| | | Amount/Market value | Applicable weight | Value according to Article 9 |
|---|
| Code | Label | 0010 | 0030 | 0040 |
|---|
| 0010 | TOTAL UNADJUSTED LIQUID ASSETS | 143793 | 434240 | 145637 |
| 0020 | Total unadjusted level 1 ASSETS | 143486 | 434239 | 145369 |
| 0030 | Total unadjusted level 1 assets excluding extremely high quality covered bonds | 143503 | | 145379 |
| 0040 | Coins and banknotes | 143505 | 144098 | 145381 |
| 0050 | Withdrawable central bank reserves | 143448 | 144019 | 145340 |
| 0060 | Central bank assets | 143446 | 144017 | 145338 |
| 0070 | Central government assets | 143458 | 144035 | 145348 |
| 0080 | Regional government / local authorities assets | 143456 | 144031 | 145346 |
| 0090 | Public Sector Entity assets | 143454 | 144027 | 145344 |
| 0100 | Recognisable domestic and foreign currency central government and central bank assets | 143451 | 144021 | 145341 |
| 0110 | Credit institution (protected by Member State government, promotional lender) assets | 143452 | 144023 | 145342 |
| 0120 | Multilateral development bank and international organisations assets | 143453 | 144025 | 145343 |
| 0130 | Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure | 143464 | 144049 | 145354 |
| 0140 | Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds | 143465 | 144050 | 145355 |
| 0150 | Alternative Liquidity Approaches: Central bank credit facility | 143447 | 144018 | 145339 |
| 0160 | Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution | 143504 | 144097 | 145380 |
| 0170 | Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1 | 143484 | 144075 | 145368 |
| 0180 | Total unadjusted level 1 extremely high quality covered bonds | 143493 | 144094 | 145376 |
| 0190 | Extremely high quality covered bonds | 143494 | 144095 | 145377 |
| 0200 | Qualifying CIU shares/units: underlying is extremely high quality covered bonds | 143466 | 144051 | 145356 |
| 0210 | Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution | 143495 | 144096 | 145378 |
| 0220 | Total unadjusted level 2 ASSETS | 143506 | 144099 | 145382 |
| 0230 | Total unadjusted level 2A assets | 143487 | 144088 | 145370 |
| 0240 | Regional government / local authorities or Public Sector Entity assets (Member State, RW20%) | 143455 | 144030 | 145345 |
| 0250 | Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%) | 143457 | 144033 | 145347 |
| 0260 | High quality covered bonds (CQS2) | 143483 | 144073 | 145367 |
| 0270 | High quality covered bonds (Third Country, CQS1) | 143479 | 144068 | 145363 |
| 0280 | Corporate debt securities (CQS1) | 143469 | 144053 | 145357 |
| 0290 | Qualifying CIU shares/units: underlying is Level 2A assets | 143461 | 144046 | 145351 |
| 0300 | Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution | 143488 | 144089 | 145371 |
| 0310 | Total unadjusted level 2B assets | 143489 | 144090 | 145372 |
| 0320 | Asset-backed securities (residential, CQS1) | 143480 | 144069 | 145364 |
| 0330 | Asset-backed securities (auto, CQS1) | 143481 | 144070 | 145365 |
| 0340 | High quality covered bonds (RW35%) | 143492 | 144093 | 145375 |
| 0350 | Asset-backed securities (commercial or individuals, Member State, CQS1) | 143482 | 144071 | 145366 |
| 0360 | Corporate debt securities (CQS2/3) | 143471 | 144057 | 145359 |
| 0370 | Corporate debt securities - non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3 | 143470 | 144055 | 145358 |
| 0380 | Shares (major stock index) | 143491 | 144092 | 145374 |
| 0390 | Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 143478 | 144063 | 145362 |
| 0400 | Restricted-use central bank committed liquidity facilities | 143445 | 144016 | 145337 |
| 0410 | Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1) | 143460 | 144039 | 145350 |
| 0420 | Qualifying CIU shares/units: underlying is high quality covered bonds (RW35%) | 414576 | 414578 | 414580 |
| 0430 | Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1) | 143459 | 144038 | 145349 |
| 0440 | Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 143462 | 144047 | 145352 |
| 0450 | Deposits by network member with central institution (no obligated investment) | 143476 | 144060 | 145360 |
| 0460 | Liquidity funding available to network member from central institution (non-specified collateralisation) | 143477 | 144061 | 145361 |
| 0470 | Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution | 143490 | 144091 | 145373 |
| 0479 - Memorandum |
| 0485 | Deposits by network member with central institution (obligated investment) | 425448 | | |
| 0580 | Level 1/2A/2B assets excluded due to currency reasons | 143499 | | |
| 0590 | Level 1/2A/2B assets excluded for operational reasons except for currency reasons | 143500 | | |
| 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. |
| 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. |
| Exposures by Credit Quality steps at reporting date | Defines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date. |
| 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 |
| 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. |
| 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. |
| 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 |