ANNEX XVIII

ANNEX XVIII

AMM 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

C 67.00 – CONCENTRATION OF FUNDING BY COUNTERPARTY

Total and significant currencies

		Concentration of funding by counterparty
		Counterparty Name	Code	LEI Code	Counterparty Sector	Residence of Counterparty	Product Type	Amount Received	Weighted average original maturity	Weighted average residual maturity
Row	ID	010	015	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 FUNDING

C 68.00 – CONCENTRATION OF FUNDING BY PRODUCT TYPE

Total and significant currencies

Concentration of funding by product type
Row	ID	Product Name	Carrying amount received	Amount covered by a Deposit Guarantee Scheme according to Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country	Amount not covered by a Deposit Guarantee Scheme according to Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country	Weighted average original maturity	Weighted average residual maturity
			010	020	030	040	050
PRODUCTS GREATER THAN 1% OF TOTAL LIABILITIES
010	1	RETAIL FUNDING
020	1.1	of which sight deposits
031	1.2	of which term deposits not withdrawable within the following 30 days
041	1.3	of which term deposits withdrawable within the following 30 days
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 loans and deposits from financial customers
130	2.1.2	of which loans and deposits from non financial customers
140	2.1.3	of which loans and deposits from intra-group entities
150	2.2	Secured wholesale funding
160	2.2.1	of which SFTs
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 loans and deposits from intra-group entities

C 69.00 – PRICES FOR VARIOUS LENGTHS OF FUNDING

Total and significant currencies

			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 funding
030	1.2	of which: Unsecured wholesale funding
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

C 70.00 – ROLL-OVER OF FUNDING

Total and significant currencies

				Roll-over of funding
				Overnight				> 1 day ≤ 7 days				>7days ≤ 14 days				>14 days ≤ 1 month				>1 Month ≤ 3 Months				>3 Months ≤ 6 Months				>6 Months				Total net cashflows	Average Term (days)
				Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Maturing	Roll over	New Funds	Net	Total net cashflows	Maturing Funds Term	Roll-over Funds Term	New Funds Term
Row	ID	Day	Item	010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	210	220	230	240	250	260	270	280	290	300	310	320
010	1.1	1	Total funding
020	1.1.1		Retail funding
030	1.1.2		Unsecured wholesale funding
040	1.1.3		Secured funding
050	1.2	2	Total funding
060	1.2.1		Retail funding
070	1.2.2		Unsecured wholesale funding
080	1.2.3		Secured funding
090	1.3	3	Total funding
100	1.3.1		Retail funding
110	1.3.2		Unsecured wholesale funding
120	1.3.3		Secured funding
130	1.4	4	Total funding
140	1.4.1		Retail funding
150	1.4.2		Unsecured wholesale funding
160	1.4.3		Secured funding
170	1.5	5	Total funding
180	1.5.1		Retail funding
190	1.5.2		Unsecured wholesale funding
200	1.5.3		Secured funding
210	1.6	6	Total funding
220	1.6.1		Retail funding
230	1.6.2		Unsecured wholesale funding
240	1.6.3		Secured funding
250	1.7	7	Total funding
260	1.7.1		Retail funding
270	1.7.2		Unsecured wholesale funding
280	1.7.3		Secured funding
290	1.8	8	Total funding
300	1.8.1		Retail funding
310	1.8.2		Unsecured wholesale funding
320	1.8.3		Secured funding
330	1.9	9	Total funding
340	1.9.1		Retail funding
350	1.9.2		Unsecured wholesale funding
360	1.9.3		Secured funding
370	1.10	10	Total funding
380	1.10.1		Retail funding
390	1.10.2		Unsecured wholesale funding
400	1.10.3		Secured funding
410	1.11	11	Total funding
420	1.11.1		Retail funding
430	1.11.2		Unsecured wholesale funding
440	1.11.3		Secured funding
450	1.12	12	Total funding
460	1.12.1		Retail funding
470	1.12.2		Unsecured wholesale funding
480	1.12.3		Secured funding
490	1.13	13	Total funding
500	1.13.1		Retail funding
510	1.13.2		Unsecured wholesale funding
520	1.13.3		Secured funding
530	1.14	14	Total funding
540	1.14.1		Retail funding
550	1.14.2		Unsecured wholesale funding
560	1.14.3		Secured funding
570	1.15	15	Total funding
580	1.15.1		Retail funding
590	1.15.2		Unsecured wholesale funding
600	1.15.3		Secured funding
610	1.16	16	Total funding
620	1.16.1		Retail funding
630	1.16.2		Unsecured wholesale funding
640	1.16.3		Secured funding
650	1.17	17	Total funding
660	1.17.1		Retail funding
670	1.17.2		Unsecured wholesale funding
680	1.17.3		Secured funding
690	1.18	18	Total funding
700	1.18.1		Retail funding
710	1.18.2		Unsecured wholesale funding
720	1.18.3		Secured funding
730	1.19	19	Total funding
740	1.19.1		Retail funding
750	1.19.2		Unsecured wholesale funding
760	1.19.3		Secured funding
770	1.20	20	Total funding
780	1.20.1		Retail funding
790	1.20.2		Unsecured wholesale funding
800	1.20.3		Secured funding
810	1.21	21	Total funding
820	1.21.1		Retail funding
830	1.21.2		Unsecured wholesale funding
840	1.21.3		Secured funding
850	1.22	22	Total funding
860	1.22.1		Retail funding
870	1.22.2		Unsecured wholesale funding
880	1.22.3		Secured funding
890	1.23	23	Total funding
900	1.23.1		Retail funding
910	1.23.2		Unsecured wholesale funding
920	1.23.3		Secured funding
930	1.24	24	Total funding
940	1.24.1		Retail funding
950	1.24.2		Unsecured wholesale funding
960	1.24.3		Secured funding
970	1.25	25	Total funding
980	1.25.1		Retail funding
990	1.25.2		Unsecured wholesale funding
1000	1.25.3		Secured funding
1010	1.26	26	Total funding
1020	1.26.1		Retail funding
1030	1.26.2		Unsecured wholesale funding
1040	1.26.3		Secured funding
1050	1.27	27	Total funding
1060	1.27.1		Retail funding
1070	1.27.2		Unsecured wholesale funding
1080	1.27.3		Secured funding
1090	1.28	28	Total funding
1100	1.28.1		Retail funding
1110	1.28.2		Unsecured wholesale funding
1120	1.28.3		Secured funding
1130	1.29	29	Total funding
1140	1.29.1		Retail funding
1150	1.29.2		Unsecured wholesale funding
1160	1.29.3		Secured funding
1170	1.30	30	Total funding
1180	1.30.1		Retail funding
1190	1.30.2		Unsecured wholesale funding
1200	1.30.3		Secured funding
1210	1.31	31	Total funding
1220	1.31.1		Retail funding
1230	1.31.2		Unsecured wholesale funding
1240	1.31.3		Secured funding

Recitals

CHAPTER 1 - SUBJECT MATTER AND SCOPE (Article 1)

CHAPTER 2 - REPORTING REFERENCE AND REMITTANCE DATES AND REPORTING THRESHOLDS (Article 2-4)

CHAPTER 3 - FORMAT AND FREQUENCY OF REPORTING ON OWN FUNDS, OWN FUNDS REQUIREMENTS AND FINANCIAL INFORMATION (Article 5-11)

CHAPTER 4 - FORMAT AND FREQUENCY OF SPECIFIC REPORTING OBLIGATIONS ON LOSSES STEMMING FROM LENDING COLLATERALISED BY IMMOVABLE PROPERTY ACCORDING TO ARTICLE 101 OF REGULATION (EU) No 575/2013 (Article 12)

CHAPTER 5 - FORMAT AND FREQUENCY OF REPORTING ON LARGE EXPOSURES ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 13)

CHAPTER 6 - FORMAT AND FREQUENCY OF REPORTING ON LEVERAGE RATIO ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 14)

CHAPTER 7 - FORMAT AND FREQUENCY OF REPORTING ON LIQUIDITY AND ON STABLE FUNDING ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 15-16)

CHAPTER 7a - FORMAT AND FREQUENCY OF REPORTING ON ASSET ENCUMBRANCE ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 16a)

CHAPTER 7b - FORMAT AND FREQUENCY OF REPORTING ON ADDITIONAL LIQUIDITY MONITORING METRICS ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 16b)

CHAPTER 8 - IT SOLUTIONS FOR THE SUBMISSION OF DATA FROM INSTITUTIONS TO COMPETENT AUTHORITIES (Article 17)

CHAPTER 9 - TRANSITIONAL AND FINAL PROVISIONS (Article 18-19)

ANNEX I Q&A ANNEX II Q&A ANNEX III Q&A ANNEX IV Q&A ANNEX V Q&AGL ANNEX VI Q&A ANNEX VII Q&A ANNEX VIII Q&A ANNEX IX Q&A ANNEX X Q&A ANNEX XI Q&A ANNEX XII Q&AGL ANNEX XIII Q&A ANNEX XIV Q&A ANNEX XV Q&A ANNEX XVI Q&A ANNEX XVII Q&A ANNEX XVIII Q&AGL ANNEX XIX Q&AGL ANNEX XX Q&AGL ANNEX XXI Q&AGL ANNEX XXII Q&AGL ANNEX XXIII Q&AGL ANNEX XXIV Q&A ANNEX XXV Q&A

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