Index
Constraints
DPM Mapeba_tC_60.00.w - C 60.00.w (SF - Items requiring stable funding)
| C 60.00.w | ||||||||||||||||
| amount extremely high liquidity and credit quality | amount high liquidity and credit quality | amount other assets | ||||||||||||||
| within three months | between three and 6 months | between 6 and 9 months | between 9 and 12 months | after 12 months | within three months | between three and 6 months | between 6 and 9 months | between 9 and 12 months | after 12 months | within three months | between three and 6 months | between 6 and 9 months | between 9 and 12 months | after 12 months | ||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | ||
| ITEMS REQUIRING STABLE FUNDING | 005 | |||||||||||||||
| assets referred to in Art. 416 CRR | 006 | |||||||||||||||
| cash | 010 | |||||||||||||||
| exposures to central bank | 020 | |||||||||||||||
| Of which: exposures that can be withdrawn in times of stress | 030 | |||||||||||||||
| transferable assets representing claims on or guaranteed by the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquidity assets | 035 | |||||||||||||||
| representing claims | 040 | |||||||||||||||
| guaranteed by | 050 | |||||||||||||||
| transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity | 055 | |||||||||||||||
| representing claims | 060 | |||||||||||||||
| guaranteed by | 070 | |||||||||||||||
| transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Commission and multilateral development banks; | 075 | |||||||||||||||
| representing claims | 080 | |||||||||||||||
| guaranteed by | 090 | |||||||||||||||
| amount unencumbered | 100 | |||||||||||||||
| amount encumbered for a period within three months | 110 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 120 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 130 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 140 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 150 | |||||||||||||||
| transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism | 151 | |||||||||||||||
| representing claims | 152 | |||||||||||||||
| guaranteed by | 153 | |||||||||||||||
| total shares or units in CIUs with underlying assets specified in Art. 416 CRR | 155 | |||||||||||||||
| underlying assets in point (a) of Art. 416(1) CRR | 160 | |||||||||||||||
| underlying assets in point (b) and (c) of Art. 416(1) CRR | 170 | |||||||||||||||
| underlying assets in point (d) of Art. 416(1) CRR | 175 | |||||||||||||||
| amount unencumbered | 180 | |||||||||||||||
| amount encumbered for a period within three months | 190 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 200 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 210 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 220 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 230 | |||||||||||||||
| deposits with the central credit institution and other statutory or contractually available liquid funding from a central credit institution or institutions that are members of a network referred to in Article 113(7) or eligible for the waiver provided in Article 10 CRR, to the extent that this funding is not collateralized by liquid assets | 231 | |||||||||||||||
| deposits | 232 | |||||||||||||||
| contractually available liquid funding | 233 | |||||||||||||||
| Assets issued by a credit institution which has been set up by a Member State central or regional government where at least one of the conditions in Article 416(2)(a)(iii) is met | 234 | |||||||||||||||
| Other transferable assets not specified elsewhere | 235 | |||||||||||||||
| amount unencumbered | 240 | |||||||||||||||
| amount encumbered for a period within three months | 250 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 260 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 270 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 280 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 290 | |||||||||||||||
| non financial corporate bonds | 295 | |||||||||||||||
| amount unencumbered | 300 | |||||||||||||||
| amount encumbered for a period within three months | 310 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 320 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 330 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 340 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 350 | |||||||||||||||
| non residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR | 351 | |||||||||||||||
| amount unencumbered | 352 | |||||||||||||||
| amount encumbered for a period within three months | 353 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 354 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 355 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 356 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 357 | |||||||||||||||
| residential mortgage backed instruments issued by a credit institution if demonstrated to be of the highest credit quality as established by EBA pursuant to the criteria in Art. 509 (3),(4) and (5) CRR | 358 | |||||||||||||||
| amount unencumbered | 359 | |||||||||||||||
| amount encumbered for a period within three months | 360 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 361 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 362 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 363 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 364 | |||||||||||||||
| bonds eligible for the treatment set out in Art. 129(4) or (5), which meet the criteria in Art. 416(2)(a) CRR | 365 | |||||||||||||||
| amount unencumbered | 366 | |||||||||||||||
| amount encumbered for a period within three months | 370 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 380 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 390 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 400 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 410 | |||||||||||||||
| bonds as defined in Art. 52(4) of Directive 2009/65/EC other than those referred to in 1.1.9 | 415 | |||||||||||||||
| amount unencumbered | 420 | |||||||||||||||
| amount encumbered for a period within three months | 430 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 440 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 450 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 460 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 470 | |||||||||||||||
| securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Art. 122 CRR | 475 | |||||||||||||||
| amount unencumbered | 480 | |||||||||||||||
| amount encumbered for a period within three months | 490 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 500 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 510 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 520 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 530 | |||||||||||||||
| securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Art. 122 CRR | 535 | |||||||||||||||
| amount unencumbered | 540 | |||||||||||||||
| amount encumbered for a period within three months | 550 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 560 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 570 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 580 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 590 | |||||||||||||||
| other securities and money market instruments not reported elsewhere | 595 | |||||||||||||||
| amount unencumbered | 600 | |||||||||||||||
| amount encumbered for a period within three months | 610 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 620 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 630 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 640 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 650 | |||||||||||||||
| equity securities of non-financial entities listed on a major index in a recognised exchange | 655 | |||||||||||||||
| amount unencumbered | 660 | |||||||||||||||
| amount encumbered for a period within three months | 670 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 680 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 690 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 700 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 710 | |||||||||||||||
| other equity securities | 715 | |||||||||||||||
| amount unencumbered | 720 | |||||||||||||||
| amount encumbered for a period within three months | 730 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 740 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 750 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 760 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 770 | |||||||||||||||
| gold | 775 | |||||||||||||||
| amount unencumbered | 780 | |||||||||||||||
| amount encumbered for a period within three months | 790 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 800 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 810 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 820 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 830 | |||||||||||||||
| other precious metals | 835 | |||||||||||||||
| amount unencumbered | 840 | |||||||||||||||
| amount encumbered for a period within three months | 850 | |||||||||||||||
| amount encumbered for a period between three and 6 months | 860 | |||||||||||||||
| amount encumbered for a period between 6 and 9 months | 870 | |||||||||||||||
| amount encumbered for a period between 9 and 12 months | 880 | |||||||||||||||
| amount encumbered for a period greater than 12 months | 890 | |||||||||||||||