Source: http://datapointmodel.eu/2.9/report.php?r=1358
Timestamp: 2019-11-21 10:23:15
Document Index: 159648735

Matched Legal Cases: ['Art. 192', 'Art. 416', 'Art. 416', 'Art. 416', 'Art. 416', 'Art. 416', 'Art. 129', 'Art. 509', 'Art. 509', 'Art. 52', 'Art. 416', 'Art. 417', 'Art. 5', 'Art. 125', 'Art. 113', 'Art. 10', 'Art. 416', 'Art. 417', 'Art. 416']

C 53.00.x - LC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies
999 -Significant currency
Extremely high liquidity and credit quality assets
High liquidity and credit quality assets
other liquidity and credit quality assets
115 - Monies due from secured lending and capital market driven transactions as defined in Art. 192 CRR:
116 - Other transferable assets representing claims on or guaranteed by
117 - transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets
120 representing claims 135814 135815 135813
130 guaranteed by 135957 135958 135956
135 - transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity
140 representing claims on 135884 135885 135883
150 guaranteed by 135954 135955 135953
155 - transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks;
160 representing claims on 135878 135879 135877
170 guaranteed by 135966 135967 135965
175 - transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism
180 representing claims on 135896 135897 135895
190 guaranteed by 135969 135970 135968
195 - total shares or units in CIUs with underlying assets specified in Art. 416 CRR
200 underlying assets in point (a) of Art. 416(1) CRR 135865 135868 135862
210 underlying assets in point (b) and (c) of Art. 416(1) CRR 135866 135869 135863
220 underlying assets in point (d) of Art. 416(1) CRR 135867 135870 135864
230 assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Art. 416 (2)(a)(iii) CRR is met 135875 135876 135874
235 - non financial corporate bonds
240 credit quality step 1 135841 135842 135840
250 credit quality step 2 135844 135845 135843
260 credit quality step 3 135847 135848 135846
265 - bonds issued by a credit institution eligible for the treatment set out in Art. 129(4) or (5) CRR
270 credit quality step 1 135823 135824 135822
280 credit quality step 2 135829 135830 135828
290 credit quality step 3 135835 135836 135834
295 - non residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
300 credit quality step 1 135772 135773 135771
310 credit quality step 2 135775 135776 135774
320 credit quality step 3 135778 135779 135777
325 - residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR
330 credit quality step 1 135751 135752 135750
340 credit quality step 2 135754 135755 135753
350 credit quality step 3 135757 135758 135756
355 - bonds issued by a credit institution as defined in Art. 52(4) of Directive 2009/65/EC other than those referred to in 1.9 of LCR-Assets' template
360 credit quality step 1 135826 135827 135825
370 credit quality step 2 135832 135833 135831
380 credit quality step 3 135838 135839 135837
385 - other transferable assets that are of extremely high liquidity and credit quality
390 credit quality step 1 135921 135923 135919
400 credit quality step 2 135932 135934 135930
410 credit quality step 3 135943 135945 135941
415 - other transferable assets that are of high liquidity and credit quality
420 credit quality step 1 135922 135924 135920
430 credit quality step 2 135933 135935 135931
440 credit quality step 3 135944 135946 135942
445 - Assets which meet the requirements of Art. 416 point (1) (b) and (d) but do not meet the requirements of Art. 417 (b) and (c) CRR
450 assets not controlled by a liquidity management function 135975 135976 135974
460 assets not legally and practically readily available at any time during the next 30 days to be liquidated via outright sale via a simple repurchase agreements on an approved repurchase markets 135972 135973 135971
465 - Items subject to supplementary reporting of liquid assets
470 Cash 135983 135985 135981
480 Central bank exposures, to the extent that these exposures can be drawn down in times of stress 135817 135818 135816
485 - transferable securities with a 0% risk weight and not an obligation of an institution or any of its affiliated entities
490 representing claims on sovereigns 135858 135860 135856
500 claims guaranteed by sovereigns 135961 135963 135959
510 representing claims on or claims guaranteed by central banks 135852 135854 135850
520 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities 135904 135906 135902
530 representing claims on or claims guaranteed by Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks 135881 135882 135880
540 Transferable securities other than those referred to in 3.3 of the LCR-Assets' template representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the liquidity risk is being taken or issued in foreign currencies, to the extent that holding of such debt matches the liquidity needs of the bank�s operations in that third country 135887 135888 135886
545 - transferable securities with a 20% risk weight and not an obligation of an institution or any of its affiliated entities
550 representing claims on sovereigns 135859 135861 135857
560 claims guaranteed by sovereigns 135962 135964 135960
570 representing claims on or claims guaranteed by central banks 135853 135855 135851
580 representing claims on or claims guaranteed by non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities 135905 135907 135903
590 representing claims on or claims guaranteed by multilateral development banks 135900 135901 135899
600 transferable securities other than those referred to in point 3.3 to 3.5 of the LCR-Assets' template that fulfil all the conditions specified in Art. 5 of Annex III CRR 135891 135893 135889
610 transferable securities other than those referred to in 3.3 to 3.6 of the LCR-Assets' template that qualify for a 50 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and do not represent a claim on an SSPE, an institution or any of its affiliated entities 135892 135894 135890
620 transferable securities other than those referred to in 3.3 to 3.7 of the LCR-Assets' template that are collateralised by assets that qualify for a 35 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and are fully and completely secured by mortgages on residential property in accordance with Art. 125 CRR 135760 135761 135759
630 standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance 135790 135791 135789
640 Legal or statutory minimum deposits with the central credit institution and other statutory or contractually available liquid funding from the central credit institution or institutions that are members of the network referred to in Art. 113(7) CRR, or eligible for the waiver provided in Art. 10 CRR, to the extent that this funding is not collateralised by liquid assets , if the credit institution belongs to a network in accordance with legal or statutory provisions. 135793 135794 135792
650 exchange traded, centrally cleared common equity shares, that are a constituent of a major stock index, denominated in the domestic currency of the Member State and not issued by an institution or any of its affiliates 135951 135952 135950
660 gold listed on a recognised exchange, held on an allocated basis 135984 135986 135982
665 - ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR but still meet the requirements of Art. 417 (b) and (c ) CRR.
