5

amount encumbered for a period between 9 and 12 months

364

1.1.13.6

amount encumbered for a period greater than 12 months

366-410

1.1.14

bonds eligible for the treatment set out in Art. 129(4) or (5), which meet the criteria in Art. 416(2)(a) CRR

366

1.1.14.1

amount unencumbered

370

1.1.14.2

amount encumbered for a period within three months

380

1.1.14.3

amount encumbered for a period between three and 6 months

390

1.1.14.4

amount encumbered for a period between 6 and 9 months

400

1.1.14.5

amount encumbered for a period between 9 and 12 months

410

1.1.14.6

amount encumbered for a period greater than 12 months

420-470

1.1.15

bonds as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in 1.1.9

Article 416(2)(a)(ii) of CRR

420

1.1.15.1

amount unencumbered

430

1.1.15.2

amount encumbered for a period within three months

440

1.1.15.3

amount encumbered for a period between three and 6 months

450

1.1.15.4

amount encumbered for a period between 6 and 9 months

460

1.1.15.5

amount encumbered for a period between 9 and 12 months

470

1.1.15.6

amount encumbered for a period greater than 12 months

480-530

1.2

securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122

Article 428(1)(b)(i) of CRR

480

1.2.1

amount unencumbered

490

1.2.2

amount encumbered for a period within three months

500

1.2.3

amount encumbered for a period between three and 6 months

510

1.2.4

amount encumbered for a period between 6 and 9 months

520

1.2.5

amount encumbered for a period between 9 and 12 months

530

1.2.6

amount encumbered for a period greater than 12 months

540-590

1.3

securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122

Article 428(1)(b)(ii) of CRR

540

1.3.1

amount unencumbered

550

1.3.2

amount encumbered for a period within three months

560

1.3.3

amount encumbered for a period between three and 6 months

570

1.3.4

amount encumbered for a period between 6 and 9 months

580

1.3.5

amount encumbered for a period between 9 and 12 months

590

1.3.6

amount encumbered for a period greater than 12 months

600-650

1.4

other securities and money market instruments not reported elsewhere

Article 415(1)(b)(iii) of CRR

600

1.4.1

amount unencumbered

610

1.4.2

amount encumbered for a period within three months

620

1.4.3

amount encumbered for a period between three and 6 months

630

1.4.4

amount encumbered for a period between 6 and 9 months

640

1.4.5

amount encumbered for a period between 9 and 12 months

650

1.4.6

amount encumbered for a period greater than 12 months

660-710

1.5

equity securities of non-financial entities listed on a major index in a recognised exchange

Article 428(1)(c) of CRR

660

1.5.1

amount unencumbered

670

1.5.2

amount encumbered for a period within three months

680

1.5.3

amount encumbered for a period between three and 6 months

690

1.5.4

amount encumbered for a period between 6 and 9 months

700

1.5.5

amount encumbered for a period between 9 and 12 months

710

1.5.6

amount encumbered for a period greater than 12 months

720-770

1.6

other equity securities

Article 428(1)(d) of CRR

720

1.6.1

amount unencumbered

730

1.6.2

amount encumbered for a period within three months

740

1.6.3

amount encumbered for a period between three and 6 months

750

1.6.4

amount encumbered for a period between 6 and 9 months

760

1.6.5

amount encumbered for a period between 9 and 12 months

770

1.6.6

amount encumbered for a period greater than 12 months

780-830

1.7

gold

Article 428(1)(e) of CRR

780

1.7.1

amount unencumbered

790

1.7.2

amount encumbered for a period within three months

800

1.7.3

amount encumbered for a period between three and 6 months

810

1.7.4

amount encumbered for a period between 6 and 9 months

820

1.7.5

amount encumbered for a period between 9 and 12 months

830

1.7.6

amount encumbered for a period greater than 12 months

840-890

1.8

other precious metals

Article 428(1)(f) of CRR

840

1.8.1

amount unencumbered

850

1.8.2

amount encumbered for a period within three months

860

1.8.3

amount encumbered for a period between three and 6 months

870

1.8.4

amount encumbered for a period between 6 and 9 months

880

1.8.5

amount encumbered for a period between 9 and 12 months

890

1.8.6

amount encumbered for a period greater than 12 months

Total amount

900-1250

1.9

non-renewable loans and receivables

Article 428(1)(g) of CRR

900-950

1.9.1

the borrowers of which are natural persons other than commercial sole proprietors and partnerships

