EN L 97/ . C — LIQUIDITY COVERAGE — LIQUID ASSETS Currency Row ID Item Amount/ Market value Standard weight Applicable weight Value in accordance with Article 9 1 TOTAL UNADJUSTED LIQUID ASSETS Total unadjusted level 1 assets Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds Coins and banknotes 1,00 Withdrawable central bank reserves 1,00 Central bank assets 1,00 Central government assets 1,00 Regional government / local authorities assets 1,00 Public Sector Entity assets 1,00 Recognisable domestic and foreign currency central government and central bank assets 1,00 Credit institution (protected by Member State government, promotional lender) assets 1,00 Multilateral development bank and international organisations assets 1,00 Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure 1,00EN.  L 97/ Row ID Item Amount/ Market value Standard weight Applicable weight Value in accordance with Article 9 Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds 0,95 Alternative Liquidity Approaches: Central bank credit facility 1,00 Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution Alternative Liquidity Approaches: Level 2A assets recognised as Level 1 0,80 Total unadjusted LEVEL 1 extremely high quality covered bonds Extremely high quality covered bonds 0,93 Qualifying CIU shares/units: underlying is extremely high quality covered bonds 0,88 Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution Total unadjusted level 2 assets Total unadjusted LEVEL 2A assets Regional government / local authorities or Public Sector Entity assets (Member State, RW20%) 0,85 Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%) 0,85EN L 97/ . Row ID Item Amount/ Market value Standard weight Applicable weight Value in accordance with Article 9 High quality covered bonds (CQS2) 0,85 High quality covered bonds (Third Country, CQS1) 0,85 Corporate debt securities (CQS1) 0,85 Qualifying CIU shares/units: underlying is Level 2A assets 0,80 Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution Total unadjusted LEVEL 2B assets Asset-backed securities (residential, CQS1) 0,75 Asset-backed securities (auto, CQS1) 0,75 High quality covered bonds (RW35%) 0,70 Asset-backed securities (commercial or individuals, Member State, CQS1) 0,65 Corporate debt securities (CQS2/3) 0,50 Corporate debt securities - non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3) 0,50EN.  L 97/ Row ID Item Amount/ Market value Standard weight Applicable weight Value in accordance with Article 9 Shares (major stock index) 0,50 Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) 0,50 Restricted-use central bank committed liquidity facilities 1,00 Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1) 0,70 Qualifying CIU shares/units: underlying is High quality covered bonds (RW35%) 0,65 Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1) 0,60 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) 0,45 Deposits by network member with central institution (no obligated investment) 0,75 Liquidity funding available to network member from central institution (non-specified collateralisation) 0,75 Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institutionEN L 97/ . Row ID Item Amount/ Market value Standard weight Applicable weight Value in accordance with Article 9 MEMORANDUM ITEMS 2 Deposits by network member with central institution (obligated investment) 3 Level 1/2A/2B assets excluded due to currency reasons 4 Level 1/2A/2B assets excluded for operational reasons except for currency reasons.
