| | | Amount |
|---|
| Code | Label | 0010 |
|---|
| 0010 | Liquidity Requirement | 460136 |
| 0020 | Client guarantees | 460135 |
| 0030 | Total liquid assets | 145637 |
| 0040 | Unencumbered short term deposits | 459764 |
| 0050 | Total eligible receivables due within 30 days | 459765 |
| 0060 | Level 1 assets | 145369 |
| 0070 | Coins and banknotes | 460022 |
| 0080 | Withdrawable central bank reserves | 460004 |
| 0090 | Central bank assets | 460003 |
| 0100 | Central government assets | 460010 |
| 0110 | Regional government/local authorities assets | 460009 |
| 0120 | Public Sector Entity assets | 460008 |
| 0130 | Recognisable domestic and foreign currency central government and central bank assets | 460005 |
| 0140 | Credit institution (protected by Member State government, promotional lender) assets | 460006 |
| 0150 | Multilateral development bank and international organisations assets | 460007 |
| 0160 | Extremely high quality covered bonds | 460021 |
| 0170 | Level 2A assets | 145370 |
| 0180 | Regional government/local authorities or Public Sector Entities assets (Member State, RW20 %) | 460015 |
| 0190 | Central bank or central/regional government or local authorities or Public Sector Entities assets (Third Country, RW20 %) | 460014 |
| 0200 | High quality covered bonds (CQS2) | 460018 |
| 0210 | High quality covered bonds (Third Country, CQS1) | 460016 |
| 0220 | Corporate debt securities (CQS1) | 460012 |
| 0230 | Level 2B assets | 145372 |
| 0240 | Asset-backed securities | 460017 |
| 0250 | Corporate debt securities | 460013 |
| 0260 | Shares (major stock index) | 460019 |
| 0270 | Restricted-use central bank committed liquidity facilities | 145337 |
| 0280 | High quality covered bonds (RW35 %) | 460020 |
| 0290 | Qualifying CIU shares/units | 460011 |
| 0300 | Total other eligible financial instruments | 460023 |
| 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. |
| Counterparty nature | Specifies or constrains the nature of a counterparty, such as whether the counterparty is to be considered a large regulated financial entity according to the CRR or whether the counterparty is a central bank (cf. Counterparty Sector). |
| Counterparty - Party other than the reporting institution in a contract or transaction. |
| Encumbrance | Specifies the condition related to the encumbrance of the asset |
| Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees |
| Exposures by Credit Quality steps at inception | Defines the credit quality of the securitisation position according to the Credit Quality Steps scale at inception. |
| Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale |
| General liquidity requirements | General conditions related to liquidity under the liquidity provisions framework |
| Liquidity - Defines different liquidity-related conditions of assets and liabilities |
| Main category that generates the provision | Defines the main category that generates the related provisions. |
| 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. |
| Risk weights | Specifies the value of the risk weights that are applied to an exposure for capital requirement purposes. |
| Percentages - Percentages |
| Specific liquidity requirements | Specific conditions related to liquidity under the liquidity provisions framework |
| Liquidity - Defines different liquidity-related conditions of assets and liabilities |
| Contingent scenario/Assumptions used | Contingent scenario whose impact is reported |
| Contingent scenario - Defines the contingent scenarios whose impact is reported |
| Instrument | Defines instrument or product type of the main category item |
| 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. |