666 - financial corporate bonds
670 credit quality step 1 135909 135910 135908
680 credit quality step 2 135912 135913 135911
690 credit quality step 3 135915 135916 135914
695 - own issuances
700 credit quality step 1 135926 135927 135925
710 credit quality step 2 135937 135938 135936
720 credit quality step 3 135948 135949 135947
725 - unsecured credit institution issuances
730 credit quality step 1 135796 135797 135795
740 credit quality step 2 135799 135800 135798
750 credit quality step 3 135802 135803 135801
755 - non residential mortgage backed instruments not already reported in 1.10 of the LCR-Assets' template
760 credit quality step 1 135781 135782 135780
770 credit quality step 2 135784 135785 135783
780 credit quality step 3 135787 135788 135786
785 - residential mortgage backed instruments not already reported in 1.11 of the LCR-Assets' template
790 credit quality step 1 135763 135764 135762
800 credit quality step 2 135766 135767 135765
810 credit quality step 3 135769 135770 135768
820 equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions 135820 135821 135819
830 gold 135979 135980 135977
840 guaranteed bonds not already reported above 135808 135809 135807
850 covered bonds not already reported above 135811 135812 135810
860 corporate bonds not already reported above 135805 135806 135804
870 funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template 135872 135873 135871
875 - other categories of central bank eligible securities or loans
880 local government bonds 135898
890 commercial paper 135849
900 credit claims 135978
905 - Shar'iah -compliant financial products as an alternative to assets that would qualify as liquid assets for the purposes of Art. 416 CRR, for the use of Shar'iah compliant banks
910 credit quality step 1 135918 135917
920 credit quality step 2 135929 135928
930 credit quality step 3 135940 135939
Related parties/Relationship of the collateral Defines the relationship between counterparty of the collateral with an entity or a person; in particular, it specifies the type of related party.
Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Collateral status of the collateral Defines the terms and conditions of the collateral of the collateral
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Currency of the collateral Defines the currencies in which the collateral (or given or received) is denominated
Currency - Currency
Main category of the collateral of the collateral Defines the main category of the collateral of the collateral or guarantees (both given and received)
Counterparty sector of the collateral Defines the institutional sector of the counterparty of financial instruments received/given as collateral.
Currency of the exposure Defines the currency in which the item is denominated
Exposure class of the collateral received For Liquidity purposes, defines the exposure class of the collateral received
Exposure classes - Defines the exposure class for capital requirement purposes
Exposures by Credit Quality steps at reporting date of the collateral For liquidity purposes, defines the "Exposures by Credit Quality steps at reporting date" of the collateral received
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale
General liquidity requirements General conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
Guarantor of the collateral Defines the institutional sector of the guarantor of the collateral received/given.
Impairment status Status for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
Liquidity quality of collateral received Liquidity conditions specified for collateral received under the liquidity provisions framework
Main category of the underlying Defines the type of instrument underlying another balance or transaction (e.g. short position).
Risk weights of the collateral Specifies the value of the risk weights that would be applied apply for capital requirement purposes to a collateral.
Percentages - Percentages
Specific contract clauses or netting agreements Defines specific contract clauses or netting agreements.
Specific liquidity requirements Specific conditions related to liquidity under the liquidity provisions framework
Type of market Defines the type of market on which reported instruments are traded.
Type of market - Defines the type of market on which reported instruments are traded. It includes the fair value hierarchy.
Currency with significant liabilities Defines the currencies of the significant liabilities
Currency conversion approach Indicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency