Updated 25/06/2024
In force

Version from: 11/07/2023
Amendments (1)
Search within this legal act

ANNEX XXII

ANNEX XXII

REPORTING ON AMM MATURITY LADDER



AMM TEMPLATES

Template number

Template code

Name of the template /group of templates

 

 

MATURITY LADDER TEMPLATE

66

C 66.01

MATURITY LADDER TEMPLATE



C 66.01 - MATURITY LADDER

Total and significant currencies

Code

ID

Item

Contractual Flow Maturity

0010

0020

0025

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0180

0190

0200

0210

0220

0010-0380

1

OUTFLOWS

Initial stock

 

Greater than overnight up to 2 days

Greater than 2 days up to 3 days

Greater than 3 days up to 4 days

Greater than 4 days up to 5 days

Greater than 5 days up to 6 days

Greater than 6 days up to 7 days

Greater than 7 days up to 2 weeks

Greater than 2 weeks up to 3 weeks

Greater than 3 weeks up to 30 days

Greater than 30 days up to 5 weeks

Greater than 5 weeks up to 2 months

Greater than 2 months up to 3 months

Greater than 3 months up to 4 months

Greater than 4 months up to 5 months

Greater than 5 months up to 6 months

Greater than 6 months up to 9 months

Greater than 9 months up to 12 months

Greater than 12 months up to 2 years

Greater than 2 years up to 5 years

Greater than 5 years

Overnight

of which: Open Maturity items

0010

1.1

Liabilities resulting from securities issued (if not treated as retail deposits)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0011

1.1.0.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0020

1.1.1

unsecured bonds due

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0030

1.1.2

regulated covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0040

1.1.3

securitisations due

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0050

1.1.4

other

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0065

1.2

Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is non-Central Bank):

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0066

1.2.0.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0075

1.2.1

Level 1 tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0085

1.2.1.1

Level 1 excluding covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0095

1.2.1.1.1

Level 1 central bank

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0105

1.2.1.1.2

Level 1 (CQS 1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0115

1.2.1.1.3

Level 1 (CQS2, CQS3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0125

1.2.1.1.4

Level 1 (CQS4+)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0135

1.2.1.2

Level 1 covered bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0145

1.2.2

Level 2A tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0155

1.2.2.1

Level 2A corporate bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0165

1.2.2.2

Level 2A covered bonds (CQS1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0175

1.2.2.3

Level 2A public sector (CQS1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0185

1.2.3

Level 2B tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0195

1.2.3.1

Level 2B Asset Backed Securities (ABS) (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0205

1.2.3.2

Level 2B covered bonds (CQS1-6)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0215

1.2.3.3

Level 2B: corporate bonds (CQ1-3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0225

1.2.3.4

Level 2B shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0235

1.2.3.5

Level 2B public sector (CQS 3-5)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0245

1.2.4

other tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0251

1.2.5

other assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0252

1.2a

Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is Central Bank):

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0253

1.2a.1

Level 1 tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0254

1.2a.2

Level 2A tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0255

1.2a.3

Level 2B tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0256

1.2a.4

other tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0257

1.2a.5

other assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0260

1.3

Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0261

1.3.0.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0270

1.3.1

stable retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0280

1.3.2

other retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0290

1.3.3

operational deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0300

1.3.4

non-operational deposits from credit institutions

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0310

1.3.5

non-operational deposits from other financial customers

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0320

1.3.6

non-operational deposits from central banks

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0330

1.3.7

non-operational deposits from non-financial corporates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0340

1.3.8

non-operational deposits from other counterparties

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0350

1.4

FX-swaps maturing

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0360

1.5

Derivatives amount payables other than those reported in 1.4

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0370

1.6

Other outflows

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0380

1.7

Total outflows

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0390-0720

2

INFLOWS

Initial stock

 

Greater than overnight up to 2 days

Greater than 2 days up to 3 days

Greater than 3 days up to 4 days

Greater than 4 days up to 5 days

Greater than 5 days up to 6 days

Greater than 6 days up to 7 days

Greater than 7 days up to 2 weeks

Greater than 2 weeks up to 3 weeks

Greater than 3 weeks up to 30 days

Greater than 30 days up to 5 weeks

Greater than 5 weeks up to 2 months

Greater than 2 months up to 3 months

Greater than 3 months up to 4 months

Greater than 4 months up to 5 months

Greater than 5 months up to 6 months

Greater than 6 months up to 9 months

Greater than 9 months up to 12 months

Greater than 12 months up to 2 years

Greater than 2 years up to 5 years

Greater than 5 years

Overnight

of which: Open Maturity items

0390

2.1

Monies due from secured lending and capital market driven transactions collateralised by:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0391

2.1.0.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0400

2.1.1

Level 1 tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0410

2.1.1.1

Level 1 excluding covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0420

2.1.1.1.1

Level 1 central bank

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0430

2.1.1.1.2

Level 1 (CQS 1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0440

2.1.1.1.3

Level 1 (CQS2, CQS3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0450

2.1.1.1.4

Level 1 (CQS4+)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0460

2.1.1.2

Level 1 covered bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0470

2.1.2

Level 2A tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0480

2.1.2.1

Level 2A corporate bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0490

2.1.2.2

Level 2A covered bonds (CQS1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0500

2.1.2.3

Level 2A public sector (CQS1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0510

2.1.3

Level 2B tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0520

2.1.3.1

Level 2B ABS (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0530

2.1.3.2

Level 2B covered bonds (CQS1-6)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0540

2.1.3.3

Level 2B: corporate bonds (CQ1-3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0550

2.1.3.4

Level 2B shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0560

2.1.3.5

Level 2B public sector (CQS 3-5)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0570

2.1.4

other tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0580

2.1.5

other assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0590

2.2

Monies due not reported in 2.1 resulting from loans and advances granted to:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0600

2.2.1

retail customers

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0610

2.2.2

non-financial corporates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0620

2.2.3

credit institutions

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0621

2.2.3.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0630

2.2.4

other financial customers

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0640

2.2.5

central banks

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0650

2.2.6

other counterparties

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0660

2.3

FX-swaps maturing

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0670

2.4

Derivatives amount receivables other than those reported in 2.3

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0680

2.5

Paper in own portfolio maturing

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0690

2.6

Other inflows

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0691

2.6.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0700

2.7

Total inflows

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0710

2.8

Net contractual gap

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0720

2.9

Cumulated net contractual gap

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0730-1080

3

COUNTERBALANCING CAPACITY

Initial stock

 

Greater than overnight up to 2 days

Greater than 2 days up to 3 days

Greater than 3 days up to 4 days

Greater than 4 days up to 5 days

Greater than 5 days up to 6 days

Greater than 6 days up to 7 days

Greater than 7 days up to 2 weeks

Greater than 2 weeks up to 3 weeks

Greater than 3 weeks up to 30 days

Greater than 30 days up to 5 weeks

Greater than 5 weeks up to 2 months

Greater than 2 months up to 3 months

Greater than 3 months up to 4 months

Greater than 4 months up to 5 months

Greater than 5 months up to 6 months

Greater than 6 months up to 9 months

Greater than 9 months up to 12 months

Greater than 12 months up to 2 years

Greater than 2 years up to 5 years

Greater than 5 years

Overnight

of which: Open Maturity items

0730

3.1

coins and bank notes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0740

3.2

Withdrawable central bank reserves

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0750

3.3

Level 1 tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0760

3.3.1

Level 1 excluding covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0770

3.3.1.1

Level 1 central bank

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0780

3.3.1.2

Level 1 (CQS 1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0790

3.3.1.3

Level 1 (CQS2, CQS3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0800

3.3.1.4

Level 1 (CQS4+)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0810

3.3.2

Level 1 covered bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0820

3.4

Level 2A tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0830

3.4.1

Level 2A corporate bonds (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0840

3.4.3

Level 2A covered bonds (CQS 1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0850

3.4.4

Level 2A public sector (CQS1, CQS2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0860

3.5

Level 2B tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0870

3.5.1

Level 2B ABS (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0880

3.5.2

Level 2B covered bonds (CQS1-6)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0890

3.5.3

Level 2B corporate bonds (CQ1-3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0900

3.5.4

Level 2B shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0910

3.5.5

Level 2B public sector (CQS 3-5)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0920

3.6

other tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0930

3.6.1

central government (CQS1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0940

3.6.2

central government (CQS 2 & 3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0950

3.6.3

shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0960

3.6.4

covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0970

3.6.5

ABS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0980

3.6.7

other tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0990

3.7

non tradable assets eligible for central banks

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0991

3.7a

own issuances eligible for central banks

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1000

3.8

undrawn committed facilities received

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

3.8.1

Level 1 facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1020

3.8.2

Level 2B restricted use facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1030

3.8.3

Level 2B IPS facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1040

3.8.4

other facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1050

3.8.4.1

from intragroup counterparties

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1060

3.8.4.2

from other counterparties

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1070

3.9

Net change of Counterbalancing Capacity

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1080

3.10

Cumulated Counterbalancing Capacity

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1090-1140

4

CONTINGENCIES

Initial stock

 

Greater than overnight up to 2 days

Greater than 2 days up to 3 days

Greater than 3 days up to 4 days

Greater than 4 days up to 5 days

Greater than 5 days up to 6 days

Greater than 6 days up to 7 days

Greater than 7 days up to 2 weeks

Greater than 2 weeks up to 3 weeks

Greater than 3 weeks up to 30 days

Greater than 30 days up to 5 weeks

Greater than 5 weeks up to 2 months

Greater than 2 months up to 3 months

Greater than 3 months up to 4 months

Greater than 4 months up to 5 months

Greater than 5 months up to 6 months

Greater than 6 months up to 9 months

Greater than 9 months up to 12 months

Greater than 12 months up to 2 years

Greater than 2 years up to 5 years

Greater than 5 years

Overnight

of which: Open Maturity items

1090

4.1

Outflows from committed facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1091

4.1.0.1

of which: Intragroup or IPS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1100

4.1.1

Committed credit facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1110

4.1.1.1

considered as Level 2B by the receiver

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1120

4.1.1.2

other

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1130

4.1.2

Liquidity facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1131

4.1a

Outflows from uncommitted funding facilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1140

4.2

Outflows due to downgrade triggers

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1150-1290

MEMORANDUM ITEMS

Initial stock

 

Greater than overnight up to 2 days

Greater than 2 days up to 3 days

Greater than 3 days up to 4 days

Greater than 4 days up to 5 days

Greater than 5 days up to 6 days

Greater than 6 days up to 7 days

Greater than 7 days up to 2 weeks

Greater than 2 weeks up to 3 weeks

Greater than 3 weeks up to 30 days

Greater than 30 days up to 5 weeks

Greater than 5 weeks up to 2 months

Greater than 2 months up to 3 months

Greater than 3 months up to 4 months

Greater than 4 months up to 5 months

Greater than 5 months up to 6 months

Greater than 6 months up to 9 months

Greater than 9 months up to 12 months

Greater than 12 months up to 2 years

Greater than 2 years up to 5 years

Greater than 5 years

Overnight

of which: Open Maturity items

1230

13

HQLA central bank eligible - Tradable assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1241

14

Assets reported in 3.6 that are non-HQLA central bank eligible

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1270

17

Behavioural outflows from deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1280

18

Behavioural inflows from loans and advances

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1290

19

Behavioural draw-downs of committed facilities