Source: http://www.docstoc.com/docs/34530061/FSA048
Timestamp: 2014-07-14 04:15:57
Document Index: 126077620

Matched Legal Cases: ['art 1', 'art 2', 'art 3', 'art 4', 'art 5', 'art 6', 'art 7', 'art 8', 'art 9', 'art 10', 'art 11', 'art 2', 'art 11', 'art 2', 'art 2', 'art 3', 'art 6', 'art 7', 'art 8', 'art 9', 'art 10', 'art 11', 'art 2']

02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                          Data item data definition                                                                                                                         Printed on 4/16/2010
Date:                  07 October 2009
Based on:              Handbook Legal Instrument 2009/56 (October 2009)
Reference                                   Label                                                XML Name                      Data Type                               Validation                                Error code                             Additional Information
FSA048          Enhanced Mismatch Report                                       FSA048-EMR
@reportingBasis                               RepBas
applicable to all monetary values in the data item, eg &quot;GBP&quot;. This is the
@currency                                     LimCur                                                                                        currency that the figures are actually reported to the FSA in, irrespective
of the currency of the underlying flows, balances and contracts being
An attribute of the data item element, indicating the units applicable to all
@units                                         Units
monetary values in the data item, eg &quot;thousands&quot;
UnderlyingFlowsBalancesCurrency
This element indicates whether the underlying flows, balances and
CurrencyBasis                               CurBas      Mandatory                                                           ERR0080       contracts are for a &quot;single&quot; currency or &quot;consolidated&quot; (ie all currencies
If the underlying flows, balances and contracts being reported are for a
&quot;single&quot; currency, then this element records that currency. This currency
element, representing the currency of the underlying flows, may be
Conditional: Mandatory if CurrencyBasis is single otherwise
Currency                                     Cur                                                                            ERR0050       different to the currency attribute which is the currency that the figures
must not be submitted
are reported to the FSA in. For example material flows in South African
Rands (UnderlyingFlowsBalancesCurrency/Currency element = ZAR)
may be reported in Pounds Sterling (currency attribute = GBP).
GroupInfo                                                                                                                                   when the data item is being submitted for a defined liquidity group. If the
data item is not being completed on such a group basis, then this
Conditional: If the reporting basis is &quot;unconsolidated&quot; then this                 This element is repeated as many times as there are other firms in the
FirmReferenceNumber                       FRN                                                                            ERR0050
element must not be completed.                                                    group.
1 to 5        Part 1 - Memo items                                              MemoItems
1A           Non-dated capital resources                                        NonDatedCapitalResources                     Mon
2 and 3        Liquidity facilities                                               LiquidityFacilities
2           Bank of England                                                       BankOfEngland
2B           OMO                                                                      OMO                                    Mon        2B &gt;= 0                                                             ERR0040
2C           Collateral upgrade                                                       CollateralUpgrade                      Mon        2C &gt;= 0                                                             ERR0040
2D           Others                                                                   Others                                 Mon        2D &gt;= 0                                                             ERR0040
3           Other central bank                                                    OtherCentralBank
3B to 3D                                                                                                                                                                                                                     Repeat definitions of 2B to 2D including equivalent validation
Prior period&#39;s peak intra-day collateral used for UK
4A                                                                            PeakCollateralUKSettlement                   Mon        4A &gt;= 0                                                             ERR0040
Prior period&#39;s peak intra-day collateral used for settlement
5A                                                                            PeakCollateralNonUKSettlement                Mon        5A &gt;= 0                                                             ERR0040
and clearing systems outside the UK
Part 2 - Security, transferable whole-loan and commodity
6 to 17                                                                         SecurityWholeLoanCommodity
6         Liquid asset buffer-eligible securities                            LiquidAssetBufferSecurities
6A         Unencumbered position                                                 UnencumberedPosition                      Mon        6A &gt;= 0                                                             ERR0040
6B         Open maturity                                                         OpenMaturity                              Mon
6F         &gt; 3 months &lt;= 6 months                                                From3To6Months                            Mon
6G         &gt; 6 months &lt;= 1 year                                                  From6MonthsTo1Year                        Mon
6H         &gt; 1 year &lt;= 2 years                                                   From1To2Years                             Mon
6I         &gt; 2 years &lt;= 5 years                                                  From2To5Years                             Mon
6J         &gt; 5 years                                                             MoreThan5Years                            Mon
This element does not appear on the handbook form but has been
7 to 8                                                                            OtherHighQualityGovernment
included to aid understanding of the XML.
