LegalizeCommission Implementing Regulation (EU) 2021/451 of 17 December 2020 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to supervisory reporting of institutions and repealing Implementing Regulation (EU) No 680/2014 (Text with EEA relevance)
| Row | Legal references and instructions |
|---|---|
| 0010 | 1. TOTAL COLLATERAL SWAPS (counterparty is central bank) Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps. |
| 0020 | 1.1. Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for each relevant column, the total values of collateral swaps for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent. |
| 0030 | 1.1.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 0040 | 1.1.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0050 | 1.1.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed). |
| 0060 | 1.1.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0070 | 1.1.3. Level 2A assets Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2A assets (borrowed) |
| 0080 | 1.1.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0090 | 1.1.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed). |
| 0100 | 1.1.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0110 | 1.1.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B high quality covered bonds (borrowed). |
| 0120 | 1.1.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0130 | 1.1.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0140 | 1.1.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0150 | 1.1.7. Other Level 2B Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Other Level 2B (borrowed) |
| 0160 | 1.1.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.7., credit institutions shall report — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0170 | 1.1.8. Non-liquid assets Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Non-liquid assets (borrowed) |
| 0180 | 1.1.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.1.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 0190 | 1.2. Totals for transactions in which Level 1 extremely high quality covered bonds are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 1 extremely high quality covered bonds are lent. |
| 0200 | 1.2.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed). |
| 0210 | 1.2.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0220 | 1.2.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 0230 | 1.2.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0240 | 1.2.3. Level 2A assets Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2A assets (borrowed) |
| 0250 | 1.2.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0260 | 1.2.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 0270 | 1.2.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0280 | 1.2.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed) |
| 0290 | 1.2.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0300 | 1.2.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0310 | 1.2.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0320 | 1.2.7. Other Level 2B Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Other Level 2B (borrowed) |
| 0330 | 1.2.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0340 | 1.2.8. Non-liquid assets Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Non-liquid assets (borrowed) |
| 0350 | 1.2.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.2.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 0360 | 1.3. Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2A assets are lent. |
| 0370 | 1.3.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 0380 | 1.3.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0390 | 1.3.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 0400 | 1.3.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0410 | 1.3.3. Level 2A assets Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2A assets (borrowed) |
| 0420 | 1.3.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0430 | 1.3.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 0440 | 1.3.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0450 | 1.3.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B high quality covered bonds (borrowed) |
| 0460 | 1.3.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0470 | 1.3.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0480 | 1.3.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0490 | 1.3.7. Other Level 2B Such transactions in which the institution has swapped Level 2A assets (lent) for Other Level 2B (borrowed). |
| 0500 | 1.3.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0510 | 1.3.8. Non-liquid assets Such transactions in which the institution has swapped Level 2A assets (lent) for Non-liquid assets (borrowed) |
| 0520 | 1.3.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.3.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 0530 | 1.4. Totals for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent. |
| 0540 | 1.4.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 0550 | 1.4.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0560 | 1.4.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 0570 | 1.4.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0580 | 1.4.3. Level 2A assets Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2A assets (borrowed) |
| 0590 | 1.4.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0600 | 1.4.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 0610 | 1.4.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0620 | 1.4.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B high quality covered bonds (borrowed) |
| 0630 | 1.4.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0640 | 1.4.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0650 | 1.4.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0660 | 1.4.7. Other Level 2B Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Other Level 2B (borrowed) |
| 0670 | 1.4.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0680 | 1.4.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Non-liquid assets (borrowed) |
| 0690 | 1.4.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.4.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 0700 | 1.5. Totals for transactions in which Level 2B high quality covered bonds are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B high quality covered bonds are lent. |
| 0710 | 1.5.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed). |
| 0720 | 1.5.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0730 | 1.5.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 0740 | 1.5.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0750 | 1.5.3. Level 2A assets Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2A assets (borrowed) |
| 0760 | 1.5.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0770 | 1.5.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 0780 | 1.5.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0790 | 1.5.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed) |
| 0800 | 1.5.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0810 | 1.5.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0820 | 1.5.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0830 | 1.5.7. Other Level 2B Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Other Level 2B (borrowed) |
| 0840 | 1.5.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0850 | 1.5.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Non-liquid assets (borrowed) |
| 0860 | 1.5.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.5.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 0870 | 1.6. Totals for transactions in which Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) are lent. |
| 0880 | 1.6.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 0890 | 1.6.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0900 | 1.6.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 0910 | 1.6.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0920 | 1.6.3. Level 2A assets Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2A assets (borrowed) |
| 0930 | 1.6.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0940 | 1.6.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 0950 | 1.6.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0960 | 1.6.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B high quality covered bonds (borrowed) |
| 0970 | 1.6.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 0980 | 1.6.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 0990 | 1.6.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1000 | 1.6.7. Other Level 2B Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Other Level 2B (borrowed) |
