Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_75.01.a - C 75.01.a (LC(DA)

C 75.01.a
Market value of collateral lentLiquidity value of collateral lentMarket value of collateral borrowedLiquidity value of collateral borrowedStandard weightApplicable weightOutflowsInflows subject to the 75% cap on inflowsInflows subject to the 90% cap on inflowsInflows exempted from the cap on inflows
0010002000300040005000600070008000900100
TOTAL COLLATERAL SWAPS (counterparty is central bank)0010
Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:0020
Level 1 assets (excl. EHQ covered bonds)0030
Of which collateral swapped meets operational requirements0040
Level 1: extremely high quality covered bonds0050
Of which collateral swapped meets operational requirements0060
Level 2A assets0070
Of which collateral swapped meets operational requirements0080
Level 2B: asset-backed securities (residential or automobile, CQS1)0090
Of which collateral swapped meets operational requirements0100
Level 2B: high quality covered bonds0110
Of which collateral swapped meets operational requirements0120
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0130
Of which collateral swapped meets operational requirements0140
Other Level 2B0150
Of which collateral swapped meets operational requirements0160
Non-liquid assets0170
Of which collateral swapped meets operational requirements0180
Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:0190
Level 1 assets (excl. EHQ covered bonds)0200
Of which collateral swapped meets operational requirements0210
Level 1: extremely high quality covered bonds0220
Of which collateral swapped meets operational requirements0230
Level 2A assets0240
Of which collateral swapped meets operational requirements0250
Level 2B: asset-backed securities (residential or automobile, CQS1)0260
Of which collateral swapped meets operational requirements0270
Level 2B: high quality covered bonds0280
Of which collateral swapped meets operational requirements0290
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0300
Of which collateral swapped meets operational requirements0310
Other Level 2B0320
Of which collateral swapped meets operational requirements0330
Non-liquid assets0340
Of which collateral swapped meets operational requirements0350
Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:0360
Level 1 assets (excl. EHQ covered bonds)0370
Of which collateral swapped meets operational requirements0380
Level 1: extremely high quality covered bonds0390
Of which collateral swapped meets operational requirements0400
Level 2A assets0410
Of which collateral swapped meets operational requirements0420
Level 2B: asset-backed securities (residential or automobile, CQS1)0430
Of which collateral swapped meets operational requirements0440
Level 2B: high quality covered bonds0450
Of which collateral swapped meets operational requirements0460
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0470
Of which collateral swapped meets operational requirements0480
Other Level 2B0490
Of which collateral swapped meets operational requirements0500
Non-liquid assets0510
Of which collateral swapped meets operational requirements0520
Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:0530
Level 1 assets (excl. EHQ covered bonds)0540
Of which collateral swapped meets operational requirements0550
Level 1: extremely high quality covered bonds0560
Of which collateral swapped meets operational requirements0570
Level 2A assets0580
Of which collateral swapped meets operational requirements0590
Level 2B: asset-backed securities (residential or automobile, CQS1)0600
Of which collateral swapped meets operational requirements0610
Level 2B: high quality covered bonds0620
Of which collateral swapped meets operational requirements0630
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0640
Of which collateral swapped meets operational requirements0650
Other Level 2B0660
Of which collateral swapped meets operational requirements0670
Non-liquid assets0680
Of which collateral swapped meets operational requirements0690
Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:0700
Level 1 assets (excl. EHQ covered bonds)0710
Of which collateral swapped meets operational requirements0720
Level 1: extremely high quality covered bonds0730
Of which collateral swapped meets operational requirements0740
Level 2A assets0750
Of which collateral swapped meets operational requirements0760
Level 2B: asset-backed securities (residential or automobile, CQS1)0770
Of which collateral swapped meets operational requirements0780
Level 2B: high quality covered bonds0790
Of which collateral swapped meets operational requirements0800
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0810
Of which collateral swapped meets operational requirements0820
Other Level 2B0830
Of which collateral swapped meets operational requirements0840
Non-liquid assets0850
Of which collateral swapped meets operational requirements0860
Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:0870
Level 1 assets (excl. EHQ covered bonds)0880
Of which collateral swapped meets operational requirements0890