Other high quality central bank, supranational and central
7                                                                                CentralBanksSupranationalsGovernments
7A, 7B &amp; 7F to 7J                                                                                                                                                                                                                Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
8           US GSE/GSA securities                                                 USBackedSecurities
8A, 8B &amp; 8F to 8J                                                                                                                                                                                                                Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
9           Own-name securities and transferable whole-loans                   OwnNameSecuritiesWholeLoans
9A, 9B &amp; 9F to 9J                                                                                                                                                                                                                Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
10 to 11                                                                           AssetBackedAndCovered
10           High quality asset-backed securities                                   AssetBackedSecurities
10A, 10B &amp; 10F to 10J                                                                                                                                                                                                               Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
11           High quality covered bonds                                             CoveredBonds
11A, 11B &amp; 11F to 11J                                                                                                                                                                                                               Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
12           Securities issued by group entities                                 SecuritiesIssuedByGroup
12A, 12B &amp; 12F to 12J                                                                                                                                                                                                               Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
13 to 15                                                                           HighQualityCorporateBonds
13           High quality corporate bonds (UK credit institutions)                  UKCreditInstitutions
13A, 13B &amp; 13F to 13J                                                                                                                                                                                                               Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
14           High quality corporate bonds (non-UK credit institutions)              NonUKCreditInstitutions
14A, 14B &amp; 14F to 14J                                                                                                                                                                                                               Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                               Data item data definition                                                                                      Printed on 4/16/2010
Reference                                    Label                                                XML Name          Data Type                          Validation    Error code                            Additional Information
15            High quality corporate bonds (excluding credit institutions)        NonCreditInstitutions
15A, 15B &amp; 15F to 15J                                                                                                                                                                  Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
16          Equities included in major indices                                EquitiesInMajorIndices
16A, 16B &amp; 16F to 16J                                                                                                                                                                  Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
17          Other securities and commodities                                  OtherSecuritiesAndCommodities
17A, 17B &amp; 17F to 17J                                                                                                                                                                  Repeat definitions of 6A, 6B &amp; 6F to 6J including equivalent validation
18 to 30       Part 3 - Wholesale asset cash flows                             WholesaleAsset
18 to 19                                                                          LiquidAssetBuffer
18A            Designated money market funds                                       MoneyMarketFunds                Mon       18A &gt;= 0                            ERR0040
Liquid asset buffer-eligible central bank reserves and
19A                                                                                CentralBankReservesDeposits     Mon       19A &gt;= 0                            ERR0040
20 to 22                                                                          LendingTo
20            Lending to group entities                                           GroupEntities
20A            Non defined maturity                                                   NonDefinedMaturity           Mon
20F            &gt; 3 months &lt;= 6 months                                                 From3To6Months               Mon
20G            &gt; 6 months &lt;= 1 year                                                   From6MonthsTo1Year           Mon
20H            &gt; 1 year &lt;= 2 years                                                    From1To2Years                Mon
20I            &gt; 2 years &lt;= 5 years                                                   From2To5Years                Mon
20J            &gt; 5 years                                                              MoreThan5Years               Mon
21            Lending to UK credit institutions                                   UKCreditInstitutions
21A &amp; 21F to 21J                                                                                                                                                                     Repeat definitions of 20A &amp; 20F to 20J
22            Lending to non-UK credit institutions                               NonUKCreditInstitutions
22A &amp; 22F to 22J                                                                                                                                                                     Repeat definitions of 20A &amp; 20F to 20J
23            Own account security cash flows                                  OwnAccountSecurities
23F            &gt; 3 months &lt;= 6 months                                             From3To6Months                   Mon
23G            &gt; 6 months &lt;= 1 year                                               From6MonthsTo1Year               Mon
23H            &gt; 1 year &lt;= 2 years                                                From1To2Years                    Mon
23I            &gt; 2 years &lt;= 5 years                                               From2To5Years                    Mon
23J            &gt; 5 years                                                          MoreThan5Years                   Mon
Notional flows of own-name securities and transferable
24                                                                             OwnNameSecurities
24F to 24J                                                                                                                                                                        Repeat definitions of 23F to 23J
25 to 30                                                                          ReverseRepo
25            Reverse repo (items reported in line 6)                             LiquidAssetBufferSecurities
25B            Repo/Reverse with open maturity                                        OpenMaturity                 Mon
25F            &gt; 3 months &lt;= 6 months                                                 From3To6Months               Mon
25G            &gt; 6 months &lt;= 1 year                                                   From6MonthsTo1Year           Mon
25H            &gt; 1 year &lt;= 2 years                                                    From1To2Years                Mon
25I            &gt; 2 years &lt;= 5 years                                                   From2To5Years                Mon
25J            &gt; 5 years                                                              MoreThan5Years               Mon
26            Reverse repo (items reported in lines 7 and 8)                      OtherHighQualityGovernment
26B &amp; 26F to 26J                                                                                                                                                                     Repeat definitions of 25B &amp; 25F to 25J
27            Reverse repo (items reported in lines 10 and 11)                    AssetBackedAndCovered
27B &amp; 27F to 27J                                                                                                                                                                     Repeat definitions of 25B &amp; 25F to 25J
28            Reverse repo (items reported in lines 13, 14 and 15)                HighQualityCorporateBonds
28B &amp; 28F to 28J                                                                                                                                                                     Repeat definitions of 25B &amp; 25F to 25J
29            Reverse repo (items reported in line 16)                            EquitiesInMajorIndices
29B &amp; 29F to 29J                                                                                                                                                                     Repeat definitions of 25B &amp; 25F to 25J
30            Reverse repo (items reported in lines 9, 12 and 17)                 Other
30B &amp; 30F to 30J                                                                                                                                                                     Repeat definitions of 25B &amp; 25F to 25J
31 to 33         Part 4 - Other asset cash flows                                OtherAsset
31            Non-retail lending exposures                                      NonRetailLendingExposures
31A            Non defined Maturity                                                NonDefinedMaturity              Mon       31A + Sum(31C to 31J) &gt;= 0          ERR0040
31C            &lt;= 2 weeks                                                          To2Weeks                        Mon
31D            &gt;2 weeks &lt;= 1 month                                                 From2WeeksTo1Month              Mon
31E            &gt; 1 month &lt;= 3 months                                               From1To3Months                  Mon
31F            &gt; 3 months &lt;= 6 months                                              From3To6Months                  Mon
31G            &gt; 6 months &lt;= 1 year                                                From6MonthsTo1Year              Mon
31H            &gt; 1 year &lt;= 2 years                                                 From1To2Years                   Mon
31I            &gt; 2 years &lt;= 5 years                                                From2To5Years                   Mon
31J            &gt; 5 years                                                           MoreThan5Years                  Mon
32            Retail lending exposures                                          RetailLendingExposures
32A &amp; 32C to 32J                                                                                                                                                                     Repeat definitions of 31A &amp; 31C to 31J including equivalent validation
33            SSPE asset cash flows                                            SSPEs
33A &amp; 33C to 33J                                                                                                                                                                     Repeat definitions of 31A &amp; 31C to 31J including equivalent validation
34 to 39         Part 5 - Repo cash flows                                       Repo
34            Repo (items reported in line 6)                                  LiquidAssetBufferSecurities
34B            Repo/Reverse with open maturity                                     OpenMaturity                    Mon
34F            &gt; 3 months &lt;= 6 months                                              From3To6Months                  Mon
34G            &gt; 6 months &lt;= 1 year                                                From6MonthsTo1Year              Mon
34H            &gt; 1 year &lt;= 2 years                                                 From1To2Years                   Mon
34I            &gt; 2 years &lt;= 5 years                                                From2To5Years                   Mon
34J            &gt; 5 years                                                           MoreThan5Years                  Mon
35            Repo (items reported in lines 7 and 8)                           OtherHighQualityGovernment
35B &amp; 35F to 35J                                                                                                                                                                     Repeat definitions of 34B &amp; 34F to 34J
36            Repo (items reported in lines 10 and 11)                         AssetBackedAndCovered
36B &amp; 36F to 36J                                                                                                                                                                     Repeat definitions of 34B &amp; 34F to 34J
02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                  Data item data definition                                                                                     Printed on 4/16/2010
Reference                                    Label                                            XML Name                 Data Type                          Validation    Error code                           Additional Information
37          Repo (items reported in lines 13, 14 and 15)                   HighQualityCorporateBonds
37B &amp; 37F to 37J                                                                                                                                                                        Repeat definitions of 34B &amp; 34F to 34J
38          Repo (items reported in line 16)                               EquitiesInMajorIndices
38B &amp; 38F to 38J                                                                                                                                                                        Repeat definitions of 34B &amp; 34F to 34J
39          Repo (items reported in lines 9, 12 and 17)                    Other
