Spreadsheet: 466643d1466362883-xlsx-to-xml-lcr_return
Sheet: LCR_Schedule

 | LCR
 | Currency |  |  |  |  | A separate form is required on a consolidated basis in CAD as well as for each significant currency
 | 1. Stock of high quality liquid assets (HQLA)
 | 1.1. Level 1 assets
 |  |  |  | Market Value |  |  |  |  |  | Weight |  | Weighted Amount
 |  | [NAME] and banknotes | 11001 |  |  |  |  |  |  | 1 | 61001
 |  | Total central bank reserves; of which:
 |  | part of central bank reserves that can be drawn in times of stress | 11002 |  |  |  |  |  |  | 1 | 61002
 |  | part of central bank reserves that cannot be drawn in times of stress | 11003
 |  | Securities with a 0% risk weight:
 |  | issued by sovereigns | 11004 |  |  |  |  |  |  | 1 | 61004
 |  | guaranteed by sovereigns | 11005 |  |  |  |  |  |  | 1 | 61005
 |  | issued or guaranteed by central banks | 11006 |  |  |  |  |  |  | 1 | 61006
 |  | issued or guaranteed by PSEs | 11007 |  |  |  |  |  |  | 1 | 61007
 |  | issued or guaranteed by BIS, IMF, ECB and European Community, or MDBs | 11008 |  |  |  |  |  |  | 1 | 61008
 |  | For non-0% risk-weighted sovereigns:
 |  | sovereign or central bank debt securities issued in domestic currencies by the sovereign or central bank in the country in which the liquidity risk is being taken or in the bank’s home country | 11009 |  |  |  |  |  |  | 1 | 61009
 |  | domestic sovereign or central bank debt securities issued in foreign currencies, up to the amount of the bank’s stressed net cash outflows in that specific foreign currency stemming from the bank’s operations in the jurisdiction where the bank’s liquidity risk is being taken | 11010 |  |  |  |  |  |  | 1 | 61010
 |  | Total stock of Level 1 assets |  |  |  |  |  |  |  |  | 99001
 |  | Adjustment to stock of Level 1 assets | 99002
 |  | Adjusted amount of Level 1 assets |  |  |  |  |  |  |  |  | 99003
 | 1.2. Level 2A assets
 |  |  |  | Market Value |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Securities with a 20% risk weight:
 |  | issued by sovereigns | 12001 |  |  |  |  |  |  | 0.85 | 62001
 |  | guaranteed by sovereigns | 12002 |  |  |  |  |  |  | 0.85 | 62002
 |  | issued or guaranteed by central banks | 12003 |  |  |  |  |  |  | 0.85 | 62003
 |  | issued or guaranteed by PSEs | 12004 |  |  |  |  |  |  | 0.85 | 62004
 |  | issued or guaranteed by MDBs | 12005 |  |  |  |  |  |  | 0.85 | 62005
 |  | Non-financial corporate bonds, rated AA- or better | 12006 |  |  |  |  |  |  | 0.85 | 62006
 |  | Covered bonds, not self-issued, rated AA- or better | 12007 |  |  |  |  |  |  | 0.85 | 62007
 |  | Total stock of Level 2A assets | 99004 |  |  |  |  |  |  |  | 99007
 |  | Adjustment to stock of Level 2A assets | 99005
 |  | Adjusted amount of Level 2A assets | 99006 |  |  |  |  |  |  | 0.85 | 99008
 | 1.3. Level 2B assets
 |  |  |  | Market Value |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Residential mortgage-backed securities (RMBS), rated AA or better | 13001 |  |  |  |  |  |  | 0.75 | 63001
 |  | Non-financial corporate bonds, rated BBB- to A+ | 13002 |  |  |  |  |  |  | 0.5 | 63002
 |  | Non-financial common equity shares | 13003 |  |  |  |  |  |  | 0.5 | 63003
 |  | Sovereign or central bank debt securities, rated BBB- to BBB+ | 13004 |  |  |  |  |  |  | 0.5 | 63004
 |  | Total stock of Level 2B RMBS assets | 99009 |  |  |  |  |  |  |  | 99016
 |  | Adjustment to stock of Level 2B RMBS assets | 99010
 |  | Adjusted amount of Level 2B RMBS assets | 99011 |  |  |  |  |  |  | 0.75 | 99017
 |  | Total stock of Level 2B non-RMBS assets | 99012 |  |  |  |  |  |  |  | 99018
 |  | Adjustment to stock of Level 2B non-RMBS assets | 99013
 |  | Adjusted amount of Level 2B non-RMBS assets | 99014 |  |  |  |  |  |  | 0.5 | 99019
 |  | Adjusted amount of Level 2B (RMBS and non-RMBS) assets | 99015 |  |  |  |  |  |  |  | 99020
 |  | Adjustment to stock of HQLA due to cap on Level 2B assets |  |  |  |  |  |  |  |  | 99021
 |  | Adjustment to stock of HQLA due to cap on Level 2 assets |  |  |  |  |  |  |  |  | 99022
 | 1.4. Total stock of HQLA
 |  |  |  |  |  |  |  |  |  |  |  | Weighted Amount
 |  | Total stock of HQLA |  |  |  |  |  |  |  |  | 99023
 |  |  |  | Market Value
 |  |  |  | Level 1 |  | Level 2A |  | Level 2B RMBS |  | Level 2B non-RMBS
 |  | Assets held at the entity level, but excluded from the consolidated stock of HQLA | 14001 |  | 14002 |  | 14003 |  | 14004
 |  | Assets excluded from the stock of high quality liquid assets due to operational restrictions | 14005 |  | 14006 |  | 14007 |  | 14008
 | 2. Net cash outflows
 | 2.1. Cash outflows
 | 2.1.1. Retail deposit run-off
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Total retail deposits; of which:
 |  | Insured deposits; of which:
 |  | in transactional accounts; of which:
 |  | eligible for a 3% run-off rate; of which:
 |  | are in Canada | 21101 |  |  |  |  |  |  | 0.03 | 71101
 |  | are not in Canada | 21102 |  |  |  |  |  |  | 0.03 | 71102
 |  | eligible for a 5% run-off rate | 21103 |  |  |  |  |  |  | 0.05 | 71103
 |  | in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:
 |  | eligible for a 3% run-off rate; of which:
 |  | are in Canada | 21104 |  |  |  |  |  |  | 0.03 | 71104
 |  | are not in Canada | 21105 |  |  |  |  |  |  | 0.03 | 71105
 |  | eligible for a 5% run-off rate | 21106 |  |  |  |  |  |  | 0.05 | 71106
 |  | in non-transactional and non-relationship accounts | 21107 |  |  |  |  |  |  | 0.1 | 71107
 |  | Uninsured deposits | 21108 |  |  |  |  |  |  | 0.1 | 71108
 |  | Sourced from an unaffiliated third-party | 21109 |  |  |  |  |  |  | 0.1 | 71109
 |  | Foreign currency | 21110 |  |  |  |  |  |  | 0.1 | 71110
 |  | Term deposits with a remaining maturity of  > 30 days | 21111 |  |  |  |  |  |  | 0 | 71111
 |  | Total retail deposits run-off |  |  |  |  |  |  |  |  | 99024
 | 2.1.2. Unsecured wholesale funding run-off
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Total unsecured wholesale funding
 |  | Total funding provided by small business customers; of which:
 |  | Insured deposits; of which:
 |  | in transactional accounts; of which:
 |  | eligible for a 3% run-off rate; of which:
 |  | are in Canada | 21201 |  |  |  |  |  |  | 0.03 | 71201
 |  | are not in Canada | 21202 |  |  |  |  |  |  | 0.03 | 71202
 |  | eligible for a 5% run-off rate | 21203 |  |  |  |  |  |  | 0.05 | 71203
 |  | in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:
 |  | eligible for a 3% run-off rate; of which:
 |  | are in Canada | 21204 |  |  |  |  |  |  | 0.03 | 71204
 |  | are not in Canada | 21205 |  |  |  |  |  |  | 0.03 | 71205
 |  | eligible for a 5% run-off rate | 21206 |  |  |  |  |  |  | 0.05 | 71206
 |  | in non-transactional and non-relationship accounts | 21207 |  |  |  |  |  |  | 0.1 | 71207
 |  | Uninsured deposits | 21208 |  |  |  |  |  |  | 0.1 | 71208
 |  | Sourced from an unaffiliated third-party | 21209 |  |  |  |  |  |  | 0.1 | 71209
 |  | Foreign currency | 21210 |  |  |  |  |  |  | 0.1 | 71210
 |  | Term deposits with a remaining maturity of  > 30 days | 21211 |  |  |  |  |  |  | 0 | 71211
 |  | Total operational deposits; of which:
 |  | provided by non-financial corporates
 |  | insured, with a 3% run-off rate | 21212 |  |  |  |  |  |  | 0.03 | 71212
 |  | insured, with a 5% run-off rate | 21213 |  |  |  |  |  |  | 0.05 | 71213
 |  | uninsured | 21214 |  |  |  |  |  |  | 0.25 | 71214
 |  | provided by sovereigns, central banks, PSEs and MDBs
 |  | insured, with a 3% run-off rate | 21217 |  |  |  |  |  |  | 0.03 | 71217
 |  | insured, with a 5% run-off rate | 21218 |  |  |  |  |  |  | 0.05 | 71218
 |  | uninsured | 21219 |  |  |  |  |  |  | 0.25 | 71219
 |  | provided by banks
 |  | insured, with a 3% run-off rate | 21222 |  |  |  |  |  |  | 0.03 | 71222
 |  | insured, with a 5% run-off rate | 21223 |  |  |  |  |  |  | 0.05 | 71223
 |  | uninsured | 21224 |  |  |  |  |  |  | 0.25 | 71224
 |  | provided by other financial institutions and other legal entities
 |  | insured, with a 3% run-off rate | 21226 |  |  |  |  |  |  | 0.03 | 71226
 |  | insured, with a 5% run-off rate | 21227 |  |  |  |  |  |  | 0.05 | 71227
