LCR haircut eligibility | |
| Percentages - Percentages |
| x1 - 0% (Reports:C 80.00.a; C 80.00.w; C 82.00.a; C 82.00.w; ) |
| x7 - 12% (Reports:C 80.00.a; C 80.00.w; ) |
| x8 - 20% (Reports:C 80.00.a; C 80.00.w; ) |
| x9 - 35% (Reports:C 80.00.a; C 80.00.w; ) |
| x10 - 50% (Reports:C 80.00.a; C 80.00.w; ) |
| x446 - 7% (Reports:C 80.00.a; C 80.00.w; ) |
| x447 - 15% (Reports:C 80.00.a; C 80.00.w; ) |
| x448 - 25% (Reports:C 80.00.a; C 80.00.w; ) |
| x449 - 30% (Reports:C 80.00.a; C 80.00.w; ) |
| x450 - 40% (Reports:C 80.00.a; C 80.00.w; ) |
| x451 - 55% (Reports:C 80.00.a; C 80.00.w; ) |
| x454 - 5% (Reports:C 80.00.a; C 80.00.w; ) |
| x455 - 5% (Level 1 assets) or 7%(Shares or units in CIUs ) (Reports:C 82.00.a; C 82.00.w; ) |
| x456 - 15% (Level 2A assets) or 0-20% (Shares or units in CIUs) (Reports:C 82.00.a; C 82.00.w; ) |
| x457 - 25% (Level 2B Assets) or 30-55% (Shares or units in CIUs) (Reports:C 82.00.a; C 82.00.w; ) |
| C 80.00.a | NSFR - Required stable funding (I). Total |
| C 80.00.w | NSFR - Required stable funding (I). Significant currencies |
| C 82.00.a | NSFR - Simplified required stable funding (I). Total |
| C 82.00.w | NSFR - Simplified required stable funding (I). Significant currencies |