39B &amp; 39F to 39J                                                                                                                                                                        Repeat definitions of 34B &amp; 34F to 34J
40 to 51       Part 6 - Wholesale liability cash flows                     WholesaleLiability
40 to 42                                                                      PrimaryIssuances
40          Primary issuances - senior securities                             SeniorSecurities
40F to 40J                                                                                                                                                                           Repeat definitions of 23F to 23J
41          Primary issuances - dated subordinated securities                 DatedSubordinatedSecurities
41F to 41J                                                                                                                                                                           Repeat definitions of 23F to 23J
42          Primary issuances - structured notes                              StructuredNotes
42F to 42J                                                                                                                                                                           Repeat definitions of 23F to 23J
43          Covered bonds                                                  CoveredBonds
43F to 43J                                                                                                                                                                           Repeat definitions of 23F to 23J
44          Group entities                                                 GroupEntities
44A          Non defined maturity                                              NonDefinedMaturity                     Mon
44F          &gt; 3 months &lt;= 6 months                                            From3To6Months                         Mon
44G          &gt; 6 months &lt;= 1 year                                              From6MonthsTo1Year                     Mon
44H          &gt; 1 year &lt;= 2 years                                               From1To2Years                          Mon
44I          &gt; 2 years &lt;= 5 years                                              From2To5Years                          Mon
44J          &gt; 5 years                                                         MoreThan5Years                         Mon
45          UK credit institutions                                         UKCreditInstitutions
45A &amp; 45F to 45J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
46          Non-UK credit institutions                                     NonUKCreditInstitutions
46A &amp; 46F to 46J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
47          Governments, central banks and supranationals                  CentralBanksSupranationalsGovernments
47A &amp; 47F to 47J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
48          Non-credit institution financials                              NonCreditFinancialInstitutions
48A &amp; 48F to 48J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
49          Non-financial large enterprises - Type A                       NonFinancialEnterprisesTypeA
49A &amp; 49F to 49J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
50          Conditional liabilities pre-trigger contractual profile        ConditionalLiabilities
50A &amp; 50F to 50J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
51          SSPE liability cash flows                                      SSPEs
51A &amp; 51F to 51J                                                                                                                                                                        Repeat definitions of 44A &amp; 44F to 44J
52 to 56       Part 7 - Other liability cash flows                         OtherLiability
52 to 55                                                                      Deposits
52          Non-financial large enterprises - Type B                          NonFinancialEnterprisesTypeB
52A          Non defined Maturity                                                NonDefinedMaturity                   Mon       52A + Sum(52C to 52J) &lt;= 0          ERR0040
52C          &lt;= 2 weeks                                                          To2Weeks                             Mon
52D          &gt;2 weeks &lt;= 1 month                                                 From2WeeksTo1Month                   Mon
52E          &gt; 1 month &lt;= 3 months                                               From1To3Months                       Mon
52F          &gt; 3 months &lt;= 6 months                                              From3To6Months                       Mon
52G          &gt; 6 months &lt;= 1 year                                                From6MonthsTo1Year                   Mon
52H          &gt; 1 year &lt;= 2 years                                                 From1To2Years                        Mon
52I          &gt; 2 years &lt;= 5 years                                                From2To5Years                        Mon
52J          &gt; 5 years                                                           MoreThan5Years                       Mon
53          SME deposits                                                      SME
53A &amp; 53C to 53J                                                                                                                                                                        Repeat definitions of 52A &amp; 52C to 52J including equivalent validation
54          Retail deposits - Type A                                          RetailTypeA
54A &amp; 54C to 54J                                                                                                                                                                        Repeat definitions of 52A &amp; 52C to 52J including equivalent validation
55          Retail deposits - Type B                                          RetailTypeB
55A &amp; 55C to 55J                                                                                                                                                                        Repeat definitions of 52A &amp; 52C to 52J including equivalent validation
56A          Client / brokerage free cash                                   ClientBrokerageFreeCash                   Mon       56A &lt;= 0                            ERR0040
57 to 69       Part 8 - Off balance sheet flows and balances               OffBalanceSheet
57          Principal FX cash flows (including currency swaps)             ForeignExchangeFlows
57F to 57J                                                                                                                                                                           Repeat definitions of 23F to 23J
58          Committed facilities received                                  FacilitiesReceived
58A          Non defined Maturity                                             NonDefinedMaturity                      Mon       58A + Sum(58C to 58J) &gt;= 0          ERR0040
58C          &lt;= 2 weeks                                                       To2Weeks                                Mon
58D          &gt;2 weeks &lt;= 1 month                                              From2WeeksTo1Month                      Mon
58E          &gt; 1 month &lt;= 3 months                                            From1To3Months                          Mon
58F          &gt; 3 months &lt;= 6 months                                           From3To6Months                          Mon
58G          &gt; 6 months &lt;= 1 year                                             From6MonthsTo1Year                      Mon
58H          &gt; 1 year &lt;= 2 years                                              From1To2Years                           Mon
58I          &gt; 2 years &lt;= 5 years                                             From2To5Years                           Mon
58J          &gt; 5 years                                                        MoreThan5Years                          Mon
59 to 69                                                                      FacilitiesProvided
59 to 60                                                                         Secured
59A          Secured facilities provided - liquidity buffer securities              AgainstBufferSecurities           Mon       59A &lt;= 0                            ERR0040
60A          Secured facilities provided - other securities                         AgainstOtherSecurities            Mon       60A &lt;= 0                            ERR0040
61 to 69                                                                         Unsecured
61A          Unsecured facilities provided - credit institutions                    ToCreditInstitutions              Mon       61A &lt;= 0                            ERR0040
62A          Unsecured stand-by facilities provided - firm&#39;s SSPEs                  ToFirmsSSPEs                      Mon       62A &lt;= 0                            ERR0040
02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                      Data item data definition                                                                                Printed on 4/16/2010
Reference                                      Label                                           XML Name                     Data Type                    Validation    Error code                            Additional Information
Unsecured stand-by facilities provided - entities other than
63A                                                                                StandbyToOtherInstitutions             Mon       63A &lt;= 0                      ERR0040
credit institutions and firm&#39;s SSPEs
Unsecured facilities provided by firm&#39;s SSPEs to third
64A                                                                                ByFirmsSSPEs                           Mon       64A &lt;= 0                      ERR0040
Unsecured facilities provided - entities other than credit
65A                                                                                ToNonCreditInstitutions                Mon       65A &lt;= 0                      ERR0040
66A         Overdraft and credit card facilities provided                          OverdraftCreditCard                    Mon       66A &lt;= 0                      ERR0040
67A         Pipeline lending commitments                                           PipelineLending                        Mon       67A &lt;= 0                      ERR0040
Contingent obligations to repurchase assets financed
68A                                                                                RepurchaseObligations                  Mon       68A &lt;= 0                      ERR0040
69A          Other commitments and contingent facilities provided                   OtherUndrawnCommitments                Mon       69A &lt;= 0                      ERR0040
70 to 73       Part 9 - Downgrade triggers                                    DowngradeTriggers
70          Asset put-backs from third party vehicles                        AssetPutBacks
70B          1 notch                                                             Down1Notch                                Mon       70B &lt;= 0                      ERR0040
70C          2 notches                                                           Down2Notches                              Mon       70C &lt;= 0                      ERR0040
70D          3 notches                                                           Down3Notches                              Mon       70D &lt;= 0                      ERR0040
70E          4 notches                                                           Down4Notches                              Mon       70E &lt;= 0                      ERR0040
70F          5 notches                                                           Down5Notches                              Mon       70F &lt;= 0                      ERR0040
70G          6 notches                                                           Down6Notches                              Mon       70G &lt;= 0                      ERR0040
70H          7 notches                                                           Down7Notches                              Mon       70H &lt;= 0                      ERR0040
70I          8 notches                                                           Down8Notches                              Mon       70I &lt;= 0                      ERR0040
70J          9 notches                                                           Down9Notches                              Mon       70J &lt;= 0                      ERR0040
70K          10 notches                                                          Down10Notches                             Mon       70K &lt;= 0                      ERR0040
71          Conditional liabilities                                          ConditionalLiabilities
71B to 71K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
72          Over the counter (OTC) derivative triggers                       OTCDerivativeTriggers
72B to 72K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
73          Other contingent liabilities                                     OtherContingentLiabilities
73B to 73K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
74 to 77       Part 10 - Derivatives margining and exposure                   Derivatives
74          OTC derivative margin given                                      OTCDerivativeMarginGiven
74B          Cash nominal                                                         CashNominal                              Mon       74B &gt;= 0                      ERR0040
74C          Collateral market value                                              CollateralMarketValue                    Mon       74C &gt;= 0                      ERR0040
74E          Initial margin                                                       InitialMargin                            Mon       74E &gt;= 0                      ERR0040
74G          MTM exposure - margined                                              MTMExposureMargined                      Mon       74G &lt;= 0                      ERR0040
74H          MTM exposure - non margined                                          MTMExposureNonMargined                   Mon       74H &lt;= 0                      ERR0040
75          Exchange traded margin given                                     ExchangeTradedMarginGiven
75B          Cash nominal                                                         CashNominal                              Mon       75B &gt;= 0                      ERR0040
75C          Collateral market value                                              CollateralMarketValue                    Mon       75C &gt;= 0                      ERR0040
75E          Initial margin                                                       InitialMargin                            Mon       75E &gt;= 0                      ERR0040
76          OTC derivative margin received                                   OTCDerivativeMarginReceived
76B          Cash nominal                                                         CashNominal                              Mon       76B &lt;= 0                      ERR0040
76C          Collateral market value                                              CollateralMarketValue                    Mon       76C &lt;= 0                      ERR0040