Article 428(1)(g)(i) of CRR

900

1.9.1.1

amount unencumbered

910

1.9.1.2

amount encumbered for a period within three months

920

1.9.1.3

amount encumbered for a period between three and 6 months

930

1.9.1.4

amount encumbered for a period between 6 and 9 months

940

1.9.1.5

amount encumbered for a period between 9 and 12 months

950

1.9.1.6

amount encumbered for a period greater than 12 months

960-1010

1.9.2

SMEs that qualify for the retail exposure under the Standardised or IRB approaches for credit risk or to a company which is eligible for the treatment mentioned in Article 153(4) and where the aggregate deposit placed by the client or group of connected clients is less than EUR 1 million

Article 428(1)(g)(ii) of CRR

960

1.9.2.1

amount unencumbered

970

1.9.2.2

amount encumbered for a period within three months

980

1.9.2.3

amount encumbered for a period between three and 6 months

990

1.9.2.4

amount encumbered for a period between 6 and 9 months

1000

1.9.2.5

amount encumbered for a period between 9 and 12 months

1010

1.9.2.6

amount encumbered for a period greater than 12 months

1020-1070

1.9.3

the borrowers of which are sovereigns, central banks and public sector entities

Article 428(1)(g)(iii) of CRR

1020

1.9.3.1

amount unencumbered

1030

1.9.3.2

amount encumbered for a period within three months

1040

1.9.3.3

amount encumbered for a period between three and 6 months

1050

1.9.3.4

amount encumbered for a period between 6 and 9 months

1060

1.9.3.5

amount encumbered for a period between 9 and 12 months

1070

1.9.3.6

amount encumbered for a period greater than 12 months

1080-1130

1.9.4

the borrowers of which are not reported in item 1.9.1, 1.9.2 or 1.9.3 other than financial customers

Article 428(1)(g)(iv) of CRR

1080

1.9.4.1

amount unencumbered

1090

1.9.4.2

amount encumbered for a period within three months

1100

1.9.4.3

amount encumbered for a period between three and 6 months

1110

1.9.4.4

amount encumbered for a period between 6 and 9 months

1120

1.9.4.5

amount encumbered for a period between 9 and 12 months

1130

1.9.4.6

amount encumbered for a period greater than 12 months

1140-1190

1.9.5

the borrowers of which are credit institutions

Article 428(1)(g)(vi) of CRR

1140

1.9.5.1

amount unencumbered

1150

1.9.5.2

amount encumbered for a period within three months

1160

1.9.5.3

amount encumbered for a period between three and 6 months

1170

1.9.5.4

amount encumbered for a period between 6 and 9 months

1180

1.9.5.5

amount encumbered for a period between 9 and 12 months

1190

1.9.5.6

amount encumbered for a period greater than 12 months

1200-1250

1.9.6

the borrowers of which are financial customers (not referred to in 1.9.1, 1.9.2) other than credit institutions

Article 428(1)(g)(vi) of CRR

1200

1.9.6.1

amount unencumbered

1210

1.9.6.2

amount encumbered for a period within three months

1220

1.9.6.3

amount encumbered for a period between three and 6 months

1230

1.9.6.4

amount encumbered for a period between 6 and 9 months

1240

1.9.6.5

amount encumbered for a period between 9 and 12 months

1250

1.9.6.6

amount encumbered for a period greater than 12 months

1260-1280

1.10

non-renewable loans and receivables reported in 1.9 that are collateralised by real estate

Article 428(1)(h) of CRR

1260

1.10.1

collateralised by commercial real estate (CRE)

Article 428(1)(h)(i) of CRR

1270

1.10.2

collateralised by residential real estate (PRE)

Article 428(1)(h)(ii) of CRR

1280

1.10.3

match funded (pass-through) via bond eligible for treatment set out in article 129 (4) or (5) as defined in Article 52(4) of Directive 2009/65/EC

Article 428(1)(h)(iii) of CRR

1290

1.11

derivatives receivables

Article 428(1)(i) of CRR

1300

1.12

any other assets

Article 428(1)(j) of CRR

1310

1.13

assets deducted from own funds not requiring stable funding

Article 428(1) of CRR

1320

1.14

undrawn committed credit facilities that qualify as "medium risk" or "medium/low risk" under Annex I.

