EN L 97/ . F - MATURITY DATA (AE-MAT) Open maturity Overnight >1day <=1wk >1wk <=2wks >2wks <=1mth >1mth <=3mths >3mths <=6mths >6mths <=1yr >1yr <=2yrs >2yrs <=3yrs 3yrs <=5yrs 5yrs <=10yrs >10yrs Residual maturity of liabilities 010 020 030 040 050 060 070 080 090 100 110 120 130 010 Encumbered assets 020 Collateral received re-used (receiving leg) 030 Collateral received re-used (re- using leg).
EN.  L 97/ F - CONTINGENT ENCUMBRANCE (AE-CONT) Matching liabilities, contingent liabilities or securities lent Contingent Encumbrance A. Decrease by 30% of the fair value of encumbered assets B. Net effect of a 10% depreciation of significant currencies Additional amount of encumbered assets Additional amount of encumbered assets Significant currency 1 Significant currency 2. .. Significant currency n 010 020 030 040 050 010 Carrying amount of selected financial liabilities 020 Derivatives 030 of which: Over-The-Counter 040 Deposits 050 Repurchase agreements 060 of which: central banks 070 Collateralised deposits other than repurchase agreements 080 of which: central banks 090 Debt securities issued 100 of which: covered bonds issued 110 of which: securitisations issued 120 Other sources of encumbrance 170 TOTAL SOURCES OF ENCUMBRANCE.
EN L 97/ . F - ADVANCED DATA. PART I (AE-ADV-1) Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Loans on demand Equity instruments Debt Securities Total of which: covered bonds of which: issued by other entities of the group 010 020 030 040 050 010 Central bank funding (of all types, including e.g. repos) Encumbered assets 020 Matching liabilities 030 Exchange traded derivatives Encumbered assets 040 Matching liabilities 050 Over-the-counter derivatives Encumbered assets 060 Matching liabilities 070 Repurchase agreements Encumbered assets 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered assets 100 Matching liabilities 110 Covered bonds securities issued Encumbered assets 120 Matching liabilities 130 Securitisations issued Encumbered assets 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Loans on demand Equity instruments Debt Securities Total of which: covered bonds of which: issued by other entities of the group 010 020 030 040 050 150 Debt securities issued other than covered bonds and securitisations Encumbered assets 160 Matching liabilities 170 Other sources of encum brance Encumbered assets 180 Contingent liabilities or securities lent 190 Total encumbered assets 200 of which central bank eligible 210 Total non-encumbered Assets 220 of which central bank eligible 230 Encumbered + Non-encumbered AssetsEN L 97/ . Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Debt Securities Loans and advances other than loans on demand of which: securitisations of which: issued by general governments of which: issued by financial corporations of which: issued by non financial corporations Central banks and general governments Financial corporations of which: issued by other entities of the group 060 070 080 090 100 110 120 010 Central bank funding (of all types, including e.g. repos) Encumbered assets 020 Matching liabilities 030 Exchange traded derivatives Encumbered assets 040 Matching liabilities 050 Over-the-counter derivatives Encumbered assets 060 Matching liabilities 070 Repurchase agreements Encumbered assets 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered assets 100 Matching liabilities 110 Covered bonds securities issued Encumbered assets 120 Matching liabilities 130 Securitisations issued Encumbered assets 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Debt Securities Loans and advances other than loans on demand of which: securitisations of which: issued by general governments of which: issued by financial corporations of which: issued by non financial corporations Central banks and general governments Financial corporations of which: issued by other entities of the group 060 070 080 090 100 110 120 150 Debt securities issued other than covered bonds and securitisations Encumbered assets 160 Matching liabilities 170 Other sources of encum brance Encumbered assets 180 Contingent liabilities or securities lent 190 Total encumbered assets 200 of which central bank eligible 210 Total non-encumbered Assets 220 of which central bank eligible 230 Encumbered + Non-encumbered AssetsEN L 97/ . Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Total Loans and advances other than loans on demand Other assets Non financial Corporations Households of which: Loans collateralised with Immovable Property of which: Loans collateralised with Immovable Property 130 140 150 160 170 180 010 Central bank funding (of all types, including e.g. repos) Encumbered assets 020 Matching liabilities 030 Exchange traded derivatives Encumbered assets 040 Matching liabilities 050 Over-the-counter derivatives Encumbered assets 060 Matching liabilities 070 Repurchase agreements Encumbered assets 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered assets 100 Matching liabilities 110 Covered bonds securities issued Encumbered assets 120 Matching liabilities 130 Securitisations issued Encumbered assets 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Total Loans and advances other than loans on demand Other assets Non financial Corporations Households of which: Loans collateralised with Immovable Property of which: Loans collateralised with Immovable Property 130 140 150 160 170 180 150 Debt securities issued other than covered bonds and securitisations Encumbered assets 160 Matching liabilities 170 Other sources of encum brance Encumbered assets 180 Contingent liabilities or securities lent 190 Total encumbered assets 200 of which central bank eligible 210 Total non-encumbered Assets 220 of which central bank eligible 230 Encumbered + Non-encumbered AssetsEN L 97/ . F - ADVANCE DATA. PART II (AE-ADV-2) Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Loans on demand Equity instruments Debt Securities Total of which: covered bonds of which: issued by other entities of the group 010 020 030 040 050 010 Central bank funding (of all types, including e.g. repos) Encumbered collateral received 020 Matching liabilities 030 Exchange traded Derivatives Encumbered collateral received 040 Matching liabilities 050 Over-the-counter derivatives Encumbered collateral received 060 Matching liabilities 070 Repurchase agreements Encumbered collateral received 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered collateral received 100 Matching liabilities 110 Covered bonds securities issued Encumbered collateral received 120 Matching liabilities 130 Securitisations issued Encumbered collateral received 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Loans on demand Equity instruments Debt Securities Total of which: covered bonds of which: issued by other entities of the group 010 020 030 040 050 150 Debt securities issued other than Covered bonds and securitisations Encumbered collateral received 160 Matching liabilities 170 Other sources of encum brance Encumbered collateral received 180 Contingent liabilities or securities lent 190 Total encumbered collateral received 200 of which central bank eligible 210 Total non-encumbered collateral received 220 of which central bank eligible 230 Encumbered + Non-encumbered collateral received Not to be filled on a consolidated basis template Not to be filled in any caseEN L 97/ . Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Debt Securities Loans and advances other than loans on demand of which: securitisations of which: issued by general governments of which: issued by financial corporations of which: issued by non financial corporations Central banks and general governments Financial corporations of which: issued by other entities of the group 060 070 080 090 100 110 120 010 Central bank funding (of all types, including e.g. repos) Encumbered collateral received 020 Matching liabilities 030 Exchange traded Derivatives Encumbered collateral received 040 Matching liabilities 050 Over-the-counter derivatives Encumbered collateral received 060 Matching liabilities 070 Repurchase agreements Encumbered collateral received 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered collateral received 100 Matching liabilities 110 Covered bonds securities issued Encumbered collateral received 120 Matching liabilities 130 Securitisations issued Encumbered collateral received 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Debt Securities Loans and advances other than loans on demand of which: securitisations of which: issued by general governments of which: issued by financial corporations of which: issued by non financial corporations Central banks and general governments Financial corporations of which: issued by other entities of the group 060 070 080 090 100 110 120 150 Debt securities issued other than Covered bonds and securitisations Encumbered collateral received 160 Matching liabilities 170 Other sources of encum brance Encumbered collateral received 180 Contingent liabilities or securities lent 190 Total encumbered collateral received 200 of which central bank eligible 210 Total non-encumbered collateral received 220 of which central bank eligible 230 Encumbered + Non-encumbered collateral received Not to be filled on a consolidated basis template Not to be filled in any caseEN L 97/ . Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Total Loans and advances other than loans on demand Other collateral received Own debt securities issued other than own covered bonds or securitisa tions Non financial Corporations Households of which: Loans collat eralised with Immovable Property of which: Loans collat eralised with Immovable Property 130 140 150 160 170 180 190 010 Central bank funding (of all types, including e.g. repos) Encumbered collateral received 020 Matching liabilities 030 Exchange traded Derivatives Encumbered collateral received 040 Matching liabilities 050 Over-the-counter derivatives Encumbered collateral received 060 Matching liabilities 070 Repurchase agreements Encumbered collateral received 080 Matching liabilities 090 Collateralised deposits other than repurchase agreements Encumbered collateral received 100 Matching liabilities 110 Covered bonds securities issued Encumbered collateral received 120 Matching liabilities 130 Securitisations issued Encumbered collateral received 140 Matching liabilitiesEN.  L 97/ Sources of encumbrance Assets/Liabilities Collateral Type - Classification by Asset type Total Loans and advances other than loans on demand Other collateral received Own debt securities issued other than own covered bonds or securitisa tions Non financial Corporations Households of which: Loans collat eralised with Immovable Property of which: Loans collat eralised with Immovable Property 130 140 150 160 170 180 190 150 Debt securities issued other than Covered bonds and securitisations Encumbered collateral received 160 Matching liabilities 170 Other sources of encum brance Encumbered collateral received 180 Contingent liabilities or securities lent 190 Total encumbered collateral received 200 of which central bank eligible 210 Total non-encumbered collateral received 220 of which central bank eligible 230 Encumbered + Non-encumbered collateral received Not to be filled on a consolidated basis template Not to be filled in any case ’.