76E          Initial margin                                                       InitialMargin                            Mon       76E &lt;= 0                      ERR0040
76G          MTM exposure - margined                                              MTMExposureMargined                      Mon       76G &gt;= 0                      ERR0040
76H          MTM exposure - non margined                                          MTMExposureNonMargined                   Mon       76H &gt;= 0                      ERR0040
77          Exchange traded margin received                                  ExchangeTradedMarginReceived
77B          Cash nominal                                                         CashNominal                              Mon       77B &lt;= 0                      ERR0040
77C          Collateral market value                                              CollateralMarketValue                    Mon       77C &lt;= 0                      ERR0040
77E          Initial margin                                                       InitialMargin                            Mon       77E &lt;= 0                      ERR0040
Part 11 - Assets included in Part 2 that are held under re-
78 to 89                                                                     ReHypothecationAssetsCustomerBalance
hypothecation rights
78A         Liquid asset buffer-eligible securities                          LiquidAssetBufferSecurities                  Mon       78A &gt;= 0                      ERR0040
79 to 80                                                                       OtherHighQualityGovernment
79A                                                                             CentralBanksSupranationalsGovernments     Mon       79A &gt;= 0                      ERR0040
80A         US GSE/GSA securities                                               USBackedSecurities                        Mon       80A &gt;= 0                      ERR0040
82 to 83                                                                       AssetBackedAndCovered
No data is required for handbook row reference 81 - it is present on the
handbook form so that Part 11 has the same elements as Part 2.
82A         High quality asset-backed securities                               AssetBackedSecurities                      Mon       82A &gt;= 0                      ERR0040
83A         High quality covered bonds                                         CoveredBonds                               Mon       83A &gt;= 0                      ERR0040
84A         Securities issued by group entities                              SecuritiesIssuedByGroup                      Mon       84A &gt;= 0                      ERR0040
85 to 87                                                                       HighQualityCorporateBonds
85A         High quality corporate bonds (UK credit institutions)               UKCreditInstitutions                      Mon       85A &gt;= 0                      ERR0040
86A         High quality corporate bonds (non-UK credit institutions)           NonUKCreditInstitutions                   Mon       86A &gt;= 0                      ERR0040
87A         High quality corporate bonds (excluding credit institutions)        NonCreditInstitutions                     Mon       87A &gt;= 0                      ERR0040
88A         Equities included in major indices                               EquitiesInMajorIndices                       Mon       88A &gt;= 0                      ERR0040
89A         Other securities and commodities                                 OtherSecuritiesAndCommodities                Mon       89A &gt;= 0                      ERR0040
1      Non-dated capital resources                                                                   10001          B                C                 D
OMO           upgrade             Others
2      Bank of England liquidity facilities                                                                               202                 203         204
3      Other central bank liquidity facilities                                                                            302                 303         304
4      Prior period&#39;s peak intra-day collateral used for UK settlement and clearing
systems                                                                                         401
5      Prior period&#39;s peak intra-day collateral used for settlement and clearing systems
outside the UK                                                                                  501
A                  B                C                  D               E                F              G           H            I          J
Part 2 - Security, transferable whole-loan and commodity flows                                 Unencumbere                                               2 weeks      &gt; 1 month &lt;= 3   &gt; 3 months &lt;=   &gt; 6 months &gt; 1 year &lt;= 2 &gt; 2 years
d position        Open maturity     &lt;= 2 weeks         &lt;=1 month         months          6 months      &lt;= 1 year     years     &lt;= 5 years &gt; 5 years
6       Liquid asset buffer-eligible securities                                                        601                 -602                                                               606           -607         608        -609       610
7       Other high quality central bank, supranational and central government debt                     701                 -702                                                               706           -707         708        -709       710
8       US GSE/GSA securities                                                                          801                 -802                                                               806           -807         808        -809       810
9       Own-name securities and transferable whole-loans                                               901                 -902                                                               906           -907         908        -909        47
10      High quality asset-backed securities                                                          1001               -1002                                                               1006          -1007       1008        -1009     1010
11      High quality covered bonds                                                                    1101               -1102                                                               1106          -1107       1108        -1109     1110
12      Securities issued by group entities                                                           1201               -1202                                                               1206          -1207       1208        -1209     1210
13      High quality corporate bonds (UK credit institutions)                                         1301               -1302                                                               1306          -1307       1308        -1309     1310
14      High quality corporate bonds (non-UK credit institutions)                                     1401               -1402                                                               1406          -1407       1408        -1409     1410
15      High quality corporate bonds (excluding credit institutions)                                  1501               -1502                                                               1506          -1507       1508        -1509     1510
16      Equities included in major indices                                                            1601               -1602                                                               1606          -1607       1608        -1609     1610
17      Other securities and commodities                                                              1701               -1702                                                               1706          -1707       1708        -1709     1710
Part 3 - Wholesale asset cash flows                                                            Non defined       Repo/Reverse with
maturity           open maturity
18      Designated money market funds                                                                  1801
19      Liquid asset buffer-eligible central bank reserves and deposits                                1901
20      Lending to group entities                                                                      2001                                                                                 2006          2007         2008        2009      2010
21      Lending to UK credit institutions                                                              2101                                                                                 2106          2107         2108        2109      2110
22      Lending to non-UK credit institutions                                                          2201                                                                                 2206          2207         2208        2209      2210
23      Own account security cash flows                                                                                                                                                     2306          2307         2308        2309      2310
24      Notional flows of own-name securities and transferable whole-loans                                                                                                                  2406          2407         2408        2409      2410
25      Reverse repo (items reported in line 6)                                                                           2502                                                              2506          2507         2508        2509      2510
26      Reverse repo (items reported in lines 7 and 8)                                                                    2602                                                              2606          2607         2608        2609      2610
27      Reverse repo (items reported in lines 10 and 11)                                                                  2702                                                              2706          2707         2708        2709      2710
28      Reverse repo (items reported in lines 13, 14 and 15)                                                              2802                                                              2806          2807         2808        2809      2810
29      Reverse repo (items reported in line 16)                                                                          2902                                                              2906          2907         2908        2909      2910
30      Reverse repo (items reported in lines 9, 12 and 17)                                                               3002                                                              3006          3007         3008        3009      3010
31      Non-retail lending exposures                                                                   3101                                3103             3104             3105           3106          3107         3108        3109      3110
32      Retail lending exposures                                                                       3201                                3203             3204             3205           3206          3207         3208        3209      3210
33      SSPE asset cash flows                                                                          3301                                3303             3304             3305           3306          3307         3308        3309      3310
34      Repo (items reported in line 6)                                                                                   -3402                                                            -3406          -3407       -3408       -3409     -3410
35      Repo (items reported in lines 7 and 8)                                                                            -3502                                                            -3506          -3507       -3508       -3509     -3510
36      Repo (items reported in lines 10 and 11)                                                                          -3602                                                            -3606          -3607       -3608       -3609     -3610
37      Repo (items reported in lines 13, 14 and 15)                                                                      -3702                                                            -3706          -3707       -3708       -3709     -3710
38      Repo (items reported in line 16)                                                                                  -3802                                                            -3806          -3807       -3808       -3809     -3810
39      Repo (items reported in lines 9, 12 and 17)                                                                       -3902                                                            -3906          -3907       -3908       -3909     -3910
Part 6 - Wholesale liability cash flows
40     Primary issuances - senior securities                                                                                                                                              -4006          -4007       -4008       -4009     -4010
41     Primary issuances - dated subordinated securities                                                                                                                                  -4106          -4107       -4108       -4109     -4110
42     Primary issuances - structured notes                                                                                                                                                  -4206           -4207        -4208        -4209     -4210
43     Covered bonds                                                                                                                                                                         -4306           -4307        -4308        -4309     -4310
44     Group entities                                                                              -4401                                                                                     -4406           -4407        -4408        -4409     -4410
45     UK credit institutions                                                                      -4501                                                                                     -4506           -4507        -4508        -4509     -4510
46     Non-UK credit institutions                                                                  -4601                                                                                     -4606           -4607        -4608        -4609     -4610
47     Governments, central banks and supranationals                                               -4701                                                                                     -4706           -4707        -4708        -4709     -4710
48     Non-credit institution financials                                                           -4801                                                                                     -4806           -4807        -4808        -4809     -4810