EN.  L 97/ C — LIQUIDITY COVERAGE — OUTFLOWS Currency Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 1 OUTFLOWS Outflows from unsecured transactions/deposits Retail deposits deposits exempted from the calculation of outflows 0,00 deposits where the payout has been agreed within the following 30 days 1,00 deposits subject to higher outflows category 1 0,10-0,15 category 2 0,15-0,20 stable deposits 0,05 derogated stable deposits 0,03 deposits in third countries where a higher outflow is applied other retail deposits 0,10EN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship covered by DGS 0,05 not covered by DGS 0,25 maintained in the context of IPS or a cooperative network not treated as liquid assets for the depositing institution 0,25 treated as liquid assets for the depositing credit institution 1,00 maintained in the context of an established operational relationship (other) with non-financial customers 0,25 maintained to obtain cash clearing and central credit institution services within a network 0,25 Excess operational deposits deposits by financial customers 1,00 deposits by other customersEN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 covered by DGS 0,20 not covered by DGS 0,40 Non-operational deposits correspondent banking and provisions of prime brokerage deposits 1,00 deposits by financial customers 1,00 deposits by other customers covered by DGS 0,20 not covered by DGS 0,40 Additional outflows collateral other than Level 1 assets collateral posted for derivatives 0,20 Level 1 EHQ Covered Bonds assets collateral posted for derivatives 0,10 material outflows due to deterioration of own credit quality 1,00EN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 impact of an adverse market scenario on derivatives transactions 1,00 outflows from derivatives 1,00 short positions covered by collateralized SFT 0,00 other 1,00 callable excess collateral 1,00 due collateral 1,00 liquid asset collateral exchangable for non-liquid asset collateral 1,00 loss of funding on structured financing activites structured financing instruments 1,00 financing facilites 1,00 internal netting of client's positions 0,50EN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 Committed facilities credit facilities to retail customers 0,05 to non-financial customers other than retail customers 0,10 to credit institutions for funding promotional loans of retail customers 0,05 for funding promotional loans of non-financial customers 0,10 other 0,40 to regulated financial institutions other than credit institutions 0,40 within a group or an IPS if subject to preferential treatment within IPS or cooperative network if treated as liquid asset by the depositing institution 0,75 to other financial customers 1,00EN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 liquidity facilities to retail customers 0,05 to non-financial customers other than retail customers 0,30 to personal investment companies 0,40 to SSPEs to purchase assets other than securities from non-financial customers 0,10 other 1,00 to credit institutions for funding promotional loans of retail customers 0,05 for funding promotional loans of non-financial customers 0,30 other 0,40 within a group or an IPS if subject to preferential treatmentEN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 within IPS or cooperative network if treated as liquid asset by the depositing institution 0,75 to other financial customers 1,00 Other products and services Uncommitted funding facilities undrawn loans and advances to wholesale counterparties mortgages that have been agreed but not yet drawn down credit cards overdrafts planned outflows related to renewal or extension of new retail or wholesale loans derivatives payables trade finance off-balance sheet related products othersEN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 Other liabilities and due commitments liabilities resulting from operating expenses 0,00 in the form of debt securities if not treated as retail deposits 1,00 the excess of funding to non-financial customers the excess of funding to retail customers 1,00 the excess of funding to non financial corporates 1,00 the excess of funding to sovereigns, MLDBs and PSEs 1,00 the excess of funding to other legal entities 1,00 assets borrowed on an unsecured basis 1,00 others 1,00 Outflows from secured lending and capital market-driven transactions Counterparty is central bankEN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 level 1 excl. EHQ Covered Bonds collateral 0,00 of which collateral extended meets operational requirements level 1 EHQ Covered Bonds collateral 0,00 of which collateral extended meets operational requirements level 2A collateral 0,00 of which collateral extended meets operational requirements level 2B asset-backed securities (residential or automobile, CQS1) collateral 0,00 of which collateral extended meets operational requirements level 2B covered bonds 0,00 of which collateral extended meets operational requirements level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral 0,00 of which collateral extended meets operational requirementsEN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 other Level 2B assets collateral 0,00 of which collateral extended meets operational requirements non-liquid assets collateral 0,00 Counterparty is non-central bank level 1 excl. EHQ Covered Bonds collateral 0,00 of which collateral extended meets operational requirements level 1 EHQ Covered Bonds collateral 0,07 of which collateral extended meets operational requirements level 2A collateral 0,15 of which collateral extended meets operational requirements level 2B asset-backed securities (residential or automobile, CQS1) collateral 0,25 of which collateral extended meets operational requirementsEN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 level 2B covered bonds 0,30 of which collateral extended meets operational requirements level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral 0,35 of which collateral extended meets operational requirements other Level 2B assets collateral 0,50 of which collateral extended meets operational requirements non-liquid assets collateral 1,00 Total outflows from collateral swaps MEMORANDUM ITEMS 2 Liquidity outflows to be netted by interdependent inflows 3 Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship provided by credit institutionsEN L 97/ . Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 provided by financial customers other than credit institutions provided by sovereigns, central banks, MDBs and PSEs provided by other customers 4 Intra group or IPS outflows of which: to financial customers of which: to non-financial customers of which: secured of which: credit facilities without preferential treatment of which: liquidity facilites without preferential treatment of which: operational deposits of which: excess operational deposits of which: non-operational depositsEN.  L 97/ Amount Market value of collateral extended Value of collateral extended in accordan ce with Article 9 Standard Weight Applicable Weight Outflow Row ID Item 010 020 030 040 050 060 of which: liabilities in the form of debt securities if not treated as retail deposits 5 FX outflows 6 Secured funding waived from Article 17 (2) and (3) of which: secured by L1 excl. EHQCB of which: secured by L1 EHQCB of which: secured by L2A of which: secured by L2B of which: secured by non-liquid assets.
EN L 97/ . C — LIQUIDITY COVERAGE — INFLOWS Currency Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item 1 TOTAL INFLOWS Inflows from unsecured transactions/deposits monies due from non-financial customers (except for central banks) monies due from non-financial customers (except for central banks) not corresponding to principal repayment other monies due from non-financial customers (except for central banks) monies due from retail customers monies due from non-financial corporates monies due from sovereigns, multilateral development banks and public sector entities monies due from other legal entities monies due from central banks and financial customers monies due from financial customers being classified as operational deposits monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rateEN.  L 97/ Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate monies due from central banks and financial customers not being classified as oper ational deposits monies due from central banks monies due from financial customers inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) /61 monies due from trade financing transactions monies due from securities maturing within 30 days loans with an undefined contractual end date monies due from positions in major index equity instruments provided that there is no double counting with liquid assets inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets inflows from derivatives inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rateEN L 97/ . Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item other inflows Inflows from secured lending and capital market-driven transactions Counterparty is central bank collateral that qualifies as a liquid asset Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirementsEN.  L 97/ Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirements Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset collateral is non-liquid equity all other non-liquid collateral Counterparty is non-central bank collateral that qualifies as a liquid assetEN L 97/ . Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirements Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirementsEN.  L 97/ Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset margin loans: collateral is non-liquid collateral is non-liquid equity all other non-liquid collateral Total inflows from collateral swaps (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) (Excess inflows from a related specialised credit institution) MEMORANDUM ITEMS 2 FX inflowsEN L 97/ . Amount Market value of collateral received Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item 3 Inflows within a group or an institutional protection scheme Monies due from non-financial customers (except for central banks) Monies due from financial customers Secured transactions Monies due from maturing securities within 30 days Any other inflows within a group or an institutional protection scheme 4 Secured lending waived from Article 17 (2) and (3) of which: secured by L1 excl. EHQCB of which: secured by L1 EHQCB of which: secured by L2A of which: secured by L2B of which: secured by non-liquid assetsEN.  L 97/ Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item 1 TOTAL INFLOWS Inflows from unsecured transactions/deposits monies due from non-financial customers (except for central banks) monies due from non-financial customers (except for central banks) not corresponding to principal repayment 1,00 other monies due from non-financial customers (except for central banks) monies due from retail customers 0,50 monies due from non-financial corporates 0,50 monies due from sovereigns, multilateral development banks and public sector entities 0,50 monies due from other legal entities 0,50 monies due from central banks and financial customers monies due from financial customers being classified as operational deposits monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rateEN L 97/ . Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate 0,05 monies due from central banks and financial customers not being classified as oper ational deposits monies due from central banks 1,00 monies due from financial customers 1,00 inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) /61 1,00 monies due from trade financing transactions 1,00 monies due from securities maturing within 30 days 1,00 loans with an undefined contractual end date 0,20 monies due from positions in major index equity instruments provided that there is no double counting with liquid assets 1,00 inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets 1,00 inflows from derivatives 1,00 inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rateEN.  L 97/ Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item other inflows 1,00 Inflows from secured lending and capital market-driven transactions Counterparty is central bank collateral that qualifies as a liquid asset Level 1 collateral excluding extremely high quality covered bonds 0,00 of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds 0,07 of which collateral received meets operational requirements Level 2A collateral 0,15 of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral 0,25 of which collateral received meets operational requirementsEN L 97/ . Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 2B high quality covered bonds collateral 0,30 of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral 0,35 of which collateral received meets operational requirements Level 2B collateral not already captured in section , or 0,50 of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset collateral is non-liquid equity 1,00 all other non-liquid collateral 1,00 Counterparty is non-central bank collateral that qualifies as a liquid assetEN.  