
Article 1 
Implementing Regulation (EU) No 680/2014 is amended as follows:

1.. in Article 1, the following point (g) is added:
'
(g) additional liquidity monitoring metrics according to Article 415(3)(b) of Regulation (EU) No 575/2013.
';
2.. the following Chapter 7b is inserted:
'
CHAPTER 7b
Article 16b 

1. In order to report information on additional liquidity monitoring metrics in accordance with Article 415(3)(b) of Regulation (EU) No 575/2013 on an individual and a consolidated basis, institutions shall submit all of the following information with a monthly frequency:
(a) the information specified in Annex XVIII in accordance with the instructions in Annex XIX;
(b) the information specified in Annex XX in accordance with the instructions in Annex XXI.
2. By way of derogation from paragraph 1, an institution may report the information on additional liquidity monitoring metrics with a quarterly frequency where all of the following conditions are met:
(a) the institution does not form part of a group with subsidiaries or parent institutions located in jurisdictions other than that of its competent authority;
(b) the ratio of the individual balance sheet total of the institution to the sum of individual balance sheet totals of all institutions in the respective Member State is below 1 % for two consecutive years preceding the year of reporting;
(c) the institution has total assets, calculated in accordance with Council Directive 86/635/EEC, of less than EUR 30 billion.For the purposes of point (b), balance sheet total figures for calculating the ratio shall be based on year-end audited figures for the year before the year preceding the reporting reference date.
3. For the purposes of the obligations set out in paragraphs 1 and 2, the first month for which information on additional liquidity monitoring metrics is to be reported shall be April 2016.';
3.. in Article 18, the following sixth paragraph is added:
'By way of derogation from Article 3(1)(a), for the months from April 2016 to October 2016 inclusive, the reporting remittance date relating to the monthly reporting of the additional liquidity monitoring metrics shall be the thirtieth calendar day after the reporting reference date.';
4.. Annexes XVIII to XXI are added in accordance with the text set out in the Annex to this Regulation.
Article 2 
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.
This Regulation shall be binding in its entirety and directly applicable in all Member States.Done at Brussels, 1 March 2016.
For the Commission
The President
Jean-Claude JUNCKER
ANNEX


ANNEX XVIII 
ALMM TEMPLATES
Template number Template code Name of the template/group of templates
ADDITIONAL MONITORING TOOLS TEMPLATES
67 C 67.00 CONCENTRATION OF FUNDING BY COUNTERPARTY
68 C 68.00 CONCENTRATION OF FUNDING BY PRODUCT TYPE
69 C 69.00 PRICES FOR VARIOUS LENGTHS OF FUNDING
70 C 70.00 ROLL-OVER OF FUNDING
Concentration of funding by counterparty
 Counterparty Name LEI Code Counterparty Sector Residence of Counterparty Product Type Amount Received Weighted average initial maturity Weighted average residual maturity
Row ID 010 020 030 040 050 060 070 080
010  1. TOP TEN COUNTERPARTIES EACH GREATER THAN 1 % OF TOTAL LIABILITIES
        
020 1,01        
030 1,02        
040 1,03        
050 1,04        
060 1,05        
070 1,06        
080 1,07        
090 1,08        
100 1,09        
110 1,10        
120  2. ALL OTHER LIABILITIES
        
Concentration of funding by product type
Row ID Product Name Total amount received Amount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country Amount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country Weighted average initial maturity Weighted average residual maturity
   010 020 030 040 050
PRODUCTS GREATER THAN 1 % OF TOTAL LIABILITIES
010 1 RETAIL FUNDING     
020 1,1 Sight deposits     
030 1,2 Fixed term deposits with an initial maturity less than 30 days     
040 1,3 Fixed term deposits with an initial maturity greater than 30 days     
050 1.3.1 with a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity     
060 1.3.2 without a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity     
070 1,4 Savings accounts     
080 1.4.1 with a notice period for withdrawal greater than 30 days     
090 1.4.2 without a notice period for withdrawal greater than 30 days     
100 2 WHOLESALE FUNDING     
110 2,1 Unsecured wholesale funding     
120 2.1.1 of which financial customers     
130 2.1.2 of which non-financial customers     
140 2.1.3 of which from intra-group entities     
150 2,2 Secured wholesale funding     
160 2.2.1 of which repurchase agreements     
170 2.2.2 of which covered bond issuance     
180 2.2.3 of which asset backed security issuance     
190 2.2.4 of which from intra-group entities     
Prices for various lengths of funding
 Overnight 1 week 1 month 3 months 6 months 1 year 2 years 5 years 10 years
Spread Volume Spread Volume Spread Volume Spread Volume Spread Volume Spread Volume Spread Volume Spread Volume Spread Volume
Row ID Item 010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180
010 1 Total Funding                  
020 1,1 of which: Retail deposits                  
030 1,2 of which: Unsecured wholesale deposits                  
040 1,3 of which: Secured funding                  
050 1,4 of which: Senior unsecured securities                  
060 1,5 of which: Covered bonds                  
070 1,6 of which: Asset backed securities including ABCP                  
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
010 1.1 1 Total funding            
020 1.1.1 Retail deposits            
030 1.1.2 Unsecured wholesale deposits            
040 1.1.3 Secured funding            
050 1.2 2 Total funding            
060 1.2.1 Retail deposits            
070 1.2.2 Unsecured wholesale deposits            
080 1.2.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
010 1.1 1 Total funding            
020 1.1.1 Retail deposits            
030 1.1.2 Unsecured wholesale deposits            
040 1.1.3 Secured funding            
050 1.2 2 Total funding            
060 1.2.1 Retail deposits            
070 1.2.2 Unsecured wholesale deposits            
080 1.2.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
010 1.1 1 Total funding         
020 1.1.1 Retail deposits         
030 1.1.2 Unsecured wholesale deposits         
040 1.1.3 Secured funding         
050 1.2 2 Total funding         
060 1.2.1 Retail deposits         
070 1.2.2 Unsecured wholesale deposits         
080 1.2.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
090 1.3 3 Total funding            
100 1.3.1 Retail deposits            
110 1.3.2 Unsecured wholesale deposits            
120 1.3.3 Secured funding            
130 1.4 4 Total funding            
140 1.4.1 Retail deposits            
150 1.4.2 Unsecured wholesale deposits            
160 1.4.3 Secured funding            
170 1.5 5 Total funding            
180 1.5.1 Retail deposits            
190 1.5.2 Unsecured wholesale deposits            
200 1.5.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
090 1.3 3 Total funding            
100 1.3.1 Retail deposits            
110 1.3.2 Unsecured wholesale deposits            
120 1.3.3 Secured funding            
130 1.4 4 Total funding            
140 1.4.1 Retail deposits            
150 1.4.2 Unsecured wholesale deposits            
160 1.4.3 Secured funding            
170 1.5 5 Total funding            
180 1.5.1 Retail deposits            
190 1.5.2 Unsecured wholesale deposits            
200 1.5.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
090 1.3 3 Total funding         
100 1.3.1 Retail deposits         
110 1.3.2 Unsecured wholesale deposits         
120 1.3.3 Secured funding         
130 1.4 4 Total funding         
140 1.4.1 Retail deposits         
150 1.4.2 Unsecured wholesale deposits         
160 1.4.3 Secured funding         
170 1.5 5 Total funding         
180 1.5.1 Retail deposits         
190 1.5.2 Unsecured wholesale deposits         
200 1.5.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
210 1.6 6 Total funding            
220 1.6.1 Retail deposits            
230 1.6.2 Unsecured wholesale deposits            
240 1.6.3 Secured funding            
250 1.7 7 Total funding            
260 1.7.1 Retail deposits            
270 1.7.2 Unsecured wholesale deposits            
280 1.7.3 Secured funding            
290 1.8 8 Total funding            
300 1.8.1 Retail deposits            
310 1.8.2 Unsecured wholesale deposits            
320 1.8.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
210 1.6 6 Total funding            
220 1.6.1 Retail deposits            
230 1.6.2 Unsecured wholesale deposits            
240 1.6.3 Secured funding            
250 1.7 7 Total funding            
260 1.7.1 Retail deposits            
270 1.7.2 Unsecured wholesale deposits            
280 1.7.3 Secured funding            
290 1.8 8 Total funding            
300 1.8.1 Retail deposits            
310 1.8.2 Unsecured wholesale deposits            
320 1.8.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
210 1.6 6 Total funding         
220 1.6.1 Retail deposits         
230 1.6.2 Unsecured wholesale deposits         
240 1.6.3 Secured funding         
250 1.7 7 Total funding         
260 1.7.1 Retail deposits         
270 1.7.2 Unsecured wholesale deposits         
280 1.7.3 Secured funding         
290 1.8 8 Total funding         
300 1.8.1 Retail deposits         
310 1.8.2 Unsecured wholesale deposits         
320 1.8.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
330 1.9 9 Total funding            
340 1.9.1 Retail deposits            
350 1.9.2 Unsecured wholesale deposits            
360 1.9.3 Secured funding            
370 1.10 10 Total funding            
380 1.10.1 Retail deposits            
390 1.10.2 Unsecured wholesale deposits            
400 1.10.3 Secured funding            
410 1.11 11 Total funding            
420 1.11.1 Retail deposits            
430 1.11.2 Unsecured wholesale deposits            
440 1.11.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
330 1.9 9 Total funding            
340 1.9.1 Retail deposits            
350 1.9.2 Unsecured wholesale deposits            
360 1.9.3 Secured funding            
370 1.10 10 Total funding            
380 1.10.1 Retail deposits            
390 1.10.2 Unsecured wholesale deposits            
400 1.10.3 Secured funding            
410 1.11 11 Total funding            
420 1.11.1 Retail deposits            
430 1.11.2 Unsecured wholesale deposits            
440 1.11.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
330 1.9 9 Total funding         
340 1.9.1 Retail deposits         
350 1.9.2 Unsecured wholesale deposits         
360 1.9.3 Secured funding         
370 1.10 10 Total funding         
380 1.10.1 Retail deposits         
390 1.10.2 Unsecured wholesale deposits         
400 1.10.3 Secured funding         
410 1.11 11 Total funding         
420 1.11.1 Retail deposits         
430 1.11.2 Unsecured wholesale deposits         
440 1.11.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
450 1.12 12 Total funding            
460 1.12.1 Retail deposits            
470 1.12.2 Unsecured wholesale deposits            
480 1.12.3 Secured funding            
490 1.13 13 Total funding            
500 1.13.1 Retail deposits            
510 1.13.2 Unsecured wholesale deposits            
520 1.13.3 Secured funding            
530 1.14 14 Total funding            
540 1.14.1 Retail deposits            
550 1.14.2 Unsecured wholesale deposits            
560 1.14.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
450 1.12 12 Total funding            
460 1.12.1 Retail deposits            
470 1.12.2 Unsecured wholesale deposits            
480 1.12.3 Secured funding            
490 1.13 13 Total funding            
500 1.13.1 Retail deposits            
510 1.13.2 Unsecured wholesale deposits            
520 1.13.3 Secured funding            
530 1.14 14 Total funding            
540 1.14.1 Retail deposits            
550 1.14.2 Unsecured wholesale deposits            
560 1.14.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
450 1.12 12 Total funding         
460 1.12.1 Retail deposits         
470 1.12.2 Unsecured wholesale deposits         
480 1.12.3 Secured funding         
490 1.13 13 Total funding         
500 1.13.1 Retail deposits         
510 1.13.2 Unsecured wholesale deposits         
520 1.13.3 Secured funding         
530 1.14 14 Total funding         
540 1.14.1 Retail deposits         
550 1.14.2 Unsecured wholesale deposits         
560 1.14.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
570 1.15 15 Total funding            
580 1.15.1 Retail deposits            
590 1.15.2 Unsecured wholesale deposits            
600 1.15.3 Secured funding            
610 1.16 16 Total funding            
620 1.16.1 Retail deposits            
630 1.16.2 Unsecured wholesale deposits            
640 1.16.3 Secured funding            
650 1.17 17 Total funding            
660 1.17.1 Retail deposits            
670 1.17.2 Unsecured wholesale deposits            
680 1.17.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
570 1.15 15 Total funding            
580 1.15.1 Retail deposits            
590 1.15.2 Unsecured wholesale deposits            
600 1.15.3 Secured funding            
610 1.16 16 Total funding            
620 1.16.1 Retail deposits            
630 1.16.2 Unsecured wholesale deposits            
640 1.16.3 Secured funding            
650 1.17 17 Total funding            
660 1.17.1 Retail deposits            
670 1.17.2 Unsecured wholesale deposits            
680 1.17.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
570 1.15 15 Total funding         
580 1.15.1 Retail deposits         
590 1.15.2 Unsecured wholesale deposits         
600 1.15.3 Secured funding         
610 1.16 16 Total funding         
620 1.16.1 Retail deposits         
630 1.16.2 Unsecured wholesale deposits         
640 1.16.3 Secured funding         
650 1.17 17 Total funding         
660 1.17.1 Retail deposits         
670 1.17.2 Unsecured wholesale deposits         
680 1.17.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
690 1.18 18 Total funding            
700 1.18.1 Retail deposits            
710 1.18.2 Unsecured wholesale deposits            
720 1.18.3 Secured funding            
730 1.19 19 Total funding            
740 1.19.1 Retail deposits            
750 1.19.2 Unsecured wholesale deposits            
760 1.19.3 Secured funding            
770 1.20 20 Total funding            
780 1.20.1 Retail deposits            
790 1.20.2 Unsecured wholesale deposits            
800 1.20.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
690 1.18 18 Total funding            
700 1.18.1 Retail deposits            
710 1.18.2 Unsecured wholesale deposits            
720 1.18.3 Secured funding            
730 1.19 19 Total funding            
740 1.19.1 Retail deposits            
750 1.19.2 Unsecured wholesale deposits            
760 1.19.3 Secured funding            
770 1.20 20 Total funding            
780 1.20.1 Retail deposits            
790 1.20.2 Unsecured wholesale deposits            
800 1.20.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
690 1.18 18 Total funding         
700 1.18.1 Retail deposits         
710 1.18.2 Unsecured wholesale deposits         
720 1.18.3 Secured funding         
730 1.19 19 Total funding         
740 1.19.1 Retail deposits         
750 1.19.2 Unsecured wholesale deposits         
760 1.19.3 Secured funding         
770 1.20 20 Total funding         
780 1.20.1 Retail deposits         
790 1.20.2 Unsecured wholesale deposits         
800 1.20.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
810 1.21 21 Total funding            
820 1.21.1 Retail deposits            
830 1.21.2 Unsecured wholesale deposits            
840 1.21.3 Secured funding            
850 1.22 22 Total funding            
860 1.22.1 Retail deposits            
870 1.22.2 Unsecured wholesale deposits            
880 1.22.3 Secured funding            
890 1.23 23 Total funding            
900 1.23.1 Retail deposits            
910 1.23.2 Unsecured wholesale deposits            
920 1.23.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
810 1.21 21 Total funding            
820 1.21.1 Retail deposits            
830 1.21.2 Unsecured wholesale deposits            
840 1.21.3 Secured funding            
850 1.22 22 Total funding            
860 1.22.1 Retail deposits            
870 1.22.2 Unsecured wholesale deposits            
880 1.22.3 Secured funding            
890 1.23 23 Total funding            
900 1.23.1 Retail deposits            
910 1.23.2 Unsecured wholesale deposits            
920 1.23.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
810 1.21 21 Total funding         
820 1.21.1 Retail deposits         
830 1.21.2 Unsecured wholesale deposits         
840 1.21.3 Secured funding         
850 1.22 22 Total funding         
860 1.22.1 Retail deposits         
870 1.22.2 Unsecured wholesale deposits         
880 1.22.3 Secured funding         
890 1.23 23 Total funding         
900 1.23.1 Retail deposits         
910 1.23.2 Unsecured wholesale deposits         
920 1.23.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
930 1.24 24 Total funding            
940 1.24.1 Retail deposits            
950 1.24.2 Unsecured wholesale deposits            
960 1.24.3 Secured funding            
970 1.25 25 Total funding            
980 1.25.1 Retail deposits            
990 1.25.2 Unsecured wholesale deposits            
1000 1.25.3 Secured funding            
1010 1.26 26 Total funding            
1020 1.26.1 Retail deposits            
1030 1.26.2 Unsecured wholesale deposits            
1040 1.26.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
930 1.24 24 Total funding            
940 1.24.1 Retail deposits            
950 1.24.2 Unsecured wholesale deposits            
960 1.24.3 Secured funding            
970 1.25 25 Total funding            
980 1.25.1 Retail deposits            
990 1.25.2 Unsecured wholesale deposits            
1000 1.25.3 Secured funding            
1010 1.26 26 Total funding            
1020 1.26.1 Retail deposits            
1030 1.26.2 Unsecured wholesale deposits            
1040 1.26.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
930 1.24 24 Total funding         
940 1.24.1 Retail deposits         
950 1.24.2 Unsecured wholesale deposits         
960 1.24.3 Secured funding         
970 1.25 25 Total funding         
980 1.25.1 Retail deposits         
990 1.25.2 Unsecured wholesale deposits         
1000 1.25.3 Secured funding         
1010 1.26 26 Total funding         
1020 1.26.1 Retail deposits         
1030 1.26.2 Unsecured wholesale deposits         
1040 1.26.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
1050 1.27 27 Total funding            
1060 1.27.1 Retail deposits            
1070 1.27.2 Unsecured wholesale deposits            
1080 1.27.3 Secured funding            
1090 1.28 28 Total funding            
1100 1.28.1 Retail deposits            
1110 1.28.2 Unsecured wholesale deposits            
1120 1.28.3 Secured funding            
1130 1.29 29 Total funding            
1140 1.29.1 Retail deposits            
1150 1.29.2 Unsecured wholesale deposits            
1160 1.29.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
1050 1.27 27 Total funding            
1060 1.27.1 Retail deposits            
1070 1.27.2 Unsecured wholesale deposits            
1080 1.27.3 Secured funding            
1090 1.28 28 Total funding            
1100 1.28.1 Retail deposits            
1110 1.28.2 Unsecured wholesale deposits            
1120 1.28.3 Secured funding            
1130 1.29 29 Total funding            
1140 1.29.1 Retail deposits            
1150 1.29.2 Unsecured wholesale deposits            
1160 1.29.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
1050 1.27 27 Total funding         
1060 1.27.1 Retail deposits         
1070 1.27.2 Unsecured wholesale deposits         
1080 1.27.3 Secured funding         
1090 1.28 28 Total funding         
1100 1.28.1 Retail deposits         
1110 1.28.2 Unsecured wholesale deposits         
1120 1.28.3 Secured funding         
1130 1.29 29 Total funding         
1140 1.29.1 Retail deposits         
1150 1.29.2 Unsecured wholesale deposits         
1160 1.29.3 Secured funding         
Roll-over of funding
 Overnight > 1 day ≤ 7 days >7days ≤ 14 days
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 010 020 030 040 050 060 070 080 090 100 110 120
1170 1.30 30 Total funding            
1180 1.30.1 Retail deposits            
1190 1.30.2 Unsecured wholesale deposits            
1200 1.30.3 Secured funding            
1210 1.31 31 Total funding            
1220 1.31.1 Retail deposits            
1230 1.31.2 Unsecured wholesale deposits            
1240 1.31.3 Secured funding            
Roll-over of funding
 >14 days ≤ 1 month >1 Month ≤ 3 Months >3 Months ≤ 6 Months
Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net
Row ID Day Item 130 140 150 160 170 180 190 200 210 220 230 240
1170 1.30 30 Total funding            
1180 1.30.1 Retail deposits            
1190 1.30.2 Unsecured wholesale deposits            
1200 1.30.3 Secured funding            
1210 1.31 31 Total funding            
1220 1.31.1 Retail deposits            
1230 1.31.2 Unsecured wholesale deposits            
1240 1.31.3 Secured funding            
Roll-over of funding
 >6 Months Total net cashflows Average Term (days)
Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Total Funding Profile
Row ID Day Item 250 260 270 280 290 300 310 320 330
1170 1.30 30 Total funding         
1180 1.30.1 Retail deposits         
1190 1.30.2 Unsecured wholesale deposits         
1200 1.30.3 Secured funding         
1210 1.31 31 Total funding         
1220 1.31.1 Retail deposits         
1230 1.31.2 Unsecured wholesale deposits         
1240 1.31.3 Secured funding         
ANNEX XIX  1.  1.1.  1. The summary templates contained in Annex XVIII is designed to monitor an institution's liquidity risk that falls outside of the scope of the reports on Liquidity Coverage and Stable Funding.
 1.2.  1. This template seeks to collect information about the reporting institutions' concentration of funding by counterparty.
 2. 

((a)) Institutions shall report the top ten largest counterparties or a group of connected clients according to Article 4(39) of Regulation (EC) No 575/2013 [CRR] from which funding obtained from each counterparty exceeds a threshold of 1 % of total liabilities in the sublines of section 1 of the template. Thus, the counterparty reported in item 1.01 shall be the largest amount of funding received from one counterparty which is above the 1 % threshold as at the reporting date; item 1.02 shall be the second largest above the 1 % threshold; and so on.
((b)) Institutions shall report the total of all other remaining liabilities in section 2.
((c)) The totals of section 1 and section 2 shall equal an institution's total liabilities as per its balance sheet reported under the financial reporting framework (FINREP).
 3. 

((a)) counterparty name;
((b)) LEI code;
((c)) counterparty sector;
((d)) residence of the counterparty;
((e)) product type;
((f)) amount received;
((g)) weighted average initial maturity; and
((h)) weighted average residual maturity

These components are explained in more detail in the table below.
 4. Where funding is obtained in more than one product type, the type reported shall be the product in which the largest proportion of funding was obtained. Separate information shall be reported to the competent authority explaining the breakdown of funding received for the top 5 products by product type.
 5. Identification of the underlying holder of securities may be undertaken on a best efforts basis. Where an institution has information concerning the holder of securities (i.e. is the custodian bank) it should consider that amount for reporting the concentration of counterparties. When there is no information available on the holder of securities the corresponding amount does not have to be reported.
 6. 

Column Legal references and instructions
010 
The name of each counterparty from which funding obtained exceeds 1 % of total liabilities shall be recorded in column 010 in descending order, that is, in order of size of funding obtained.

The counterparty name recorded shall be the legal entity title of the company from which the funding is derived including any company type references such as SA (Société anonyme in France), Plc. (public limited company in the UK), or AG (Aktiengesellschaft in Germany).

020 
The legal entity identifier code of the counterparty.

030 
One sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:

(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) households.

For groups of connected clients, no sector shall be reported.

040 
ISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's “Balance of Payments Vademecum”).

For groups of connected clients, no country shall be reported.

050 
Counterparties reported in column 010 shall be assigned a product type, corresponding to the product issued in which the funding was received (or in which the largest proportion of funding was received for mixed product types) using the following codes indicated in bold:


 UWF (unsecured wholesale funding obtained from financial customers including interbank money)
 UWNF (unsecured wholesale funding obtained from non-financial customers)
 REPO (funding obtained from repurchase agreements as defined in Article 4(1) (82) of CRR)
 CB (funding obtained from covered bond issuance as defined in Article 129(4) or (5) of CRR OR Article 52(4) of Directive 2009/65/EC)
 ABS (funding obtained from asset backed security issuance including asset backed commercial paper)
 IGCP (funding obtained from intragroup counterparties)

060 
The total amount of funding received from counterparties reported in column 010 shall be recorded in column 060.

070 
For the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average initial maturity (in days) for that funding shall be recorded in column 070.

Weighted average initial maturity is the average initial maturity (in days) of the funding received from that counterparty based on the size of different amounts of funding received to total funding received.

For example:


1.. EUR 1 billion received from counterparty A with an initial maturity of 180 days.
2.. EUR 0,5 billion received from counterparty A with an initial maturity of 360 days.

Weighted average initial maturity = (EUR 1 billion/EUR 1,5 billion) * 180 days + (EUR 0,5 billion/EUR 1,5 billion) * 360 days

Weighted average initial maturity = 240 days

080 
For the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average residual maturity (in days) for that funding shall be recorded in column 080.

Weighted average residual maturity is the average maturity (in days) of the funding received from that counterparty left based on the size of different amounts of funding received to total funding received.

For example:


1.. EUR 1 billion received from counterparty A with 60 days residual maturity left.
2.. EUR 0.5 billion received from counterparty A with 180 days residual maturity left.

Weighted average residual maturity = (EUR 1 billion/EUR 1,5 billion) * 60 days + (EUR 0,5 billion/EUR 1,5 billion) * 180 days

Weighted average residual maturity = 100 days

 1.3.  1. 

1.. Retail funding;

((a)) Sight deposits;
((b)) Fixed term deposits less or equal than 30 days
((c)) Fixed term deposits greater than 30 days;

((i)) With a penalty for early withdrawal significantly greater than the loss of interest;
((ii)) Without a penalty for early withdrawal which is significantly greater than the loss of interest;
((d)) Savings accounts;

((i)) With a notice period for withdrawal greater than 30 days;
((ii)) Without a notice period for withdrawal which is greater than 30 days;
2.. Wholesale funding;

((a)) Unsecured wholesale funding;

((i)) of which financial customers
((ii)) of which non-financial customers
((iii)) of which from intra-group entities
((b)) Secured wholesale funding;

((i)) of which repurchase agreements
((ii)) of which covered bond issuance
((iii)) of which asset backed security issuance
((iv)) of which from intra-group entities
 2. For the purpose of completing this template institutions shall report the total amount of funding received from each product category, which exceeds a threshold of 1 % of total liabilities.
 3. 

((a)) total amount received;
((b)) amount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country;
((c)) amount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country;
((d)) weighted average initial maturity; and
((e)) weighted average residual maturity.

These components are explained in more detail in the table below.
 4. For the purpose of determining those product types from which funding obtained is greater than 1 % of total liabilities threshold, the currency is irrelevant.
 5. 

Column Legal references and instructions
010 
Total amount of funding received for each of the product categories listed in the “Product name” column shall be reported in column 010 of the template in one combined reporting currency.

020 
Of the total amount of funding received for each of the product categories listed in the “Product name” column reported in column 010, the amount which is covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country.
Note: the amounts reported in column 020 and column 030, for each of the product categories listed in the “Product name” column, shall be equal to the total amount received reported in column 010.
030 
Of the total amount of funding received for each of the product categories listed in the “Product name” column reported in column 010, the amount which is not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country.
Note: the amounts reported in column 020 and column 030, for each of the product categories listed in the “Product name” column, shall be equal to the total amount received reported in column 010.
040 
For the amount of funding received reported in column 010, from the product categories listed in the “Product name” column, a weighted average initial maturity (in days) for that funding shall be recorded in column 040.

Weighted average initial maturity is the average initial maturity (in days) of the funding received from each and every counterparty as a result of the issuance of a specified product, to total funding received from the issuance of that product.

For example:


1.. EUR 1 billion received from counterparty A as a result of issuing product X with an initial maturity of 180 days.
2.. EUR 0,5 billion received from counterparty B as a result of issuing product X with an initial maturity of 360 days.

Weighted average initial maturity = (EUR 1 billion/EUR 1,5 billion) * 180 days + (EUR 0,5 billion/EUR 1,5 billion) * 360 days

Weighted average initial maturity = 240 days

050 
For the amount of funding received reported in column 010, from the product categories listed in the “Product name” column, a weighted average residual maturity (in days) for that funding shall be recorded in column 050.

Weighted average residual maturity is the average maturity (in days) left on the funding received from each and every counterparty as a result of the issuance of a specified product, to total funding received from the issuance of that product.

For example:


1.. EUR 1 billion received from counterparty A as a result of issuing product X with 60 days residual maturity left.
2.. EUR 0,5 billion received from counterparty B as a result of issuing product X with 180 days residual maturity left.

Weighted average residual maturity = (EUR 1 billion/EUR 1,5 billion) * 60 days + (EUR 0,5 billion/EUR 1,5 billion) * 180 days

Weighted average residual maturity = 100 days

 1.4.  1. 

((a)) Overnight (columns 010 and 020)
((b)) 1 week (columns 030 and 040)
((c)) 1 month (columns 050 and 060)
((d)) 3 months (columns 070 and 080)
((e)) 6 months (columns 090 and 100)
((f)) 1 year (columns 110 and 120)
((g)) 2 years (columns 130 and 140)
((h)) 5 years (columns 150 and 160)
((i)) 10 years (columns 170 and 180)
 2. For the purpose of determining the maturity of funding obtained, institutions shall ignore the period between trade date and settlement date, e.g. a three month liability settling in two weeks' time shall be reported in the 3 months maturity (columns 070 and 080).
 3. 

1.. the spread payable by the firm for liabilities less than or equal to one year, if they were to have been swapped to the benchmark overnight index for the appropriate currency no later than close of business on the day of the transaction;
2.. the spread payable by the firm at issuance for liabilities greater than one year, were they to be swapped to the relevant benchmark overnight index for the appropriate currency which is three month EURIBOR for EUR or LIBOR for GBP and USD, no later than close of business on the day of the transaction.
 4. 

1.. EUR 1 billion of funding received or offered by counterparty A with a spread 200 bp above the prevailing EURIBOR rate.
2.. EUR 0,5 billion of funding received or offered by counterparty B with a spread 150 bp above the prevailing EURIBOR rate.
Weighted average spread = (EUR 1 billion/EUR 1,5 billion) * 200 bp + (EUR 0.5 billion/EUR 1,5 billion) * 150 bp
Weighted average spread = 183 bp
 5. For the purposes of calculating the average spread payable, institutions shall calculate the total cost in the currency of issue ignoring any FX swap, but include any premium or discount and fees payable or receivable, taking as basis the term of any theoretical or actual interest rate swap matching the term of the liability. The spread is the liability rate minus the swap rate.
 6. The net amount of funding obtained for the funding categories listed in the “Item” column shall be reported in the “volume” column of the applicable time bucket. For example, for the funding in point 4 above, this would be EUR 1 500 000.
 7. Where there is nothing to report, spreads shall be left empty.
 8. 

Row Legal references and instructions
010  1 
Total volume and weighted average spread of all funding obtained for the following lengths:


((a)) Overnight (columns 010 and 020)
((b)) 1 week (columns 030 ad 040)
((c)) 1 month (columns 050 and 060)
((d)) 3 months (columns 070 and 080)
((e)) 6 months (columns 090 and 100)
((f)) 1 year (columns 110 and 120)
((g)) 2 years (columns 130 and 140)
((h)) 5 years (columns 150 and 160)
((i)) 10 years (columns 170 and 180)

020  1.1 
Of the total funding reported in item 1, the total volume and weighted average spread of retail deposits obtained.

030  1.2 
Of the total funding in item 1, the total volume and weighted average spread of unsecured wholesale deposits obtained

040  1.3 
Of the total funding reported in item 1, the total volume and weighted average spread of secured funding obtained.

050  1.4 
Of the total funding reported in item 1, the total volume and weighted average spread of senior unsecured securities obtained.

060  1.5 
Of the total funding reported in item 1, the total volume and weighted average spread of all covered bond issuance encumbering the institutions own assets.

070  1.6 
Of the total funding reported in item 1, the total volume and weighted average spread of asset backed securities issued including asset backed commercial paper.

 1.5.  1. This template seeks to collect information about the volume of funds maturing and new funding obtained i.e. “roll-over of funding” on a daily basis over a monthly time horizon.
 2. 

((a)) Overnight (columns 010 to 040)
((b)) Between 1 day and 7 days (columns 050 to 080)
((c)) Between 7 days and 14 days (columns 090 to 120)
((d)) Between 14 days and 1 month (columns 130 to 160)
((e)) Between 1 month and 3 months (columns 170 to 200)
((f)) Between 3 months and 6 months (columns 210 to 240)
((g)) Maturing greater than 6 months (columns 250 to 280)
 3. For each time bucket as described in point 2 above, the amount maturing shall be reported in the left-hand column, the amount funds rolled over shall be reported in the “Roll over” column, new funds obtained shall be reported in the “New Funds” column and the net difference (i.e. new funds + roll over — maturing) shall be reported in the right-hand column.
 4. Total net cashflows shall be reported in column 290 and shall equal the sum of all “Net” columns (i.e. 040 + 080 + 120 + 160 + 200 + 240 + 280).
 5. The average term of funding (in days) for maturing term funds shall be reported in column 300.
 6. The average term of funding (in days) of funds rolled over shall be reported in column 310
 7. The average term of funding (in days) for new term funds shall be reported in column 320.
 8. The average term of funding (in days) for the total funding profile shall be reported in column 330.
 9. 

Column Legal references and instructions
010 to 040 
The total amount of funding maturing on a daily basis shall be reported in column 010 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall beleft empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 020 of line item 1.1-1.31.

The total amount of new funding obtained on a daily basis shall be reported in column 030 of line item 1.1-1.31.

The net difference between maturing daily funding and new daily funding obtained shall be reported in column 040 of line item 1.1-1.31.

050 to 080 
The total amount of funding maturing between one day and one week shall be reported in column 050 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 060 of line item 1.1-1.31.

The total amount of new funding obtained for a duration between one day and one week shall be reported in column 70 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 080 of line item 1.1-1.31.

090 to 120 
The total amount of funding maturing between one week and two weeks shall be reported in column 090 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 100 of line item 1.1-1.31.

The total amount of new funding obtained for a duration between one week and two weeks shall be reported in column 110 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 120 of line item 1.1-1.31.

130 to 160 
The total amount of funding maturing between two weeks and one month shall be reported in column 130 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 140 of line item 1.1-1.31.

The total amount of new funding obtained for a duration between two weeks and one month shall be reported in column 150 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 160 of line item 1.1-1.31.

170 to 200 
The total amount of funding maturing between one month and three months shall be reported in column 170 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 180 of line item 1.1-1.31.

The total amount of new funding obtained for a duration between one month and three months shall be reported in column 190 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 200 of line item 1.1-1.31.

210 to 240 
The total amount of funding maturing between three months and six months shall be reported in column 210 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 220 of line item 1.1-1.31.

The total amount of new funding obtained for a duration between three months and six months shall be reported in column 230 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 240 of line item 1.1-1.31.

250 to 280 
The total amount of funding maturing beyond six months shall be reported in column 250 of line item 1.1-1.31. For months with less than 31 days, irrelevant lines shall be left empty.

The total amount of funding rolled-over on a daily basis shall be reported in column 260 of line item 1.1-1.31.

The total amount of new funding obtained for a duration beyond six months shall be reported in column 270 of line item 1.1-1.31.

The net difference between maturing funding and new funding obtained shall be reported in column 280 of line item 1.1-1.31.

290 
The total net cash flows equal to the sum of all “Net” columns (i.e. 040 + 080 + 120 + 160 + 200 + 240 + 280) shall be reported in column 290.

300 to 330 
The weighted average term (in days) of all funds maturing shall be reported in column 300. The weighted average term (in days) of all funds rolled over shall be reported in column 310, the weighted average term (in days) of all new funds shall be reported in column 320 and the weighted average term (in days) for the total funding profile shall be reported in column 330.


ANNEX XX 
ALMM TEMPLATES
Template number Template code Name of the template /group of templates
CONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATES
71 C 71.00 CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY
Concentration of counterbalancing capacity by issuer/counterparty
 Issuer/Counterparty Name LEI code Issuer/Counterparty Sector Residence of Issuer/Counterparty Product Type Currency Credit quality step MtM value/nominal Collateral value CB-eligible
Row ID 010 020 030 040 050 060 070 080 090
010  1. TOP TEN ISSUERS/COUNTERPARTIES
         
020 1,01         
030 1,02         
040 1,03         
050 1,04         
060 1,05         
070 1,06         
080 1,07         
090 1,08         
100 1,09         
110 1,10         
120  2. ALL OTHER ITEMS USED AS COUNTERBALANCING CAPACITY
         
ANNEX XXI 
This template seeks to collect information about the reporting institutions' concentration of counterbalancing capacity by the ten largest holdings of assets or liquidity lines granted to the institution for this purpose. Counterbalancing capacity represents the stock of unencumbered assets or other funding sources which are legally and practically available to the institution at the reporting date to cover potential funding gaps. Only outflows and inflows pursuant to contracts existing at the reporting date shall be reported.


Column Legal references and instructions
010 
The name of the top ten issuers/counterparties of unencumbered assets or undrawn committed liquidity lines granted to the institution shall be recorded in column 010 in a descending fashion. The largest item will be recorded in 1.01, the second in line item 1.02, and so on.

The issuer/counterparty name recorded shall be the legal entity title of the company which has issued the assets, or has granted the liquidity lines, including any company type references, e.g. SA (Société anonyme in France), Plc. (public limited company in the UK), or AG (Aktiengesellschaft in Germany) etc.

020 
The legal entity identifier code of the counterparty.

030 
One sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:

(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) Households.

For groups of connected clients, no sector shall be reported.

040 
ISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's “Balance of Payments Vademecum”).

For groups of connected clients, no country shall be reported.

050 
Issuers/Counterparties recorded in column 010 shall be assigned a product type corresponding to the product in which the asset is held or the liquidity stand-by facility has been received, using the following codes indicated in bold:


 SrB (Senior Bond)
 SubB (Subordinated Bond)
 CP (Commercial Paper)
 CB (Covered Bonds)
 US (UCITS-security, i.e. financial instruments representing a share in or a security issued by an Undertaking for Collective Investments of transferable securities)
 ABS (Asset Backed Security)
 CrCl (Credit Claim)
 Eq (Equity listed on a recognized exchange, not self-issued or issued by a financial institution)
 Gold
 LiqL (Undrawn committed liquidity line granted to the institution)
 OPT (Other product type)

060 
Issuers/counterparties recorded in column 010 shall be assigned a currency ISO code in column 060 corresponding to the denomination of the asset received or undrawn committed liquidity lines granted to the institution. The three-letter currency unit code according to ISO 4217 shall be reported.

070 
Issuers/counterparties recorded in column 010 shall be assigned the appropriate credit quality step according to REGULATION 575/2013, consistent with the items reported in the maturity ladder.

080 
The market value or fair value of the assets, or — if applicable — the nominal value of the undrawn liquidity line granted to the institution.

090 
The collateral value according to the central bank rules for standing facilities for the specific assets if they are used as collateral against credit received from the central bank.

For assets denominated in a currency included in the ITS issued under Article 416(5) Regulation (EC) No 575/2013 as a currency with extremely narrow central bank eligibility, institutions shall leave this field blank.


