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Dimension



Liquidity quality of collateral received

Liquidity conditions specified for collateral received under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities


Members of this dimension

x49 - Central Bank eligible (Reports:F 32.02.a; F 32.02.b; F 36.02.c; )
x50 - Assets other than extremely HLCQ and HLCQ (Reports:)
x56 - Extremely HLCQ (Reports:)
x58 - HLCQ (Reports:)
x78 - Not included as Liquid assets in LCR (Reports:C 74.00.a; C 74.00.w; C 75.01.a; C 75.01.w; )
x90 - Qualifying liquid assets (Reports:)
x92 - Qualifying liquid assets under Art. 416 (1) (a) (Reports:)
x93 - Qualifying liquid assets under Art. 416 (1) (b) (Reports:)
x94 - Qualifying liquid assets under Art. 416 (1) (c) (Reports:)
x103 - Non Central Bank eligible (Reports:)
x106 - Level 1 assets (Reports:C 66.01.a; C 66.01.w; )
x107 - Level 2A (Reports:C 66.01.a; C 66.01.w; C 74.00.a; C 74.00.w; C 75.01.a; C 75.01.w; )
x108 - Level 2B (Reports:C 66.01.a; C 66.01.w; C 74.00.a; C 74.00.w; C 75.01.a; C 75.01.w; )
x112 - Level 1 extremely high quality covered bonds (Reports:C 66.01.a; C 66.01.w; C 74.00.a; C 74.00.w; C 75.01.a; C 75.01.w; )
x154 - Level 1 excluding extremely high quality covered bonds (Reports:C 74.00.w; C 75.01.a; C 75.01.w; )
x155 - Other than Level 1 assets (Reports:C 80.00.a; C 80.00.w; )
x196 - All liquid assets (Reports:C 74.00.a; C 74.00.w; )
x206 - Level 1 assets excluding extremely high quality covered bonds (Reports:C 66.01.a; C 66.01.w; C 74.00.a; C 74.00.w; C 80.00.a; C 80.00.w; )
x233 - Liquid assets: Level 1, 2A, 2b, 2b Securitisations (Reports:F 32.02.a; F 32.02.b; )





Reports using this dimension


C 66.01.aMaturity ladder. Total. Overnight and higher maturity.
C 66.01.wMaturity ladder. Significant currencies. Overnight and higher maturity.
C 74.00.aLC(DA - Liquidity Coverage. Inflows. Total (DA)
C 74.00.wLC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)
C 75.01.aLC(DA - Liquidity Coverage. Collateral swaps. Total (DA)
C 75.01.wLC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)
C 80.00.aNSFR - Required stable funding (I). Total
C 80.00.wNSFR - Required stable funding (I). Significant currencies
F 32.02.aAE-COL - Asset encumbrance: Encumbrance overview - Collateral (a)
F 32.02.bAE-COL - Asset encumbrance: Encumbrance overview - Collateral (b)
F 36.02.cAE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c)