C 73.00.w - LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)





AmountMarket value of collateral extendedValue of collateral extended according to Article 9WeightOutflow
Applicable weight
CodeLabel00100020003000500060
0010OUTFLOWS148617148333
0020OUTFLOWS FROM UNSECURED TRANSACTIONS/DEPOSITS148616148330
0030Retail deposits148517148167
0035deposits exempted from the calculation of outflows427776425900427175
0040deposits where the payout has been agreed within the following 30 days148521147392148170
0050deposits subject to higher outflows148527148174
0060category 1148522147393148171
0070category 2148523147394148172
0080stable deposits148520147391148169
0090derogated stable deposits148524147395148173
0100deposits in third countries where a higher outflow is applied148519147390148168
0110other retail deposits148528147396148175
0120Operational deposits148548148195
0130maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship148549148196
0140covered by DGS148546147412148193
0150not covered by DGS148547147413148194
0160maintained in the context of IPS or a cooperative network148551148198
0170not treated as liquid assets for the depositing institution148552147415148199
0180treated as liquid assets for the depositing credit institution148553147416148200
0190maintained in the context of an established operational relationship (other) with non-financial customers148533147401148180
0200maintained to obtain cash clearing and central credit institution services within a network148550147414148197
0203Excess operational deposits427784427183
0204deposits by financial customers427780425908427179
0205deposits by other customers427779427178
0206covered by DGS427777425903427176
0207not covered by DGS427778425904427177
0210Non-operational deposits148556148203
0220correspondent banking and provisions of prime brokerage deposits148558147420148205
0230deposits by financial customers148540147406148187
0240deposits by other customers148534148181
0250covered by DGS148531147399148178
0260not covered by DGS148532147400148179
0270Additional outflows148580148226
0280collateral other than Level 1 assets collateral posted for derivatives148579147438148225
0290Level 1 EHQ Covered Bonds assets collateral posted for derivatives148578147437148224
0300material outflows due to deterioration of own credit quality148574147433148220
0310impact of an adverse market scenario on derivatives transactions148571434241148217
0340outflows from derivatives148589147446148235
0350short positions148590148236
0360covered by collateralized SFT148591147447148237
0370other148592147448148238
0380callable excess collateral148581147439148227
0390due collateral148582147440148228
0400liquid asset collateral exchangable for non-liquid asset collateral148583147441148229
0410loss of funding on structured financing activites148588148234
0420structured financing instruments148585147443148231
0430financing facilites148584147442148230
0450internal netting of client´s positions148587147445148233
0460Committed facilities148610148324
0470credit facilities148611148325
0480to retail customers148529147397148176
0490to non-financial customers other than retail customers148535147402148182
0500to credit institutions148501148151
0510for funding promotional loans of retail customers148503147377148153
0520for funding promotional loans of non-financial customers148504147378148154
0530other148502147376148152
0540to regulated institutions other than credit institutions148569147429148215
0550within a group or an IPS if subject to preferential treatment148505147379148155
0560within IPS or cooperative network if treated as liquid asset by the depositing institution148506147380148156
0570to other financial customers148544147410148191
0580liquidity facilities148612148326
0590to retail customers148530147398148177
0600to non-financial customers other than retail customers148563147423148209
0610to personal investment companies148613147460148327
0620to SSPEs148536148183
0630to purchase assets other than securities from non-financial customers148537147403148184
0640other148538147404148185
0650to credit institutions148507148157
0660for funding promotional loans of retail customers148509147382148159
0670for funding promotional loans of non-financial customers148510147383148160
0680other148508147381148158
0690within a group or an IPS if subject to preferential treatment148511147384148161
0700within IPS or cooperative network if treated as liquid asset by the depositing institution148512147385148162
0710to other financial customers148545147411148192
0720Other products and services148594148239
0731Uncommitted funding facilities427788429090427187
0740undrawn loans and advances to wholesale counterparties148555147418148202
0750mortgages that have been agreed but not yet drawn down148597147451148242
0760credit cards148598147452148243
0770overdrafts148599147453148244
0780planned outflows related to renewal or extension of new retail or wholesale loans148600434242148245
0850planned derivatives payables148601147454148246
0860trade finance off-balance sheet related products148602147455148247
0870others148595147449148240
0885Other liabilities and due commitments427789427188
0890liabilities resulting from operating expenses427791425925427190
0900in the form of debt securities if not treated as retail deposits427792425926427191
0912the excess of funding to non-financial customers427782427181
0913the excess of funding to retail customers427775425899427174
