C 80.00.a - NSFR - Required stable funding (I). Total





AmountApplicable RSF factorRequired stable funding
Non-HQLA by maturityHQLANon-HQLA by maturityHQLA
< 6 months? 6 months to < 1 year? 1 year < 6 months? 6 months to < 1 year? 1 year
CodeLabel001000200030004000900100011001200130
0010REQUIRED STABLE FUNDING455574455573455572455570458581
0020RSF from central bank assets455319455318455317455314458723
0030cash, reserves and HQLA exposures to central banks455323455322455321455315458724
0040unencumbered or encumbered for a residual maturity of less than six months455309455308455307455306458055458054458053458052458721
0050encumbered for a residual maturity of at least six months but less than one year455313455312455311455310458059458058458057458056458722
0060encumbered for a residual maturity of one year or more455305455304455303455302458051458050458049458048458720
0070other non-HQLA central bank exposures455327455326455325458066458065458064458725
0080RSF from liquid assets455446458792
0090level 1 assets eligible for 0% LCR haircut455377458766
0100unencumbered or encumbered for a residual maturity of less than six months455351458218458743
0110encumbered for a residual maturity of at least six months but less than one year455360458227458752
0120encumbered for a residual maturity of one year or more455329458196458726
0130level 1 assets eligible for 5% LCR haircut455503458826
0140unencumbered or encumbered for a residual maturity of less than six months455493458347458816
0150encumbered for a residual maturity of at least six months but less than one year455497458351458820
0160encumbered for a residual maturity of one year or more455489458343458812
0170level 1 eligible for 7% LCR haircut455380458769
0180unencumbered or encumbered for a residual maturity of less than six months455354458221458746
0190encumbered for a residual maturity of at least six months but less than one year455363458230458755
0200encumbered for a residual maturity of one year or more455333458200458730
0210level 1 assets eligible for 12% LCR haircut455499458822
0220unencumbered or encumbered for a residual maturity of less than six months455490458344458813
0230encumbered for a residual maturity of at least six months but less than one year455494458348458817
0240encumbered for a residual maturity of one year or more455485458339458808
0250level 2A assets eligible for 15% LCR haircut455381458770
0260unencumbered or encumbered for a residual maturity of less than six months455355458222458747
0270encumbered for a residual maturity of at least six months but less than one year455364458231458756
0280encumbered for a residual maturity of one year or more455334458201458731
0290level 2A assets eligible for 20% LCR haircut455500458823
0300unencumbered or encumbered for a residual maturity of less than six months455491458345458814
0310encumbered for a residual maturity of at least six months but less than one year455495458349458818
0320encumbered for a residual maturity of one year or more455486458340458809
0330level 2B securitizations eligible for 25% LCR haircut455382458771
0340unencumbered or encumbered for a residual maturity of less than six months455356458223458748
0350encumbered for a residual maturity of at least six months but less than one year455365458232458757
0360encumbered for a residual maturity of one year or more455335458202458732
0370level 2B assets eligible for 30% LCR haircut455383458772
0380unencumbered or encumbered for a residual maturity of less than six months455357458224458749
0390encumbered for a residual maturity of at least six months but less than one year455366458233458758
0400encumbered for a residual maturity of one year or more455336458203458733
0410level 2B assets eligible for 35% LCR haircut455379458768
0420unencumbered or encumbered for a residual maturity of less than six months455353458220458745
0430encumbered for a residual maturity of at least six months but less than one year455362458229458754
0440encumbered for a residual maturity of one year or more455331458198458728
0450level 2B assets eligible for 40% LCR haircut455384458773
0460unencumbered or encumbered for a residual maturity of less than six months455492458346458815
0470encumbered for a residual maturity of at least six months but less than one year455496458350458819
0480encumbered for a residual maturity of one year or more455487458341458810
0490level 2B assets eligible for 50% LCR haircut455501458824
0500unencumbered or encumbered for a residual maturity of less than one year455369458236458761
0510encumbered for a residual maturity of one year or more455332458199458729
0520level 2B assets eligible for 55% LCR haircut455502458825
0530unencumbered or encumbered for a residual maturity of less than one year455498458352458821
0540encumbered for a residual maturity of one year or more455488458342458811
0550HQLAs encumbered for a residual maturity of one year or more in a cover pool455349458216458741
0560RSF from securities other than liquid assets455404455403455402458781
0570non- HQLA securities and exchange traded equities455393455392455391458778
0580unencumbered or encumbered for a residual maturity of less than one year455373455372455371458240458239458238458763
0590encumbered for a residual maturity of one year or more455342455341455340458209458208458207458737
0600non-HQLA non-exchange traded equities455343458210458738
0610non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool455396455395455394458249458248458247458779
0620RSF from loans455400455399455398458780
0630operational deposits455390455389455388458246458245458244458777
0640securities financing transactions with financial customers455536455535455534458838
0650collateralized by level 1 assets eligible for 0% LCR haircut455528455527455526458835
0660unencumbered or encumbered for a residual maturity of less than six months455514455513455512458385458384458383458830
0670encumbered for a residual maturity of at least six months but less than one year455520455519455518458391458390458389458832
0680encumbered for a residual maturity of one year or more455506455505455504458377458376458375458827
0690collateralized by other assets455531455530455529458836
0700unencumbered or encumbered for a residual maturity of less than six months455517455516455515458388458387458386458831
0710encumbered for a residual maturity of at least six months but less than one year455523455522455521458394458393458392458833
0720encumbered for a residual maturity of one year or more455509455508455507458380458379458378458828
0730other loans and advances to financial customers455407455406455405458252458251458250458782
0740assets encumbered for a residual maturity of one year or more in a cover pool455346455345455344458213458212458211458739
0750loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less455558455557455556458846
0760of which, residential mortgages455567455564455561458848
0770unencumbered or encumbered for a residual maturity of less than six months455547455546455545458426458425458424458842
0780encumbered for a residual maturity of at least six months but less than one year455550455549455548458429458428458427458843
0790encumbered for a residual maturity of one year or more455543455541455539458422458420458418458840
0800other loans to non-financial customers other than central banks455568455565455562458849
0810of which, residential mortgages455569455566455563458850
0820unencumbered or encumbered for a residual maturity of less than one year455555455554455553458434458433458432458845
0830encumbered for a residual maturity of one year or more455544455542455540458423458421458419458841
0840trade finance on-balance sheet products455411455410455409458256458255458254458783
0850RSF from interdependent assets455450455449455448458793
0860centralised regulated savings455456455455455454458290458289458288458795
0870promotional loans and credit and liquidity facilities455459455458455457458293458292458291458796
0880eligible covered bonds455453455452455451458287458286458285458794
0890derivatives client clearing activities455462455461455460458296458295458294458797
0900others455465455464455463458299458298458297458798
0910RSF from assets within a group or an IPS if subject to preferential treatment455471455470455469458305458304458303458799
0960RSF from contributions to CCP default fund455475455474455473455467458316458315458314458301458802
0970RSF from other assets455481455480455479458806
0980physically traded commodities455476458317458803
0990unencumbered or encumbered for a residual maturity of less than one year455376458243458765
1000encumbered for a residual maturity of one year or more455350458217458742
1010trade date receivables455477458318458804
1020non-performing assets455420455419455418458263458262458261458785
1030other assets455431455430455429458270458269458268458788
1040RSF from OBS items455427455425455423458786
1050committed facilities within a group or an IPS if subject to preferential treatment455438455436455434458277458275458273458789
1060committed facilities455439455437455435458278458276458274458790
1070trade finance off-balance sheet items455428455426455424458267458266458265458787
1080non-performing off-balance sheet items455417455416455415458260458259458258458784
1090other off-balance sheet exposures for which the competent authority has determined RSF factors455443455442455441458282458281458280458791




Dimensions
MetricDetails the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Related parties/Relationship of the collateralDefines the relationship between counterparty of the collateral with an entity or a person; in particular, it specifies the type of related party.
Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
LCR haircut eligibility
Percentages - Percentages
General liquidity requirementsGeneral conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Impairment statusStatus for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
Liquidity quality of assetsLiquidity conditions specified for assets under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Liquidity quality of collateral receivedLiquidity conditions specified for collateral received under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
Risk weightsSpecifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
Percentages - Percentages
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Time of encumbranceSpecifies the time that the assets is expected to remain encumbered.
Time interval - Time bands (e.g. > 60 days <= 90 days).
Type of activityDefines the type of activity (e.g. asset management or custody).
Type of activity - Defines the type of activity reported (e.g. asset management or custody)
Type of credit protectionSpecifies the type of credit protection
Credit protection - Concepts related with the application of Credit Risk Mitigation techniques.