Level 1: extremely high quality covered bonds0900
Of which collateral swapped meets operational requirements0910
Level 2A assets0920
Of which collateral swapped meets operational requirements0930
Level 2B: asset-backed securities (residential or automobile, CQS1)0940
Of which collateral swapped meets operational requirements0950
Level 2B: high quality covered bonds0960
Of which collateral swapped meets operational requirements0970
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)0980
Of which collateral swapped meets operational requirements0990
Other Level 2B1000
Of which collateral swapped meets operational requirements1010
Non-liquid assets1020
Of which collateral swapped meets operational requirements1030
Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:1040
Level 1 assets (excl. EHQ covered bonds)1050
Of which collateral swapped meets operational requirements1060
Level 1: extremely high quality covered bonds1070
Of which collateral swapped meets operational requirements1080
Level 2A assets1090
Of which collateral swapped meets operational requirements1100
Level 2B: asset-backed securities (residential or automobile, CQS1)1110
Of which collateral swapped meets operational requirements1120
Level 2B: high quality covered bonds1130
Of which collateral swapped meets operational requirements1140
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)1150
Of which collateral swapped meets operational requirements1160
Other Level 2B1170
Of which collateral swapped meets operational requirements1180
Non-liquid assets1190
Of which collateral swapped meets operational requirements1200
Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:1210
Level 1 assets (excl. EHQ covered bonds)1220
Of which collateral swapped meets operational requirements1230
Level 1: extremely high quality covered bonds1240
Of which collateral swapped meets operational requirements1250
Level 2A assets1260
Of which collateral swapped meets operational requirements1270
Level 2B: asset-backed securities (residential or automobile, CQS1)1280
Of which collateral swapped meets operational requirements1290
Level 2B: high quality covered bonds1300
Of which collateral swapped meets operational requirements1310
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)1320
Of which collateral swapped meets operational requirements1330
Other Level 2B1340
Of which collateral swapped meets operational requirements1350
Non-liquid assets1360
TOTAL COLLATERAL SWAPS (counterparty is non-central bank)1370
Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:1380
Level 1 assets (excl. EHQ covered bonds)1390
Of which collateral swapped meets operational requirements1400
Level 1: extremely high quality covered bonds1410
Of which collateral swapped meets operational requirements1420
Level 2A assets1430
Of which collateral swapped meets operational requirements1440
Level 2B: asset-backed securities (residential or automobile, CQS1)1450
Of which collateral swapped meets operational requirements1460
Level 2B: high quality covered bonds1470
Of which collateral swapped meets operational requirements1480
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)1490
Of which collateral swapped meets operational requirements1500
Other Level 2B1510
Of which collateral swapped meets operational requirements1520
Non-liquid assets1530
Of which collateral swapped meets operational requirements1540
Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:1550
Level 1 assets (excl. EHQ covered bonds)1560
Of which collateral swapped meets operational requirements1570
Level 1: extremely high quality covered bonds1580
Of which collateral swapped meets operational requirements1590
Level 2A assets1600
Of which collateral swapped meets operational requirements1610
Level 2B: asset-backed securities (residential or automobile, CQS1)1620
Of which collateral swapped meets operational requirements1630
Level 2B: high quality covered bonds1640
Of which collateral swapped meets operational requirements1650
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)1660
Of which collateral swapped meets operational requirements1670
Other Level 2B1680
Of which collateral swapped meets operational requirements1690
Non-liquid assets1700
Of which collateral swapped meets operational requirements1710
Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:1720
Level 1 assets (excl. EHQ covered bonds)1730
Of which collateral swapped meets operational requirements1740
Level 1: extremely high quality covered bonds1750
Of which collateral swapped meets operational requirements1760
Level 2A assets1770
Of which collateral swapped meets operational requirements1780
Level 2B: asset-backed securities (residential or automobile, CQS1)1790
Of which collateral swapped meets operational requirements1800
Level 2B: high quality covered bonds1810
Of which collateral swapped meets operational requirements1820
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)1830
Of which collateral swapped meets operational requirements1840
Other Level 2B1850
Of which collateral swapped meets operational requirements1860
