Index
Constraints
DPM Mapboe_tCL66.01.01.02 - CL66.01.01.02 - PRA110. Initial stock. Total
| CL66.01.01.02 | ||
| Initial stock | ||
| 010 | ||
| COUNTERBALANCING CAPACITY | 729 | |
| Coins and bank notes | 730 | |
| Withdrawable central bank reserves | 740 | |
| Level 1 tradable assets | 750 | |
| Level 1 excluding covered bonds | 760 | |
| Level 2A assets included due to Alternative Liquidity Approaches | 6490 | |
| Level 1 central bank | 770 | |
| Level 1 (CQS 1) | 780 | |
| Level 1 (CQS2, CQS3) | 790 | |
| Level 1 (CQS4+) | 800 | |
| Level 1 covered bonds (CQS1) | 810 | |
| Level 2A tradable assets | 820 | |
| Level 2A corporate bonds (CQS1) | 830 | |
| Level 2A covered bonds (CQS 1, CQS2) | 840 | |
| Level 2A public sector (CQS1, CQS2) | 850 | |
| Level 2B tradable assets | 860 | |
| Level 2B ABS (CQS1) | 870 | |
| Level 2B covered bonds (CQS1-6) | 880 | |
| Level 2B corporate bonds (CQ1-3) | 890 | |
| Level 2B shares | 900 | |
| Level 2B public sector (CQS 3-5) | 910 | |
| Deposits by / Liquidity funding available to network member with/from central institution | 6500 | |
| Other tradable assets | 920 | |
| Central government (CQS1) | 930 | |
| Central government (CQS 2 & 3) | 940 | |
| Shares | 950 | |
| covered bonds | 960 | |
| ABS | 970 | |
| Other tradable assets | 980 | |
| Non tradable assets eligible for central banks | 990 | |
| Undrawn committed facilities received | 1000 | |
| Level 1 facilities | 1010 | |
| Level 2B restricted use facilities | 1020 | |
| Level 2B IPS facilities | 1030 | |
| Other facilities | 1040 | |
| from intragroup counterparties | 1050 | |
| Of which: reported as LCR inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate | 6510 | |
| from other counterparties | 1060 | |
| Of which: from central banks reported as LCR inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets | 6520 | |
| Cumulated Counterbalancing Capacity | 1080 | |
| CONTINGENCIES | 1089 | |
| Other products and services (Article 23 items) | 6650 | |
| other off-balance sheet and contingent funding obligations | 6660 | |
| undrawn loans and advances to wholesale counterparties | 6670 | |
| mortgages that have been agreed but not yet drawn down | 6680 | |
| credit cards | 6690 | |
| overdrafts | 6700 | |
| planned outflows related to renewal or extension of new retail or wholesale loans | 6710 | |
| the excess of funding to non-financial customers | 6720 | |
| the excess of funding to retail customers | 6730 | |
| the excess of funding to non financial corporates | 6740 | |
| the excess of funding to sovereigns, MLDBs and PSEs | 6750 | |
| the excess of funding to other legal entities | 6760 | |
| other (planned outflows related to renewal or extension of new retail or wholesale loans) | 6770 | |
| trade finance off-balance sheet related products | 6790 | |
| Outflows due to downgrade triggers | 1140 | |
| 1 notch | 6800 | |
| 2 notch | 6810 | |
| 3 notch | 6820 | |
| 4 notch | 6830 | |
| 5 notch | 6840 | |
| 6 notch | 6850 | |
| 7 notch | 6860 | |
| 8 notch | 6870 | |
| LCR "impact of an adverse market scenario on derivatives, financing transactions and other contracts" | 6880 | |
| Collateral other than Level 1 assets collateral posted for derivatives | 6890 | |
| Level 1 EHQ Covered Bonds assets collateral posted for derivatives | 6900 | |
| Callable excess collateral | 6920 | |
| Due collateral | 6930 | |
| Liquid asset collateral exchangeable for non-liquid asset collateral | 6940 | |
| MEMORANDUM ITEMS | 1149 | |
| HQLA central bank eligible | 1230 | |
| non-HQLA central bank eligible | 1240 | |
| Derivatives initial margin given (CCPs and Exchanges) | 7150 | |
| Derivatives initial margin given (Other) | 7160 | |
| Derivatives variation margin given | 7170 | |
| Derivatives initial margin received (CCPs and Exchanges) | 7180 | |
| Derivatives initial margin received (Other) | 7190 | |
| Derivatives variation margin received | 7200 | |
| Non-margined derivatives: out-of-the-money MTM exposure | 7210 | |
| Non-margined derivatives: in-the-money MTM exposure | 7220 | |
| Non-derivatives initial margin given (CCPs and Exchanges) e.g. LCH repoclear, etc | 7230 | |