49     Non-financial large enterprises - Type A                                                    -4901                                                                                     -4906           -4907        -4908        -4909     -4910
50     Conditional liabilities pre-trigger contractual profile                                     -5001                                                                                     -5006           -5007        -5008        -5009     -5010
51     SSPE liability cash flows                                                                   -5101                                                                                     -5106           -5107        -5108        -5109     -5110
Part 7 - Other liability cash flows
52     Non-financial large enterprises - Type B                                                    -5201                                       -5203        -5204             -5205          -5206           -5207        -5208        -5209     -5210
53     SME deposits                                                                                -5301                                       -5303        -5304             -5305          -5306           -5307        -5308        -5309     -5310
54     Retail deposits - Type A                                                                    -5401                                       -5403        -5404             -5405          -5406           -5407        -5408        -5409     -5410
55     Retail deposits - Type B                                                                    -5501                                       -5503        -5504             -5505          -5506           -5507        -5508        -5509     -5510
56     Client / brokerage free cash                                                                -5601
Part 8 - Off balance sheet flows and balances                                                    Undrawn balances
57      Principal FX cash flows (including currency swaps)                                                                                                                                    5706           -5707         5708        -5709      5710
58      Committed facilities received                                                                 5801                                      5803         5804              5805           5806            5807         5808         5809      5810
59      Secured facilities provided - liquidity buffer securities                                    -5901
60      Secured facilities provided - other securities                                               -6001
61      Unsecured facilities provided - credit institutions                                          -6101
62      Unsecured stand-by facilities provided - firm&#39;s SSPEs                                        -6201
63      Unsecured stand-by facilities provided - entities other than credit institutions and
firm&#39;s SSPEs                                                                                 -6301
64      Unsecured facilities provided by firm&#39;s SSPEs to third parties                               -6401
65      Unsecured facilities provided - entities other than credit institutions                      -6501
66      Overdraft and credit card facilities provided                                                -6601
67      Pipeline lending commitments                                                                 -6701
68      Contingent obligations to repurchase assets financed through third parties                   -6801
69      Other commitments and contingent facilities provided                                         -6901
Part 9 - Downgrade triggers                                                                                              B                     C                D             E                 F               G             H            I         J         K
1 notch              2 notches        3 notches     4 notches         5 notches       6 notches     7 notches    8 notches 9 notches 10 notches
70     Asset put-backs from third party vehicles                                                                            -7002              -7003         -7004            -7005           -7006           -7007        -7008        -7009    -7010     -7011
71     Conditional liabilities                                                                                              -7102              -7103         -7104            -7105           -7106           -7107        -7108        -7109    -7110     -7111
72     Over the counter (OTC) derivative triggers                                                                           -7202              -7203         -7204            -7205           -7206           -7207        -7208        -7209    -7210     -7211
73     Other contingent liabilities                                                                                         -7302              -7303         -7304            -7305           -7306           -7307        -7308        -7309    -7310     -7311
Part 10 - Derivatives margining and exposure                                                                                                                                                                           MTM
MTM          exposure -
Collateral market                                                 exposure -   non
Cash nominal              value                      Initial margin                   margined     margined
74     OTC derivative margin given                                                                                        7402                   7403                            7405                        -7407       -7408
75     Exchange traded margin given                                                                                       7502                   7503                            7505
76     OTC derivative margin received                                                                                    -7602                  -7603                           -7605                         7607         7608
77     Exchange traded margin received                                                                                   -7702                  -7703                           -7705
Part 11 - Assets included in Part 2 that are held under re-hypothecation rights              Customer balance
78     Liquid asset buffer-eligible securities                                                     563
79     Other high quality central bank, supranational and central government debt                  663
80     US GSE/GSA securities                                                                       763
82     High quality asset-backed securities                                                          963
83     High quality covered bonds                                                                   1063
84     Securities issued by group entities                                                          1163
85     High quality corporate bonds (UK credit institutions)                                        1263
86     High quality corporate bonds (non-UK credit institutions)                                    1363
87     High quality corporate bonds (excluding credit institutions)                                 1463
88     Equities included in major indices                                                           1563
89     Other securities and commodities                                                             1663
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FSA Policy Statement PS 0916 – Strengthening Liquidity Standards Handbook version Liquidity reporting data items.xls
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