| 1010 | 1.6.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1020 | 1.6.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Non-liquid assets (borrowed) |
| 1030 | 1.6.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.6.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 1040 | 1.7. Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Other Level 2B assets are lent. |
| 1050 | 1.7.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 assets excl. EHQ covered bonds (borrowed). |
| 1060 | 1.7.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1070 | 1.7.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1080 | 1.7.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1090 | 1.7.3. Level 2A assets Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2A assets (borrowed) |
| 1100 | 1.7.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1110 | 1.7.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1120 | 1.7.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1130 | 1.7.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B high quality covered bonds (borrowed) |
| 1140 | 1.7.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1150 | 1.7.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 1160 | 1.7.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1170 | 1.7.7. Other Level 2B Such transactions in which the institution has swapped Other Level 2B (lent) for Other Level 2B (borrowed) |
| 1180 | 1.7.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1190 | 1.7.8. Non-liquid assets Such transactions in which the institution has swapped Other Level 2B (lent) for Non-liquid assets (borrowed) |
| 1200 | 1.7.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.7.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 1210 | 1.8. Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Non-liquid assets are lent. |
| 1220 | 1.8.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 1230 | 1.8.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.1., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1240 | 1.8.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1250 | 1.8.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.2., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1260 | 1.8.3. Level 2A assets Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2A assets (borrowed) |
| 1270 | 1.8.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.3., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1280 | 1.8.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1290 | 1.8.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.4., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1300 | 1.8.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B high quality covered bonds (borrowed) |
| 1310 | 1.8.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.5., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1320 | 1.8.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 1330 | 1.8.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.6., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1340 | 1.8.7. Other Level 2B Such transactions in which the institution has swapped Non-liquid assets (lent) for Other Level 2B (borrowed) |
| 1350 | 1.8.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 1.8.7., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1360 | 1.8.8. Non-liquid assets Such transactions in which the institution has swapped Non-liquid assets (lent) for Non-liquid assets (borrowed) |
| 1370 | 2. TOTAL COLLATERAL SWAPS (counterparty is non-central bank) Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps. |
| 1380 | 2.1. Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for each relevant column, the total values of collateral swaps for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent. |
| 1390 | 2.1.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 1400 | 2.1.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1410 | 2.1.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1420 | 2.1.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1430 | 2.1.3. Level 2A assets Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2A assets (borrowed) |
| 1440 | 2.1.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1450 | 2.1.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1460 | 2.1.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1470 | 2.1.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B high quality covered bonds (borrowed) |
| 1480 | 2.1.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1490 | 2.1.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 1500 | 2.1.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1510 | 2.1.7. Other Level 2B Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Other Level 2B (borrowed) |
| 1520 | 2.1.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1530 | 2.1.8. Non-liquid assets Such transactions in which the institution has swapped Level 1 assets excl. EHQ covered bonds (lent) for Non-liquid assets (borrowed) |
| 1540 | 2.1.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.1.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 1550 | 2.2. Totals for transactions in which Level 1 extremely high quality covered bonds are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 1 extremely high quality covered bonds are lent. |
| 1560 | 2.2.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 1570 | 2.2.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1580 | 2.2.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1590 | 2.2.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1600 | 2.2.3. Level 2A assets Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2A assets (borrowed) |
| 1610 | 2.2.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1620 | 2.2.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1630 | 2.2.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1640 | 2.2.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed) |
| 1650 | 2.2.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1660 | 2.2.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 1670 | 2.2.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1680 | 2.2.7. Other Level 2B Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Other Level 2B (borrowed) |
| 1690 | 2.2.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1700 | 2.2.8. Non-liquid assets Such transactions in which the institution has swapped Level 1 extremely high quality covered bonds (lent) for Non-liquid assets (borrowed) |
| 1710 | 2.2.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.2.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 1720 | 2.3. Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2A assets are lent. |
| 1730 | 2.3.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed). |
| 1740 | 2.3.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1750 | 2.3.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2A assets (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1760 | 2.3.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1770 | 2.3.3. Level 2A assets Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2A assets (borrowed) |
| 1780 | 2.3.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1790 | 2.3.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1800 | 2.3.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1810 | 2.3.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B high quality covered bonds (borrowed) |
| 1820 | 2.3.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1830 | 2.3.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2A assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 1840 | 2.3.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1850 | 2.3.7. Other Level 2B Such transactions in which the institution has swapped Level 2A assets (lent) for Other Level 2B (borrowed) |
| 1860 | 2.3.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1870 | 2.3.8. Non-liquid assets Such transactions in which the institution has swapped Level 2A assets (lent) for Non-liquid assets (borrowed) |
| 1880 | 2.3.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.3.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 1890 | 2.4. Totals for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (residential or automobile, CQS1) are lent. |