L 97/ Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 1 collateral excluding extremely high quality covered bonds 0,00 of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds 0,07 of which collateral received meets operational requirements Level 2A collateral 0,15 of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral 0,25 of which collateral received meets operational requirements Level 2B high quality covered bonds collateral 0,30 of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral 0,35 of which collateral received meets operational requirementsEN L 97/ . Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item Level 2B collateral not already captured in section , or 0,50 of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset margin loans: collateral is non-liquid 0,50 collateral is non-liquid equity 1,00 all other non-liquid collateral 1,00 Total inflows from collateral swaps (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) (Excess inflows from a related specialised credit institution) MEMORANDUM ITEMS 2 FX inflowsEN.  L 97/ Market value of collateral received Standard Weight Applicable Weight Subject to the 90% cap on inflows Exempted from the cap on inflows Subject to the 75% cap on inflows Row ID Item 3 Inflows within a group or an institutional protection scheme Monies due from non-financial customers (except for central banks) Monies due from financial customers Secured transactions Monies due from maturing securities within 30 days Any other inflows within a group or an institutional protection scheme 4 Secured lending waived from Article 17 (2) and (3) of which: secured by L1 excl. EHQCB of which: secured by L1 EHQCB of which: secured by L2A of which: secured by L2B of which: secured by non-liquid assetsEN L 97/ . Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item 1 TOTAL INFLOWS Inflows from unsecured transactions/deposits monies due from non-financial customers (except for central banks) monies due from non-financial customers (except for central banks) not corresponding to principal repayment other monies due from non-financial customers (except for central banks) monies due from retail customers monies due from non-financial corporates monies due from sovereigns, multilateral development banks and public sector entities monies due from other legal entities monies due from central banks and financial customers monies due from financial customers being classified as operational deposits monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rateEN.  L 97/ Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate monies due from central banks and financial customers not being classified as oper ational deposits monies due from central banks monies due from financial customers inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) /61 monies due from trade financing transactions monies due from securities maturing within 30 days loans with an undefined contractual end date monies due from positions in major index equity instruments provided that there is no double counting with liquid assets inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets inflows from derivatives inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rateEN L 97/ . Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item other inflows Inflows from secured lending and capital market-driven transactions Counterparty is central bank collateral that qualifies as a liquid asset Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirementsEN.  L 97/ Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirements Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset collateral is non-liquid equity all other non-liquid collateral Counterparty is non-central bank collateral that qualifies as a liquid assetEN L 97/ . Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirements Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirementsEN.  L 97/ Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset margin loans: collateral is non-liquid collateral is non-liquid equity all other non-liquid collateral Total inflows from collateral swaps (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) (Excess inflows from a related specialised credit institution) MEMORANDUM ITEMS 2 FX inflowsEN L 97/ . Applicable Weight Value of collateral received in accordance with Article 9 Subject to the 75% cap on inflows Subject to the 90% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item 3 Inflows within a group or an institutional protection scheme Monies due from non-financial customers (except for central banks) Monies due from financial customers Secured transactions Monies due from maturing securities within 30 days Any other inflows within a group or an institutional protection scheme 4 Secured lending waived from Article 17 (2) and (3) of which: secured by L1 excl. EHQCB of which: secured by L1 EHQCB of which: secured by L2A of which: secured by L2B of which: secured by non-liquid assetsEN.  L 97/ Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item 1 TOTAL INFLOWS Inflows from unsecured transactions/deposits monies due from non-financial customers (except for central banks) monies due from non-financial customers (except for central banks) not corresponding to principal repayment other monies due from non-financial customers (except for central banks) monies due from retail customers monies due from non-financial corporates monies due from sovereigns, multilateral development banks and public sector entities monies due from other legal entities monies due from central banks and financial customers monies due from financial customers being classified as operational deposits monies due from financial customers being classified as operational deposits where the credit institution is able to establish a corresponding symmetrical inflow rateEN L 97/ . Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresponding symmetrical inflow rate monies due from central banks and financial customers not being classified as oper ational deposits monies due from central banks monies due from financial customers inflows corresponding to outflows in accordance with promotional loan commitments referred to in Article 31(9) of Delegated Regulation (EU) /61 monies due from trade financing transactions monies due from securities maturing within 30 days loans with an undefined contractual end date monies due from positions in major index equity instruments provided that there is no double counting with liquid assets inflows from the release of balances held in segregated accounts in accordance with regulatory requirements for the protection of customer trading assets inflows from derivatives inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rateEN.  L 97/ Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item other inflows Inflows from secured lending and capital market-driven transactions Counterparty is central bank collateral that qualifies as a liquid asset Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirementsEN L 97/ . Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirements Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset collateral is non-liquid equity all other non-liquid collateral Counterparty is non-central bank collateral that qualifies as a liquid assetEN.  L 97/ Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 1 collateral excluding extremely high quality covered bonds of which collateral received meets operational requirements Level 1 collateral which is extremely high quality covered bonds of which collateral received meets operational requirements Level 2A collateral of which collateral received meets operational requirements Level 2B asset backed securities (residential or auto) collateral of which collateral received meets operational requirements Level 2B high quality covered bonds collateral of which collateral received meets operational requirements Level 2B asset backed securities (commercial or individuals) collateral of which collateral received meets operational requirementsEN L 97/ . Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item Level 2B collateral not already captured in section , or of which collateral received meets operational requirements collateral is used to cover a short position collateral that does not qualify as a liquid asset margin loans: collateral is non-liquid collateral is non-liquid equity all other non-liquid collateral Total inflows from collateral swaps (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) (Excess inflows from a related specialised credit institution) MEMORANDUM ITEMS 2 FX inflowsEN.  L 97/ Value of collateral received in accordance with Article 9 Inflow Exempted from the cap on inflows Subject to the 75% cap on inflows Subject to the 90% cap on inflows Exempted from the cap on inflows Row ID Item 3 Inflows within a group or an institutional protection scheme Monies due from non-financial customers (except for central banks) Monies due from financial customers Secured transactions Monies due from maturing securities within 30 days Any other inflows within a group or an institutional protection scheme 4 Secured lending waived from Article 17 (2) and (3) of which: secured by L1 excl. EHQCB of which: secured by L1 EHQCB of which: secured by L2A of which: secured by L2B of which: secured by non-liquid assets.
EN L 97/ . C — LIQUIDITY COVERAGE — COLLATERAL SWAPS Currency Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item 1 TOTAL COLLATERAL SWAPS (counterparty is central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,07 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,30 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets 1,00 Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,08EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28 Of which collateral swapped meets operational requirements Other Level 2B 0,43 Of which collateral swapped meets operational requirements Non-liquid assets 0,93 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,20 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Other Level 2B 0,35 Of which collateral swapped meets operational requirements Non-liquid assets 0,85 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,10 Of which collateral swapped meets operational requirements Other Level 2B 0,25 Of which collateral swapped meets operational requirements Non-liquid assets 0,75 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,05 Of which collateral swapped meets operational requirements Other Level 2B 0,20 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Non-liquid assets 0,70 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,15 Of which collateral swapped meets operational requirements Non-liquid assets 0,65 Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 0,50 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 2 TOTAL COLLATERAL SWAPS (counterparty is non-central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,07 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,30 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets 1,00 Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,07EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,08 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28 Of which collateral swapped meets operational requirements Other Level 2B 0,43EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Non-liquid assets 0,93 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,15 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,08 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: high quality covered bonds 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,20 Of which collateral swapped meets operational requirements Other Level 2B 0,35 Of which collateral swapped meets operational requirements Non-liquid assets 0,85 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,25 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,18EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2A assets 0,10 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,10 Of which collateral swapped meets operational requirements Other Level 2B 0,25 Of which collateral swapped meets operational requirements Non-liquid assets 0,75EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,30 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,05 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,05 Of which collateral swapped meets operational requirements Other Level 2B 0,20 Of which collateral swapped meets operational requirements Non-liquid assets 0,70 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,35 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,28 Of which collateral swapped meets operational requirements Level 2A assets 0,20EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,15 Of which collateral swapped meets operational requirements Non-liquid assets 0,65 Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 1 assets (excl. EHQ covered bonds) 0,50 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,43 Of which collateral swapped meets operational requirements Level 2A assets 0,35 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,20 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,15 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 0,50 Of which collateral swapped meets operational requirements Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 1,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,93 Of which collateral swapped meets operational requirements Level 2A assets 0,85 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,75EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,70 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,65 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets MEMORANDUM ITEMS 3 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions 4 Total collateral swaps with intragroup counterparties 5 Collateral swaps waived from Article 17 (2) and (3)EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item of which: collateral borrowed is L1 excl. EHQCB of which: collateral borrowed is L1 EHQCB of which: collateral borrowed is L2A of which: collateral borrowed is L2B of which: collateral lent is L1 excl. EHQCB of which: collateral lent is L1 EHQCB of which: collateral lent is L2A of which: collateral lent is L2BEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item 1 TOTAL COLLATERAL SWAPS (counterparty is central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assetsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bondsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets 2 TOTAL COLLATERAL SWAPS (counterparty is non-central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2BEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bondsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assetsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assetsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:EN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1)EN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets MEMORANDUM ITEMS 3 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions 4 Total collateral swaps with intragroup counterparties 5 Collateral swaps waived from Article 17 (2) and (3)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item of which: collateral borrowed is L1 excl. EHQCB of which: collateral borrowed is L1 EHQCB of which: collateral borrowed is L2A of which: collateral borrowed is L2B of which: collateral lent is L1 excl. EHQCB of which: collateral lent is L1 EHQCB of which: collateral lent is L2A of which: collateral lent is L2B.
EN L 97/ . C — LIQUIDITY COVERAGE — CALCULATIONS Currency Value / Percentage Row ID Item 010 CALCULATIONS Numerator, denominator, ratio 1 Liquidity buffer 2 Net liquidity outflow 3 Liquidity coverage ratio (%) Numerator calculations 4 L1 excl. EHQCB liquidity buffer (value in accordance with Article 9): unadjusted 5 L1 excl. EHQCB collateral 30 day outflows 6 L1 excl. EHQCB collateral 30 day inflows 7 Secured cash 30 day ouflows 8 Secured cash 30 day inflows 9 L1 excl. EHQCB "adjusted amount " 10 L1 EHQCB value in accordance with Article 9: unadjustedEN.  L 97/ Value / Percentage Row ID Item 010 11 L1 EHQCB collateral 30 day outflows 12 L1 EHQCB collateral 30 day inflows 13 L1 EHQCB ‘adjusted amount’ 14 L2A value in accordance with Article 9: unadjusted 15 L2A collateral 30 day outflows 16 L2A collateral 30 day inflows 17 L2A ‘adjusted amount’ 18 L2B value in accordance with Article 9: unadjusted 19 L2B collateral 30 day outflows 20 L2B collateral 30 day inflows 21 L2B ‘adjusted amount’ 22 Excess liquid asset amountEN L 97/ . Value / Percentage Row ID Item 010 23 Liquidity buffer Denominator calculations 24 Total Outflows 25 Fully Exempt Inflows 26 Inflows Subject to 90% Cap 27 Inflows Subject to 75% Cap 28 Reduction for Fully Exempt Inflows 29 Reduction for Inflows Subject to 90% Cap 30 Reduction for Inflows Subject to 75% Cap 31 Net liquidity outflow Pillar 2 32 Pillar 2 requirement as set out in Article 105 CRD.
C — LIQUIDITY COVERAGE — PERIMETER Parent or subsidiary Name Code Type of code National code Country code Type of entity 0050EN.  L 97/