Index
Constraints
DPM Mapeba_tC_72.00.a - C 72.00.a (LC(DA)
| C 72.00.a | ||||
| Amount/Market value | Applicable weight | Value according to Article 9 | ||
| 010 | 030 | 040 | ||
| TOTAL UNADJUSTED LIQUID ASSETS | 010 | |||
| Total unadjusted level 1 ASSETS | 020 | |||
| Total unadjusted level 1 assets excluding extremely high quality covered bonds | 030 | |||
| Coins and banknotes | 040 | |||
| Withdrawable central bank reserves | 050 | |||
| Central bank assets | 060 | |||
| Central government assets | 070 | |||
| Regional government / local authorities assets | 080 | |||
| Public Sector Entity assets | 090 | |||
| Recognisable domestic and foreign currency central government and central bank assets | 100 | |||
| Credit institution (protected by Member State government, promotional lender) assets | 110 | |||
| Multilateral development bank and international organisations assets | 120 | |||
| Qualifying CIU shares/units: underlying is coins/banknotes and/or central bank exposure | 130 | |||
| Qualifying CIU shares/units: underlying is Level 1 assets excluding extremely high quality covered bonds | 140 | |||
| Alternative Liquidity Approaches: Central bank credit facility | 150 | |||
| Central institutions: Level 1 assets excl. EHQ CB which are considered liquid assets for the depositing credit institution | 160 | |||
| Alternative Liquidity Approaches: Inclusion of Level 2A assets recognised as Level 1 | 170 | |||
| Total unadjusted level 1 extremely high quality covered bonds | 180 | |||
| Extremely high quality covered bonds | 190 | |||
| Qualifying CIU shares/units: underlying is extremely high quality covered bonds | 200 | |||
| Central institutions: Level 1 EHQ covered bonds which are considered liquid assets for the depositing credit institution | 210 | |||
| Total unadjusted level 2 ASSETS | 220 | |||
| Total unadjusted level 2A assets | 230 | |||
| Regional government / local authorities or Public Sector Entity assets (Member State, RW20%) | 240 | |||
| Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%) | 250 | |||
| High quality covered bonds (CQS2) | 260 | |||
| High quality covered bonds (Third Country, CQS1) | 270 | |||
| Corporate debt securities (CQS1) | 280 | |||
| Qualifying CIU shares/units: underlying is Level 2A assets | 290 | |||
| Central institutions: Level 2A assets which are considered liquid assets for the depositing credit institution | 300 | |||
| Total unadjusted level 2B assets | 310 | |||
| Asset-backed securities (residential, CQS1) | 320 | |||
| Asset-backed securities (auto, CQS1) | 330 | |||
| High quality covered bonds (RW35%) | 340 | |||
| Asset-backed securities (commercial or individuals, Member State, CQS1) | 350 | |||
| Corporate debt securities (CQS2/3) | 360 | |||
| Corporate debt securities - non-interest bearing assets (held by credit institutions for religious reasons) (CQS1/2/3 | 370 | |||
| Shares (major stock index) | 380 | |||
| Non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 390 | |||
| Restricted-use central bank committed liquidity facilities | 400 | |||
| Qualifying CIU shares/units: underlying is asset-backed securities (residential or auto, CQS1) | 410 | |||
| Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS3-5) | 420 | |||
| Qualifying CIU shares/units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1) | 430 | |||
| Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3) or shares (major stock index) | 440 | |||
| Deposits by network member with central institution (no obligated investment) | 450 | |||
| Liquidity funding available to network member from central institution (non-specified collateralisation) | 460 | |||
| Central institutions: Level 2B assets which are considered liquid assets for the depositing credit institution | 470 | |||
| Memorandum | 479 | |||
| Alternative Liquidity Approaches: Additional Level 1/2A/2B assets included due to currency consistency not applying for ALA reasons | 480 | |||
| Deposits by network member with central institution (obligated investment in Level 1 excl. EHQ CB) | 490 | |||
| Deposits by network member with central institution (obligated investment in Level 1 EHQ CB assets) | 500 | |||
| Deposits by network member with central institution (obligated investment in Level 2A assets) | 510 | |||
| Deposits by network member with central institution (obligated investment in Level 2B assets) | 520 | |||
| Adjustments made to assets due to net liquidity outflows from early close-out of hedges | 530 | |||
| Adjustments made to assets due to net liquidity inflows from early close-out of hedges | 540 | |||
| Member State-sponsored guaranteed bank assets subject to grandfathering | 550 | |||
| Member State-sponsored impaired asset management agencies subject to transitional provision | 560 | |||
| Securitisations backed by residential loans subject to transitional provision | 570 | |||
| Level 1/2A/2B assets excluded due to currency reasons | 580 | |||
| Level 1/2A/2B assets excluded for operational reasons except for currency reasons | 590 | |||
| Level 1 Non-interest bearing assets (held by credit institutions for religious reasons) | 600 | |||
| Level 2A Non-interest bearing assets (held by credit institutions for religious reasons) | 610 | |||