Index
Constraints
DPM Mapeba_tC_51.00.a - C 51.00.a (LC - Assets)
| C 51.00.a | |||||
| Market value | Value according to Art. 418 CRR | Amount | Undrawn amount of line | ||
| 010 | 020 | 030 | 040 | ||
| ASSETS WHICH MEET THE REQUIREMENTS OF Arts. 416 AND 417 CRR | 005 | ||||
| cash | 010 | ||||
| exposures to central bank | 020 | ||||
| of which: exposures that can be withdrawn in times of stress | 030 | ||||
| Other transferable assets representing claims on or guaranteed by | 035 | ||||
| transferable assets representing claims on or guaranteed by the central government of a Member State, on 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 liquid assets | 036 | ||||
| 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 on | 060 | ||||
| guaranteed by | 070 | ||||
| transferable assets representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the Commission and multilateral development banks; | 075 | ||||
| representing claims on | 080 | ||||
| guaranteed by | 090 | ||||
| transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism | 095 | ||||
| representing claims on | 100 | ||||
| guaranteed by | 110 | ||||
| total shares or units in CIUs with underlying assets specified in Art. 416 CRR | 115 | ||||
| underlying assets in point (a) of Art. 416(1) CRR | 120 | ||||
| underlying assets in point (b) and (c) of Art. 416(1) CRR | 130 | ||||
| underlying assets in point (d) of Art. 416(1) CRR | 140 | ||||
| standby credit facilities granted by central banks within the scope of monetary policy to the extent that these facilities are not collateralised by liquid assets and excluding emergency liquidity assistance | 150 | ||||
| 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 Art. 113(7) or eligible for the waiver provided in Art. 10 CRR, to the extent that this funding is not collateralized by liquid assets | 155 | ||||
| deposits | 160 | ||||
| contractually available liquid funding | 170 | ||||
| ASSETS WHICH DO NOT MEET THE REQUIREMENTS OF Art. 416 CRR BUT STILL MEET THE REQUIREMENTS OF ART. 417 (b) AND (c) CRR | 615 | ||||
| financial corporate bonds | 616 | ||||
| credit quality step 1 | 620 | ||||
| credit quality step 2 | 630 | ||||
| credit quality step 3 | 640 | ||||
| own issuances | 645 | ||||
| credit quality step 1 | 650 | ||||
| credit quality step 2 | 660 | ||||
| credit quality step 3 | 670 | ||||
| unsecured credit institution issuances | 675 | ||||
| credit quality step 1 | 680 | ||||
| credit quality step 2 | 690 | ||||
| credit quality step 3 | 700 | ||||
| non residential mortgage backed instruments not already reported in 1.10 | 705 | ||||
| credit quality step 1 | 710 | ||||
| credit quality step 2 | 720 | ||||
| credit quality step 3 | 730 | ||||
| residential mortgage backed instruments not already reported in 1.11 | 735 | ||||
| credit quality step 1 | 740 | ||||
| credit quality step 2 | 750 | ||||
| credit quality step 3 | 760 | ||||
| equities listed on a recognised exchange and major index linked equity instruments, not self issued or issued by financial institutions | 770 | ||||
| gold | 780 | ||||
| guaranteed bonds not already reported above | 790 | ||||
| covered bonds not already reported above | 800 | ||||
| corporate bonds not already reported above | 810 | ||||
| funds based on the assets reported in 4.5 -4.10 of the LCR-Assets' template | 820 | ||||
| other categories of central bank eligible securities or loans | 825 | ||||
| local government bonds | 830 | ||||
| commercial paper | 840 | ||||
| credit claims | 850 | ||||
| TREATMENT FOR JURISDICTIONS WITH INSUFFICIENT HQLA | 855 | ||||
| Use of derogation A (foreign currency) | 860 | ||||
| Use of derogation B (credit line from the relevant central bank) | 870 | ||||
| REPORTING OF SHAR'IAH COMPLIANT ASSETS AS ALTERNATIVE ASSETS UNDER 509(2)(i). Shar'iah -compliant financial products as alternative to assets that would qualify as liquid assets for the purposes of Article 416, for the use of Shar'iah compliant banks | 875 | ||||
| credit quality step 1 | 880 | ||||
| credit quality step 2 | 890 | ||||
| credit quality step 3 | 900 | ||||