Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_75.00.w - C 75.00.w (LC(DA)

C 75.00.w
Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowedOutflowsInflows subject to the 75% cap on inflowsInflows subject to the 90% cap on inflowsInflows exempted from the cap on inflowsCollateralised derivatives only
Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowed
010020030040050060070080090100110120
TOTAL COLLATERAL SWAPS & COLLATERALISED DERIVATIVES010
Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:020
Level 1 assets (excl. EHQ covered bonds)030
Level 1: extremely high quality covered bonds040
Level 2A assets050
Level 2B: asset-backed securities (residential or automobile, CQS1)060
Level 2B: high quality covered bonds070
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)080
Other Level 2B090
Non-liquid assets100
Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:110
Level 1 assets (excl. EHQ covered bonds)120
Level 1: extremely high quality covered bonds130
Level 2A assets140
Level 2B: asset-backed securities (residential or automobile, CQS1)150
Level 2B: high quality covered bonds160
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)170
Other Level 2B180
Non-liquid assets190
Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:200
Level 1 assets (excl. EHQ covered bonds)210
Level 1: extremely high quality covered bonds220
Level 2A assets230
Level 2B: asset-backed securities (residential or automobile, CQS1)240
Level 2B: high quality covered bonds250
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)260
Other Level 2B270
Non-liquid assets280
Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:290
Level 1 assets (excl. EHQ covered bonds)300
Level 1: extremely high quality covered bonds310
Level 2A assets320
Level 2B: asset-backed securities (residential or automobile, CQS1)330
Level 2B: high quality covered bonds340
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)350
Other Level 2B360
Non-liquid assets370
Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:380
Level 1 assets (excl. EHQ covered bonds)390
Level 1: extremely high quality covered bonds400
Level 2A assets410
Level 2B: asset-backed securities (residential or automobile, CQS1)420
Level 2B: high quality covered bonds430
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)440
Other Level 2B450
Non-liquid assets460
Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:470
Level 1 assets (excl. EHQ covered bonds)480
Level 1: extremely high quality covered bonds490
Level 2A assets500
Level 2B: asset-backed securities (residential or automobile, CQS1)510
Level 2B: high quality covered bonds520
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)530
Other Level 2B540
Non-liquid assets550
Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:560
Level 1 assets (excl. EHQ covered bonds)570
Level 1: extremely high quality covered bonds580
Level 2A assets590
Level 2B: asset-backed securities (residential or automobile, CQS1)600
Level 2B: high quality covered bonds610
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)620
Other Level 2B630
Non-liquid assets640
Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:650
Level 1 assets (excl. EHQ covered bonds)660
Level 1: extremely high quality covered bonds670
Level 2A assets680
Level 2B: asset-backed securities (residential or automobile, CQS1)690
Level 2B: high quality covered bonds700
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)710
Other Level 2B720
Non-liquid assets730
Memo items735
Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions740
Total collateral swaps with intragroup counterparties750
Total collateral swaps with central bank counterparties760

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