 |  | uninsured | 21228 |  |  |  |  |  |  | 0.25 | 71228
 |  | Total non-operational deposits; of which
 |  | provided by non-financial corporates; of which:
 |  | where entire amount is fully covered by an effective deposit insurance scheme | 21215 |  |  |  |  |  |  | 0.2 | 71215
 |  | where entire amount is not fully covered by an effective deposit insurance scheme | 21216 |  |  |  |  |  |  | 0.4 | 71216
 |  | provided by sovereigns, central banks, PSEs and MDBs; of which:
 |  | where entire amount is fully covered by an effective deposit insurance scheme | 21220 |  |  |  |  |  |  | 0.2 | 71220
 |  | where entire amount is not fully covered by an effective deposit insurance scheme | 21221 |  |  |  |  |  |  | 0.4 | 71221
 |  | provided by other banks | 21225 |  |  |  |  |  |  | 1 | 71225
 |  | provided by other financial institutions and other legal entities | 21229 |  |  |  |  |  |  | 1 | 71229
 |  | Unsecured debt issuance | 21230 |  |  |  |  |  |  | 1 | 71230
 |  | Additional balances required to be installed in central bank reserves | 21231 |  |  |  |  |  |  | 1 | 71231
 |  | Total unsecured wholesale funding run-off |  |  |  |  |  |  |  |  | 99025
 | 2.1.3. Secured funding run-off
 |  |  |  | Amount Received |  | Market Value of Extended Collateral |  |  |  | Weight |  | Weighted Amount
 |  | Transactions conducted with the bank's domestic central bank; of which:
 |  | Backed by Level 1 assets; of which:
 |  | Transactions involving eligible liquid assets | 21301 |  | 21302 |  |  |  |  | 0 | 71301
 |  | Transactions not involving eligible liquid assets | 21303 |  | 21304 |  |  |  |  | 0 | 71303
 |  | Backed by Level 2A assets; of which:
 |  | Transactions involving eligible liquid assets | 21305 |  | 21306 |  |  |  |  | 0 | 71305
 |  | Transactions not involving eligible liquid assets | 21307 |  | 21308 |  |  |  |  | 0 | 71307
 |  | Backed by Level 2B RMBS assets; of which:
 |  | Transactions involving eligible liquid assets | 21309 |  | 21310 |  |  |  |  | 0 | 71309
 |  | Transactions not involving eligible liquid assets | 21311 |  | 21312 |  |  |  |  | 0 | 71311
 |  | Backed by Level 2B non-RMBS assets; of which:
 |  | Transactions involving eligible liquid assets | 21313 |  | 21314 |  |  |  |  | 0 | 71313
 |  | Transactions not involving eligible liquid assets | 21315 |  | 21316 |  |  |  |  | 0 | 71315
 |  | Backed by other assets | 21317 |  | 21318 |  |  |  |  | 0 | 71317
 |  | Transactions not conducted with the bank's domestic central bank and backed by Level 1 assets; of which:
 |  | Transactions involving eligible liquid assets | 21319 |  | 21320 |  |  |  |  | 0 | 71319
 |  | Transactions not involving eligible liquid assets | 21321 |  | 21322 |  |  |  |  | 0 | 71321
 |  | Transactions not conducted with the bank's domestic central bank and backed by Level 2A assets; of which:
 |  | Transactions involving eligible liquid assets | 21323 |  | 21324 |  |  |  |  | 0.15 | 71323
 |  | Transactions not involving eligible liquid assets | 21325 |  | 21326 |  |  |  |  | 0.15 | 71325
 |  | Transactions not conducted with the bank's domestic central bank and backed by Level 2B RMBS assets; of which:
 |  | Transactions involving eligible liquid assets | 21327 |  | 21328 |  |  |  |  | 0.25 | 71327
 |  | Transactions not involving eligible liquid assets | 21329 |  | 21330 |  |  |  |  | 0.25 | 71329
 |  | Transactions not conducted with the bank's domestic central bank and backed by Level 2B non-RMBS assets; of which:
 |  | Counterparties are domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which:
 |  | Transactions involving eligible liquid assets | 21331 |  | 21332 |  |  |  |  | 0.25 | 71331
 |  | Transactions not involving eligible liquid assets | 21333 |  | 21334 |  |  |  |  | 0.25 | 71333
 |  | Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which:
 |  | Transactions involving eligible liquid assets | 21335 |  | 21336 |  |  |  |  | 0.5 | 71335
 |  | Transactions not involving eligible liquid assets | 21337 |  | 21338 |  |  |  |  | 0.5 | 71337
 |  | Transactions not conducted with the bank's domestic central bank and backed by other assets (non-HQLA); of which:
 |  | Counterparties are domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight | 21339 |  | 21340 |  |  |  |  | 0.25 | 71339
 |  | Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight | 21341 |  | 21342 |  |  |  |  | 1 | 71341
 |  | Total secured wholesale funding run-off |  |  |  |  |  |  |  |  | 99026
 | 2.1.4. Additional requirements
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Derivatives cash outflow | 21401 |  |  |  |  |  |  | 1 | 71401
 |  | Increased liquidity needs related to downgrade triggers in derivatives and other financing transactions | 21402 |  |  |  |  |  |  | 1 | 71402
 |  | Increased liquidity needs related to the potential for valuation changes on posted collateral securing derivative and other transactions:
 |  | Cash and Level 1 assets | 21403 |  |  |  |  |  |  | 0 | 71403
 |  | For other collateral (ie all non-Level 1 collateral) | 21404 |  |  |  |  |  |  | 0.2 | 71404
 |  | Increased liquidity needs related to excess non-segregated collateral held by the bank that could contractually be called at any time by the counterparty | 21405 |  |  |  |  |  |  | 1 | 71405
 |  | Increased liquidity needs related to contractually required collateral on transactions for which the counterparty has not yet demanded the collateral be posted | 21406 |  |  |  |  |  |  | 1 | 71406
 |  | Increased liquidity needs related to contracts that allow collateral substitution to non-HQLA assets | 21407 |  |  |  |  |  |  | 1 | 71407
 |  | Increased liquidity needs related to market valuation changes on derivative or other transactions | 21408 |  |  |  |  |  |  | 1 | 71408
 |  | Loss of funding on ABS and other structured financing instruments issued by the bank, excluding covered bonds | 21409 |  |  |  |  |  |  | 1 | 71409
 |  | Loss of funding on covered bonds issued by the bank | 21410 |  |  |  |  |  |  | 1 | 71410
 |  | Loss of funding on ABCP, conduits, SIVs and other such financing activities; of which:
 |  | debt maturing ≤ 30 days | 21411 |  |  |  |  |  |  | 1 | 71411
 |  | with embedded options in financing arrangements | 21412 |  |  |  |  |  |  | 1 | 71412
 |  | other potential loss of such funding | 21413 |  |  |  |  |  |  | 1 | 71413
 |  | Undrawn committed credit and liquidity facilities to retail and small business customers | 21414 |  |  |  |  |  |  | 0.05 | 71414
 |  | Undrawn committed credit facilities to
 |  | non-financial corporates | 21415 |  |  |  |  |  |  | 0.1 | 71415
 |  | sovereigns, central banks, PSEs and MDBs | 21417 |  |  |  |  |  |  | 0.1 | 71417
 |  | Undrawn committed liquidity facilities to
 |  | non-financial corporates | 21416 |  |  |  |  |  |  | 0.3 | 71416
 |  | sovereigns, central banks, PSEs and MDBs | 21418 |  |  |  |  |  |  | 0.3 | 71418
 |  | Undrawn committed credit and liquidity facilities provided to banks subject to prudential supervision | 21419 |  |  |  |  |  |  | 0.4 | 71419
 |  | Undrawn committed credit facilities provided to other [NAME] | 21420 |  |  |  |  |  |  | 0.4 | 71420
 |  | Undrawn committed liquidity facilities provided to other [NAME] | 21421 |  |  |  |  |  |  | 1 | 71421
 |  | Undrawn committed credit and liquidity facilities to other legal entities | 21422 |  |  |  |  |  |  | 1 | 71422
 |  | Other contractual obligations to extend funds to |  | Amount |  | Roll-over of Inflows |  | Excess Outflows |  | Weight |  | Weighted Amount
 |  | financial institutions | 21423 |  |  |  |  |  |  | 1 | 71423
 |  | retail clients | 21424 |  | 99028
 |  | small business customers | 21425 |  | 99029
 |  | non-financial corporates | 21426 |  | 99030
 |  | other clients | 21427 |  | 99031
 |  | retail, small business customers, non-financials and other clients | 99027 |  | 99032 |  | 99033 |  |  | 1 | 99034
 |  | Total contractual obligations to extend funds in excess of 50% roll-over assumption |  |  |  |  |  |  |  |  | 99035
 |  |  |  |  |  |  |  |  |  |  |  | Weighted Amount
 |  | Total additional requirements run-off |  |  |  |  |  |  |  |  | 99036
 |  | Other contingent funding obligations |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Non-contractual obligations related to potential liquidity draws from joint ventures or minority investments in entities | 21428 |  |  |  |  |  |  | 1 | 71428
 |  | Unconditionally revocable "uncommitted" credit and liquidity facilities provided to retail and small business customers | 21429 |  |  |  |  |  |  | 0.02 | 71429
 |  | Unconditionally revocable "uncommitted" credit and liquidity facilities provided to all other customers | 21430 |  |  |  |  |  |  | 0.05 | 71430
 |  | Trade finance-related obligations (including guarantees and letters of credit) | 21431 |  |  |  |  |  |  | 0.03 | 71431
 |  | Guarantees and letters of credit unrelated to trade finance obligations | 21432 |  |  |  |  |  |  | 0.05 | 71432
 |  | Non-contractual obligations:
 |  | Debt-buy back requests (incl related conduits) | 21433 |  |  |  |  |  |  | 0 | 71433
 |  | Structured products | 21434 |  |  |  |  |  |  | 0.05 | 71434
 |  | Managed funds | 21435 |  |  |  |  |  |  | 0 | 71435
 |  | Other non-contractual obligations | 21436 |  |  |  |  |  |  | 0.05 | 71436
 |  | Outstanding debt securities with remaining maturity > 30 days | 21437 |  |  |  |  |  |  | 0 | 71437
 |  | Non contractual obligations where customer short positions are covered by other customers’ collateral | 21438 |  |  |  |  |  |  | 0.5 | 71438
 |  | Bank outright short positions covered by a collateralised securities financing transaction | 21439 |  |  |  |  |  |  | 0 | 71439
 |  | Other contractual cash outflows (including those related to unsecured collateral borrowings and uncovered short positions) | 21440 |  |  |  |  |  |  | 1 | 71440
 |  | Total run-off on other contingent funding obligations |  |  |  |  |  |  |  |  | 99037
 | 2.1.5. Total cash outflows
 |  | Total cash outlfows |  |  |  |  |  |  |  |  | 99038
 | 2.2. Cash inflows
 |  | Is reporting institution an indirect clearer that is not a subsidiary of a direct clearer? (Enter 1 if yes, 0 if no) |  |  |  |  |  |  |  |  | 99039
 | 2.2.1. Secured lending including reverse repo and securities borrowing
 |  |  |  | Amount Extended |  | Market Value of Received Colllateral |  |  |  | Weight |  | Weighted Amount
 |  | Reverse repo and other secured lending or securities borrowing transactions maturing ≤ 30 days
 |  | Of which collateral is not re-used (ie is not rehypothecated) to cover the reporting institution's outright short positions
 |  | Transactions backed by Level 1 assets; of which:
 |  | Transactions involving eligible liquid assets | 22101 |  | 22102 |  |  |  |  | 0 | 72101
 |  | Transactions not involving eligible liquid assets | 22103 |  | 22104 |  |  |  |  | 0 | 72103
 |  | Transactions backed by Level 2A assets; of which:
 |  | Transactions involving eligible liquid assets | 22105 |  | 22106 |  |  |  |  | 0.15 | 72105
 |  | Transactions not involving eligible liquid assets | 22107 |  | 22108 |  |  |  |  | 0.15 | 72107
 |  | Transactions backed by Level 2B RMBS assets; of which:
 |  | Transactions involving eligible liquid assets | 22109 |  | 22110 |  |  |  |  | 0.25 | 72109
 |  | Transactions not involving eligible liquid assets | 22111 |  | 22112 |  |  |  |  | 0.25 | 72111
 |  | Transactions backed by Level 2B non-RMBS assets; of which:
 |  | Transactions involving eligible liquid assets | 22113 |  | 22114 |  |  |  |  | 0.5 | 72113
 |  | Transactions not involving eligible liquid assets | 22115 |  | 22116 |  |  |  |  | 0.5 | 72115
 |  | Margin lending backed by non-Level 1 or non-Level 2 collateral | 22117 |  | 22118 |  |  |  |  | 0.5 | 72117
 |  | Transactions backed by other collateral | 22119 |  | 22120 |  |  |  |  | 1 | 72119
 |  | Of which collateral is re-used (ie is rehypothecated) in transactions to cover the reporting insitution's outright short positions
 |  | Transactions backed by Level 1 assets | 22121 |  | 22122 |  |  |  |  | 0 | 72121
 |  | Transactions backed by Level 2A assets | 22123 |  | 22124 |  |  |  |  | 0 | 72123
 |  | Transactions backed by Level 2B RMBS assets | 22125 |  | 22126 |  |  |  |  | 0 | 72125
 |  | Transactions backed by Level 2B non-RMBS assets | 22127 |  | 22128 |  |  |  |  | 0 | 72127
 |  | Margin lending backed by non-Level 1 or non-Level 2 collateral | 22129 |  | 22130 |  |  |  |  | 0 | 72129
 |  | Transactions backed by other collateral | 22131 |  | 22132 |  |  |  |  | 0 | 72131
 |  | Total inflows on reverse repo and securities borrowing transactions |  |  |  |  |  |  |  |  | 99040
 | 2.2.2. Other inflows by counterparty
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Contractual inflows due in ≤ 30 days from fully performing loans, not reported as secured lending, from:
 |  | Retail customers | 22201 |  |  |  |  |  |  | 0.5 | 72201
 |  | Small business customers | 22202 |  |  |  |  |  |  | 0.5 | 72202
 |  | Non-financial corporates | 22203 |  |  |  |  |  |  | 0.5 | 72203
 |  | Central banks | 22204 |  |  |  |  |  |  | 1 | 72204
 |  | Financial institutions, of which
 |  | operational deposits related to clearing activities placed by indirect clearers with an OSFI-regulated direct clearer | 22205 |  |  |  |  |  |  | 0.25 | 72205
 |  | other operational deposits | 22206 |  |  |  |  |  |  | 0 | 72206
 |  | non-operational demand deposits placed by indirect clearers with an OSFI-regulated direct clearer | 22209 |  |  |  |  |  |  | 1 | 72209
 |  | all payments on other loans and deposits due in ≤ 30 days | 22207 |  |  |  |  |  |  | 1 | 72207
 |  | Other entities | 22208 |  |  |  |  |  |  | 0.5 | 72208
 |  | Total of other inflows by counterparty |  |  |  |  |  |  |  |  | 99041
 | 2.2.3. Other cash inflows
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Other cash inflows
 |  | Derivatives cash inflow | 22301 |  |  |  |  |  |  | 1 | 72301
 |  | Contractual inflows from securities maturing ≤ 30 days, not included anywhere above | 22302 |  |  |  |  |  |  | 1 | 72302
 |  | Other contractual cash inflows | 22303 |  |  |  |  |  |  | 1 | 72303
 |  | Total of other cash inflows |  |  |  |  |  |  |  |  | 99042
 | 2.2.4. Total cash inflows
 |  |  |  | Amount |  |  |  |  |  | Weight |  | Weighted Amount
 |  | Total cash inflows before applying the cap |  |  |  |  |  |  |  |  | 99044
 |  | [NAME] on cash inflows | 99043 |  |  |  |  |  |  | 0.75 | 99045
 |  | Total cash inflows after applying the cap |  |  |  |  |  |  |  |  | 99046
 | 3. Collateral swaps
 |  |  |  | Market Value of Collateral Lent |  | Market Value of Collateral Borrowed |  |  |  | Weight Outflows |  | Weighted Amount Outflows | Weight Inflows |  | Weighted Amount Inflows
 |  | Collateral swaps maturing ≤ 30 days:
 |  | Of which the borrowed assets are not re-used (ie are not rehypothecated) to cover short positions
 |  | Level 1 assets are lent and Level 1 assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30001 |  | 30002 |  |  |  |  | 0 | 80002 |  | 0 | 80001
 |  | Not involving eligible liquid assets | 30003 |  | 30004 |  |  |  |  | 0 | 80004 |  | 0 | 80003
 |  | Level 1 assets are lent and Level 2A assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30005 |  | 30006 |  |  |  |  |  |  |  | 0.15 | 80005
 |  | Not involving eligible liquid assets | 30007 |  | 30008 |  |  |  |  |  |  |  | 0.15 | 80007
 |  | Level 1 assets are lent and Level 2B RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30009 |  | 30010 |  |  |  |  |  |  |  | 0.25 | 80009
 |  | Not involving eligible liquid assets | 30011 |  | 30012 |  |  |  |  |  |  |  | 0.25 | 80011
 |  | Level 1 assets are lent and Level 2B non-RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30013 |  | 30014 |  |  |  |  |  |  |  | 0.5 | 80013
 |  | Not involving eligible liquid assets | 30015 |  | 30016 |  |  |  |  |  |  |  | 0.5 | 80015
 |  | Level 1 assets are lent and other assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30017 |  | 30018 |  |  |  |  |  |  |  | 1 | 80017
 |  | Not involving eligible liquid assets | 30019 |  | 30020 |  |  |  |  |  |  |  | 1 | 80019
 |  | Level 2A assets are lent and Level 1 assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30021 |  | 30022 |  |  |  |  | 0.15 | 80022
 |  | Not involving eligible liquid assets | 30023 |  | 30024 |  |  |  |  | 0.15 | 80024
 |  | Level 2A assets are lent and Level 2A assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30025 |  | 30026 |  |  |  |  | 0 | 80026 |  | 0 | 80025
 |  | Not involving eligible liquid assets | 30027 |  | 30028 |  |  |  |  | 0 | 80028 |  | 0 | 80027
 |  | Level 2A assets are lent and Level 2B RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30029 |  | 30030 |  |  |  |  |  |  |  | 0.1 | 80029
 |  | Not involving eligible liquid assets | 30031 |  | 30032 |  |  |  |  |  |  |  | 0.1 | 80031
 |  | Level 2A assets are lent and Level 2B non-RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30033 |  | 30034 |  |  |  |  |  |  |  | 0.35 | 80033
 |  | Not involving eligible liquid assets | 30035 |  | 30036 |  |  |  |  |  |  |  | 0.35 | 80035
 |  | Level 2A assets are lent and other assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30037 |  | 30038 |  |  |  |  |  |  |  | 0.85 | 80037
 |  | Not involving eligible liquid assets | 30039 |  | 30040 |  |  |  |  |  |  |  | 0.85 | 80039
 |  | Level 2B RMBS assets are lent and Level 1 assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30041 |  | 30042 |  |  |  |  | 0.25 | 80042
 |  | Not involving eligible liquid assets | 30043 |  | 30044 |  |  |  |  | 0.25 | 80044
 |  | Level 2B RMBS assets are lent and Level 2A assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30045 |  | 30046 |  |  |  |  | 0.1 | 80046
 |  | Not involving eligible liquid assets | 30047 |  | 30048 |  |  |  |  | 0.1 | 80048
 |  | Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30049 |  | 30050 |  |  |  |  | 0 | 80050 |  | 0 | 80049
 |  | Not involving eligible liquid assets | 30051 |  | 30052 |  |  |  |  | 0 | 80052 |  | 0 | 80051
 |  | Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30053 |  | 30054 |  |  |  |  |  |  |  | 0.25 | 80053
 |  | Not involving eligible liquid assets | 30055 |  | 30056 |  |  |  |  |  |  |  | 0.25 | 80055
 |  | Level 2B RMBS assets are lent and other assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30057 |  | 30058 |  |  |  |  |  |  |  | 0.75 | 80057
 |  | Not involving eligible liquid assets | 30059 |  | 30060 |  |  |  |  |  |  |  | 0.75 | 80059
 |  | Level 2B non-RMBS assets are lent and Level 1 assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30061 |  | 30062 |  |  |  |  | 0.5 | 80062
 |  | Not involving eligible liquid assets | 30063 |  | 30064 |  |  |  |  | 0.5 | 80064
 |  | Level 2B non-RMBS assets are lent and Level 2A assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30065 |  | 30066 |  |  |  |  | 0.35 | 80066
 |  | Not involving eligible liquid assets | 30067 |  | 30068 |  |  |  |  | 0.35 | 80068
 |  | Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30069 |  | 30070 |  |  |  |  | 0.25 | 80070
 |  | Not involving eligible liquid assets | 30071 |  | 30072 |  |  |  |  | 0.25 | 80072
 |  | Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30073 |  | 30074 |  |  |  |  | 0 | 80074 |  | 0 | 80073
 |  | Not involving eligible liquid assets | 30075 |  | 30076 |  |  |  |  | 0 | 80076 |  | 0 | 80075
 |  | Level 2B non-RMBS assets are lent and other assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30077 |  | 30078 |  |  |  |  |  |  |  | 0.5 | 80077
 |  | Not involving eligible liquid assets | 30079 |  | 30080 |  |  |  |  |  |  |  | 0.5 | 80079
 |  | Other assets are lent and Level 1 assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30081 |  | 30082 |  |  |  |  | 1 | 80082
 |  | Not involving eligible liquid assets | 30083 |  | 30084 |  |  |  |  | 1 | 80084
 |  | Other assets are lent and Level 2A assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30085 |  | 30086 |  |  |  |  | 0.85 | 80086
 |  | Not involving eligible liquid assets | 30087 |  | 30088 |  |  |  |  | 0.85 | 80088
 |  | Other assets are lent and Level 2B RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30089 |  | 30090 |  |  |  |  | 0.75 | 80090
 |  | Not involving eligible liquid assets | 30091 |  | 30092 |  |  |  |  | 0.75 | 80092