0914the excess of funding to non financial corporates427774425897427173
0915the excess of funding to sovereigns, MLDBs and PSEs427786425918427185
0916the excess of funding to other legal entities427787425920427186
0917assets borrowed on an unsecured basis427790425924427189
0918others427781425909427180
0920OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS148614148328
0930Counterparty is central bank148488148625148138
0940level 1 excl. EHQ Covered Bonds collateral148487148624147365148136
0945of which collateral extended meets operational requirements427766427837427886
0950level 1 EHQ Covered Bonds collateral148486148623147364148135
0955of which collateral extended meets operational requirements427765427836427885
0960level 2A collateral148481148618147359148130
0965of which collateral extended meets operational requirements427760427831427880
0970level 2B asset-backed securities (residential or automobile, CQS1) collateral148482148619147360148131
0975of which collateral extended meets operational requirements427762427833427882
0980level 2B covered bonds148483148620147361148132
0985of which collateral extended meets operational requirements427763427834427883
0990level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral148484148621147362148133
0995of which collateral extended meets operational requirements427764427835427884
1000other Level 2B assets collateral148485148622147363148134
1005of which collateral extended meets operational requirements427761427832427881
1010non-liquid assets collateral148489148626147366148139
1020Counterparty is non-central bank148497148634148147
1030level 1 excl. EHQ Covered Bonds collateral148496148633147373148146
1035of which collateral extended meets operational requirements427773427844427893
1040level 1 EHQ Covered Bonds collateral148495148632147372148145
1045of which collateral extended meets operational requirements427772427843427892
1050level 2A collateral148490148627147367148140
1055of which collateral extended meets operational requirements427767427838427887
1060level 2B asset-backed securities (residential or automobile, CQS1) collateral148491148628147368148141
1065of which collateral extended meets operational requirements427769427840427889
1070level 2B covered bonds148492148629147369148142
1075of which collateral extended meets operational requirements427770427841427890
1080level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral148493148630147370148143
1085of which collateral extended meets operational requirements427771427842427891
1090other Level 2B assets collateral148494148631147371148144
1095of which collateral extended meets operational requirements427768427839427888
1100non-liquid assets collateral148498429091429092148148
1130TOTAL OUTFLOWS FROM COLLATERAL SWAPS148332
1139 - MEMORANDUM ITEMS
1170LIQUIDITY OUTFLOWS TO BE NETTED BY INTERDEPENDENT INFLOWS148608429093
1179 - OPERATIONAL DEPOSITS MAINTAINED FOR CLEARING, CUSTODY, CASH MANAGEMENT OR OTHER COMPARABLE SERVICES IN THE CONTEXT OF AN ESTABLISHED OPERATIONAL RELATIONSHIP
1180provided by credit institutions148499147374148149
1190provided by financial customers other than credit institutions148542147408148189
1200provided by sovereigns, central banks, MDBs and PSEs148567147427148213
1210provided by other customers148514147387148164
1289 - INTRA GROUP OR IPS OUTFLOWS
1290of which: to financial customers148541147407148188
1300of which: to non-financial customers427783425913427182
1310of which: secured148615148637148654147461148329
1320of which: credit facilities without preferential treatment148576147435148222
1330of which: liquidity facilites without preferential treatment148577147436148223
1340of which: operational deposits148554147417148201
1345of which: excess operational deposits427785425916427184
1350of which: non-operational deposits148557147419148204
1360of which: liabilities in the form of debt securities if not treated as retail deposits148559147421148206
1370FX OUTFLOWS148609147459148323
1399 - Secured funding waived from Article 17 (2) and (3)
1400of which: secured by L1 excl. EHQCB427758427878
1410of which: secured by L1 EHQCB427757427877
1420of which: secured by L2A427755427875
1430of which: secured by L2B427756427876
1440of which: secured by non-liquid assets427759




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.
Liquidity quality of collateral givenLiquidity conditions specified for collateral given under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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.
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.
General liquidity requirementsGeneral conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
GuarantorDefines the institutional sector of the guarantor (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
PurposeDefines the purpose of a balance or transaction.
Purpose - Purpose of the contract or transaction.
Related parties/RelationshipsDefines the relationship between the reporting institution 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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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)
Contingent scenario/Assumptions usedContingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported
Currency with significant liabilitiesDefines the currencies of the significant liabilities
Currency - Currency
Currency conversion approachIndicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency