| | | Amount | Applicable RSF factor | Required stable funding |
|---|
| | | Non-HQLA by maturity | Non-HQLA by maturity | |
|---|
| | | < 1 year | ? 1 year | HQLA | < 1 year | ? 1 year | HQLA | |
|---|
| Code | Label | 0010 | 0020 | 0030 | 0070 | 0080 | 0090 | 0100 |
|---|
| 0010 | REQUIRED STABLE FUNDING | 455571 | 455572 | 455570 | | | | 458581 |
| 0020 | RSF from central bank assets | 455316 | 455317 | 455314 | | | | 458723 |
| 0030 | cash, reserves and HQLA exposures to central banks | 455320 | 455321 | 455315 | 458061 | 458062 | 458060 | 458724 |
| 0040 | other non-HQLA central bank exposures | 455324 | 455325 | | 458063 | 458064 | | 458725 |
| 0050 | RSF from liquid assets | | | 455446 | | | | 458792 |
| 0060 | level 1 assets eligible for 0% LCR haircut | | | 455378 | | | | 458767 |
| 0070 | unencumbered or encumbered for a residual maturity of less than six months | | | 455352 | | | 458219 | 458744 |
| 0080 | encumbered for a residual maturity of at least six months but less than one year | | | 455361 | | | 458228 | 458753 |
| 0090 | encumbered for a residual maturity of one year or more | | | 455330 | | | 458197 | 458727 |
| 0100 | level 1 eligible for 7% LCR haircut | | | 455385 | | | | 458774 |
| 0110 | unencumbered or encumbered for a residual maturity of less than six months | | | 455358 | | | 458225 | 458750 |
| 0120 | encumbered for a residual maturity of at least six months but less than one year | | | 455367 | | | 458234 | 458759 |
| 0130 | encumbered for a residual maturity of one year or more | | | 455337 | | | 458204 | 458734 |
| 0140 | Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts | | | 455386 | | | | 458775 |
| 0150 | unencumbered or encumbered for a residual maturity of less than six months | | | 455359 | | | 458226 | 458751 |
| 0160 | encumbered for a residual maturity of at least six months but less than one year | | | 455368 | | | 458235 | 458760 |
| 0170 | encumbered for a residual maturity of one year or more | | | 455338 | | | 458205 | 458735 |
| 0180 | Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts | | | 455387 | | | | 458776 |
| 0190 | unencumbered or encumbered for a residual maturity of less than one year | | | 455370 | | | 458237 | 458762 |
| 0200 | encumbered for a residual maturity of one year or more | | | 455339 | | | 458206 | 458736 |
| 0210 | RSF from securities other than liquid assets | 455401 | 455402 | | | | | 458781 |
| 0220 | unencumbered or encumbered for a residual maturity of less than one year | 455374 | 455375 | | 458241 | 458242 | | 458764 |
| 0230 | encumbered for a residual maturity of one year or more | 455347 | 455348 | | 458214 | 458215 | | 458740 |
| 0240 | RSF from loans | 455397 | 455398 | | | | | 458780 |
| 0250 | loans to non-financials | 455559 | 455560 | | | | | 458847 |
| 0260 | unencumbered or encumbered for a residual maturity of less than one year | 455551 | 455552 | | 458430 | 458431 | | 458844 |
| 0270 | encumbered for a residual maturity of one year or more | 455537 | 455538 | | 458416 | 458417 | | 458839 |
| 0280 | loans to financials | 455532 | 455533 | | | | | 458837 |
| 0290 | unencumbered or encumbered for a residual maturity of less than one year | 455524 | 455525 | | 458395 | 458396 | | 458834 |
| 0300 | encumbered for a residual maturity of one year or more | 455510 | 455511 | | 458381 | 458382 | | 458829 |
| 0310 | trade finance on-balance sheet products | 455408 | 455409 | | 458253 | 458254 | | 458783 |
| 0320 | RSF from interdependent assets | 455447 | 455448 | | 458283 | 458284 | | 458793 |
| 0330 | RSF from assets within a group or an IPS if subject to preferential treatment | 455468 | 455469 | | 458302 | 458303 | | 458799 |
| 0380 | RSF from contributions to CCP default fund | 455472 | 455473 | 455467 | 458313 | 458314 | 458301 | 458802 |
| 0390 | RSF from other assets | 455478 | 455479 | | 458321 | 458322 | | 458806 |
| 0400 | RSF from OBS items | 455421 | 455423 | | | | | 458786 |
| 0410 | committed facilities within a group or an IPS if subject to preferential treatment | 455432 | 455434 | | 458271 | 458273 | | 458789 |
| 0420 | commited facilities | 455433 | 455435 | | 458272 | 458274 | | 458790 |
| 0430 | trade finance off-balance sheet items | 455422 | 455424 | | 458264 | 458265 | | 458787 |
| 0440 | non-performing off-balance sheet items | 455414 | 455415 | | 458257 | 458258 | | 458784 |
| 0450 | other off-balance sheet exposures determined by competent authorities | 455440 | 455441 | | 458279 | 458280 | | 458791 |
| 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"). |
| 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"). |
| Base | 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 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 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. |
| 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 collateral | Defines 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 sector | Defines 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 requirements | General conditions related to liquidity under the liquidity provisions framework |
| Liquidity - Defines different liquidity-related conditions of assets and liabilities |
| Impairment status | Status 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 assets | Liquidity conditions specified for assets under the liquidity provisions framework |
| Liquidity - Defines different liquidity-related conditions of assets and liabilities |
| Residual maturity | Time remaining from the reporting date to the maturity date. |
| Time interval - Time bands (e.g. > 60 days <= 90 days). |
| Time of encumbrance | Specifies the time that the assets is expected to remain encumbered. |
| Time interval - Time bands (e.g. > 60 days <= 90 days). |
| Type of activity | Defines 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) |