 |  | Other assets are lent and Level 2B non-RMBS assets are borrowed; of which:
 |  | Involving eligible liquid assets | 30093 |  | 30094 |  |  |  |  | 0.5 | 80094
 |  | Not involving eligible liquid assets | 30095 |  | 30096 |  |  |  |  | 0.5 | 80096
 |  | Other assets are lent and other assets are borrowed | 30097 |  | 30098 |  |  |  |  | 0 | 80098 |  | 0 | 80097
 |  | Of which the borrowed assets are re-used (ie are rehypothecated) in transactions to cover short positions
 |  | Level 1 assets are lent and Level 1 assets are borrowed | 30099 |  | 30100 |  |  |  |  | 0 | 80100 |  | 0 | 80099
 |  | Level 1 assets are lent and Level 2A assets are borrowed | 30101 |  | 30102 |  |  |  |  |  |  |  | 0 | 80101
 |  | Level 1 assets are lent and Level 2B RMBS assets are borrowed | 30103 |  | 30104 |  |  |  |  |  |  |  | 0 | 80103
 |  | Level 1 assets are lent and Level 2B non-RMBS assets are borrowed | 30105 |  | 30106 |  |  |  |  |  |  |  | 0 | 80105
 |  | Level 1 assets are lent and other assets are borrowed | 30107 |  | 30108 |  |  |  |  |  |  |  | 0 | 80107
 |  | Level 2A assets are lent and Level 1 assets are borrowed | 30109 |  | 30110 |  |  |  |  | 0.15 | 80110
 |  | Level 2A assets are lent and Level 2A assets are borrowed | 30111 |  | 30112 |  |  |  |  | 0 | 80112 |  | 0 | 80111
 |  | Level 2A assets are lent and Level 2B RMBS assets are borrowed | 30113 |  | 30114 |  |  |  |  |  |  |  | 0 | 80113
 |  | Level 2A assets are lent and Level 2B non-RMBS assets are borrowed | 30115 |  | 30116 |  |  |  |  |  |  |  | 0 | 80115
 |  | Level 2A assets are lent and other assets are borrowed | 30117 |  | 30118 |  |  |  |  |  |  |  | 0 | 80117
 |  | Level 2B RMBS assets are lent and Level 1 assets are borrowed | 30119 |  | 30120 |  |  |  |  | 0.25 | 80120
 |  | Level 2B RMBS assets are lent and Level 2A assets are borrowed | 30121 |  | 30122 |  |  |  |  | 0.1 | 80122
 |  | Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed | 30123 |  | 30124 |  |  |  |  | 0 | 80124 |  | 0 | 80123
 |  | Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed | 30125 |  | 30126 |  |  |  |  |  |  |  | 0 | 80125
 |  | Level 2B RMBS assets are lent and other assets are borrowed | 30127 |  | 30128 |  |  |  |  |  |  |  | 0 | 80127
 |  | Level 2B non-RMBS assets are lent and Level 1 assets are borrowed | 30129 |  | 30130 |  |  |  |  | 0.5 | 80130
 |  | Level 2B non-RMBS assets are lent and Level 2A assets are borrowed | 30131 |  | 30132 |  |  |  |  | 0.35 | 80132
 |  | Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed | 30133 |  | 30134 |  |  |  |  | 0.25 | 80134
 |  | Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed | 30135 |  | 30136 |  |  |  |  | 0 | 80136 |  | 0 | 80135
 |  | Level 2B non-RMBS assets are lent and other assets are borrowed | 30137 |  | 30138 |  |  |  |  |  |  |  | 0 | 80137
 |  | Other assets are lent and Level 1 assets are borrowed | 30139 |  | 30140 |  |  |  |  | 1 | 80140
 |  | Other assets are lent and Level 2A assets are borrowed | 30141 |  | 30142 |  |  |  |  | 0.85 | 80142
 |  | Other assets are lent and Level 2B RMBS assets are borrowed | 30143 |  | 30144 |  |  |  |  | 0.75 | 80144
 |  | Other assets are lent and Level 2B non-RMBS assets are borrowed | 30145 |  | 30146 |  |  |  |  | 0.5 | 80146
 |  | Other assets are lent and other assets are borrowed | 30147 |  | 30148 |  |  |  |  | 0 | 80148 |  | 0 | 80147
 |  | Total outflows and total inflows from collateral swaps |  |  |  |  |  |  |  |  | 99047 |  |  | 99048
 |  |  |  | Addition |  | Reduction
 |  | Adjustments to Level 1 assets due to collateral swaps | 99049 |  | 99053
 |  | Adjustments to Level 2A assets due to collateral swaps | 99050 |  | 99054
 |  | Adjustments to Level 2B RMBS assets due to collateral swaps | 99051 |  | 99055
 |  | Adjustments to Level 2B non-RMBS assets due to collateral swaps | 99052 |  | 99056
 | 4. LCR
 |  | Total stock of high quality liquid assets |  |  |  |  |  |  |  |  | 99057
 |  | Net cash outflows |  |  |  |  |  |  |  |  | 99058
 |  | LCR |  |  |  |  |  |  |  |  | 99059