Article 428(1)(k) of CRR

C 61.00 — STABLE FUNDING — ITEMS PROVIDING STABLE FUNDING

Amount

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Row

ID

Item

Legal references

010

020

030

040

050

010-260

1

ITEMS PROVIDING STABLE FUNDING

010-030

1.1

own funds after deduction have been applied where apropriate

Article 427(1)(a) of CRR

010

1.1.1

tier 1 capital instruments

Article 427(1)(a)(i)

020

1.1.2

tier 2 capital instruments

Article 427(1)(a)(ii)

030

1.1.3*

Memorandum item: Capital instruments and subordinated loans not eligible having an effective maturity of one year or greater

Article 427(1)(a)(iii)

040-260

1.2

liabilities excluding own funds

Article 427(1)(b) of CRR

040-060

1.2.1

retail deposits:

Article 427(1)(b)(i-ii) of CRR

040

1.2.1.1

as defined in Article 411(2) that qualify for the treatment in Article 421(1)

Article 427(1)(b)(i) of CRR

050

1.2.1.2

as defined in Article 411(2) that qualify for the treatment in Article 421(2)

Article 427(1)(b)(ii) of CRR

060

1.2.1.3

subject to higher outflows than specified in Article 421(1) or 421(2)

070-130

1.2.2

liabilities from customers that are not financial customers

Article 427(1)(b)(vii) of CRR

070-090

1.2.2.1

liabilities from secured lending and capital market driven transactions

Article 427(1)(b)(ix) of CRR

070

1.2.2.1.1

collateralised by extremely high liquidity and credit quality assets

Article 427(1)(b)(ix) of CRR

080

1.2.2.1.2

collateralised by high liquidity and credit quality assets

Article 427(1)(b)(ix) of CRR

090

1.2.2.1.3

collateralised by any other assets

Article 427(1)(b)(ix) of CRR

100

1.2.2.2

liabilities from unsecured lending transactions

Article 427(1)(b)(vii) of CRR

110-130

1.2.2.3

liabilities that qualify for the treatment in Article 422(3) and (4)

Article 427(1)(b)(iii) of CRR

110

1.2.2.3.1

liabilities reported in 1.2.2.3 which are covered by a Deposit Guarantee Scheme in accordance with Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Article 427(1)(b)(iv) of CRR

120

1.2.2.3.2

liabilities reported in 1.2.2.3 which fall under point (b) of Article 422(3)

Article 427(1)(b)(v) of CRR

130

1.2.2.3.3

liabilities reported in 1.2.2.3 which fall under point (d) of Article 422(3)

Article 427(1)(b)(vi) of CRR

140-200

1.2.3

liabilities from customers that are financial customers

Article 427(1)(b)(vii) of CRR

140-160

1.2.3.1

liabilities from secured lending and capital market driven transactions

Article 414(1)(b)(viii) of CRR

140

1.2.3.1.1

collateralised by extremely high liquidity and credit quality assets

Article 414(1)(b)(viii) of CRR

150

1.2.3.1.2

collateralised by high liquidity and credit quality assets

Article 414(1)(b)(viii) of CRR

160

1.2.3.1.3

collateralised by any other assets

Article 414(1)(b)(viii) of CRR

170

1.2.3.2

liabilities from unsecured lending transactions

Article 414(1)(b)(vi) of CRR

180-200

1.2.3.3

liabilities that qualify for the treatment in Article 422(3) and (4)

Article 414(1)(b)(iii) of CRR

180

1.2.3.3.1

liabilities reported in 1.2.3.3 which are covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Article 414(1)(b)(iv) of CRR

190

1.2.3.3.2

liabilities reported in 1.2.3.3 which fall under point (b) of Article 422(3)

Article 427(1)(b)(v) of CRR

200

1.2.3.3.3

liabilities reported in 1.2.3.3 which fall under point (d) of Article 422(3)

Article 427(1)(b)(vi) of CRR

210

1.2.4

liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5)

Article 427(1)(b)(x) of CRR

220

1.2.5

liabilities resulting from securities defined in Article 52(4) of Directive 2009/65/EC

Article 427(1)(b)(x) of CRR

230

1.2.6

other liabilities resulting from securities issued

Article 427(1)(b)(xi) of CRR

240

1.2.7

liabilities from derivatives payables contracts

250

1.2.8

any other liabilities

Article 427(1)(b)(xii) of CRR