Non-liquid assets1870
Of which collateral swapped meets operational requirements1880
Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed:1890
Level 1 assets (excl. EHQ covered bonds)1900
Of which collateral swapped meets operational requirements1910
Level 1: extremely high quality covered bonds1920
Of which collateral swapped meets operational requirements1930
Level 2A assets1940
Of which collateral swapped meets operational requirements1950
Level 2B: asset-backed securities (residential or automobile, CQS1)1960
Of which collateral swapped meets operational requirements1970
Level 2B: high quality covered bonds1980
Of which collateral swapped meets operational requirements1990
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)2000
Of which collateral swapped meets operational requirements2010
Other Level 2B2020
Of which collateral swapped meets operational requirements2030
Non-liquid assets2040
Of which collateral swapped meets operational requirements2050
Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:2060
Level 1 assets (excl. EHQ covered bonds)2070
Of which collateral swapped meets operational requirements2080
Level 1: extremely high quality covered bonds2090
Of which collateral swapped meets operational requirements2100
Level 2A assets2110
Of which collateral swapped meets operational requirements2120
Level 2B: asset-backed securities (residential or automobile, CQS1)2130
Of which collateral swapped meets operational requirements2140
Level 2B: high quality covered bonds2150
Of which collateral swapped meets operational requirements2160
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)2170
Of which collateral swapped meets operational requirements2180
Other Level 2B2190
Of which collateral swapped meets operational requirements2200
Non-liquid assets2210
Of which collateral swapped meets operational requirements2220
Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed:2230
Level 1 assets (excl. EHQ covered bonds)2240
Of which collateral swapped meets operational requirements2250
Level 1: extremely high quality covered bonds2260
Of which collateral swapped meets operational requirements2270
Level 2A assets2280
Of which collateral swapped meets operational requirements2290
Level 2B: asset-backed securities (residential or automobile, CQS1)2300
Of which collateral swapped meets operational requirements2310
Level 2B: high quality covered bonds2320
Of which collateral swapped meets operational requirements2330
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)2340
Of which collateral swapped meets operational requirements2350
Other Level 2B2360
Of which collateral swapped meets operational requirements2370
Non-liquid assets2380
Of which collateral swapped meets operational requirements2390
Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:2400
Level 1 assets (excl. EHQ covered bonds)2410
Of which collateral swapped meets operational requirements2420
Level 1: extremely high quality covered bonds2430
Of which collateral swapped meets operational requirements2440
Level 2A assets2450
Of which collateral swapped meets operational requirements2460
Level 2B: asset-backed securities (residential or automobile, CQS1)2470
Of which collateral swapped meets operational requirements2480
Level 2B: high quality covered bonds2490
Of which collateral swapped meets operational requirements2500
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)2510
Of which collateral swapped meets operational requirements2520
Other Level 2B2530
Of which collateral swapped meets operational requirements2540
Non-liquid assets2550
Of which collateral swapped meets operational requirements2560
Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:2570
Level 1 assets (excl. EHQ covered bonds)2580
Of which collateral swapped meets operational requirements2590
Level 1: extremely high quality covered bonds2600
Of which collateral swapped meets operational requirements2610
Level 2A assets2620
Of which collateral swapped meets operational requirements2630
Level 2B: asset-backed securities (residential or automobile, CQS1)2640
Of which collateral swapped meets operational requirements2650
Level 2B: high quality covered bonds2660
Of which collateral swapped meets operational requirements2670
Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)2680
Of which collateral swapped meets operational requirements2690
Other Level 2B2700
Of which collateral swapped meets operational requirements2710
Non-liquid assets2720
MEMORANDUM ITEMS2729
Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions2730
Total collateral swaps with intragroup counterparties2740
Collateral swaps waived from Article 17 (2) and (3)2749
of which: collateral borrowed is L1 excl. EHQCB2750
of which: collateral borrowed is L1 EHQCB2760
of which: collateral borrowed is L2A2770
of which: collateral borrowed is L2B2780
of which: collateral lent is L1 excl. EHQCB2790
of which: collateral lent is L1 EHQCB2800
of which: collateral lent is L2A2810
of which: collateral lent is L2B2820

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