| 1900 | 2.4.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 1910 | 2.4.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.1., credit institutions shall report: — the leg of the collateral lent, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1920 | 2.4.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 1930 | 2.4.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.2., credit institutions shall report: — the leg of the collateral lent, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1940 | 2.4.3. Level 2A assets Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2A assets (borrowed) |
| 1950 | 2.4.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1960 | 2.4.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 1970 | 2.4.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 1980 | 2.4.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B high quality covered bonds (borrowed) |
| 1990 | 2.4.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2000 | 2.4.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 2010 | 2.4.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2020 | 2.4.7. Other Level 2B Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Other Level 2B (borrowed) |
| 2030 | 2.4.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2040 | 2.4.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B asset-backed securities (residential or automobile, CQS1) (lent) for Non-liquid assets (borrowed) |
| 2050 | 2.4.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.4.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 2060 | 2.5. Totals for transactions in which Level 2B high quality covered bonds are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B high quality covered bonds are lent. |
| 2070 | 2.5.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 2080 | 2.5.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2090 | 2.5.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 2100 | 2.5.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2110 | 2.5.3. Level 2A assets Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2A assets (borrowed) |
| 2120 | 2.5.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2130 | 2.5.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 2140 | 2.5.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2150 | 2.5.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B high quality covered bonds (borrowed) |
| 2160 | 2.5.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2170 | 2.5.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 2180 | 2.5.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2190 | 2.5.7. Other Level 2B Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Other Level 2B (borrowed) |
| 2200 | 2.5.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2210 | 2.5.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B high quality covered bonds (lent) for Non-liquid assets (borrowed) |
| 2220 | 2.5.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.5.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 2230 | 2.6. Totals for transactions in which Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) are lent. |
| 2240 | 2.6.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 2250 | 2.6.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2260 | 2.6.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 2270 | 2.6.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2280 | 2.6.3. Level 2A assets Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2A assets (borrowed) |
| 2290 | 2.6.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2300 | 2.6.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed). |
| 2310 | 2.6.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2320 | 2.6.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B high quality covered bonds (borrowed) |
| 2330 | 2.6.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2340 | 2.6.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed). |
| 2350 | 2.6.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2360 | 2.6.7. Other Level 2B Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Other Level 2B (borrowed) |
| 2370 | 2.6.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2380 | 2.6.8. Non-liquid assets Such transactions in which the institution has swapped Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (lent) for Non-liquid assets (borrowed) |
| 2390 | 2.6.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.6.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 2400 | 2.7. Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Other Level 2B assets are lent. |
| 2410 | 2.7.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 2420 | 2.7.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.1., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2430 | 2.7.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Other Level 2B (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 2440 | 2.7.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.2., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2450 | 2.7.3. Level 2A assets Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2A assets (borrowed) |
| 2460 | 2.7.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.3., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2470 | 2.7.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 2480 | 2.7.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.4., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2490 | 2.7.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B high quality covered bonds (borrowed) |
| 2500 | 2.7.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.5., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2510 | 2.7.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Other Level 2B (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 2520 | 2.7.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.6., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2530 | 2.7.7. Other Level 2B Such transactions in which the institution has swapped Other Level 2B (lent) for Other Level 2B (borrowed) |
| 2540 | 2.7.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.7., credit institutions shall report: — the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset; and — the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2550 | 2.7.8. Non-liquid assets Such transactions in which the institution has swapped Other Level 2B (lent) for Non-liquid assets (borrowed) |
| 2560 | 2.7.8.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.7.8., credit institutions shall report the leg of the collateral lent that, but for being used as collateral for those transactions, would qualify in accordance with Article 8 of Delegated Regulation (EU) 2015/61 as liquid asset. |
| 2570 | 2.8. Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Articles 28(4) and 32(3) of Delegated Regulation (EU) 2015/61 Credit institutions shall report here, for the relevant columns, the total values of collateral swaps for transactions in which Non-liquid assets are lent. |
| 2580 | 2.8.1. Level 1 assets (excl. EHQ covered bonds) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 assets excl. EHQ covered bonds (borrowed) |
| 2590 | 2.8.1.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.1., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2600 | 2.8.2. Level 1 extremely high quality covered bonds Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 1 extremely high quality covered bonds (borrowed) |
| 2610 | 2.8.2.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.2., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2620 | 2.8.3. Level 2A assets Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2A assets (borrowed) |
| 2630 | 2.8.3.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.3., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2640 | 2.8.4. Level 2B asset-backed securities (residential or automobile, CQS1) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (residential or automobile, CQS1) (borrowed) |
| 2650 | 2.8.4.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.4., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2660 | 2.8.5. Level 2B high quality covered bonds Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B high quality covered bonds (borrowed) |
| 2670 | 2.8.5.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.5., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2680 | 2.8.6. Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) Such transactions in which the institution has swapped Non-liquid assets (lent) for Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) (borrowed) |
| 2690 | 2.8.6.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.6., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2700 | 2.8.7. Other Level 2B Such transactions in which the institution has swapped Non-liquid assets (lent) for Other Level 2B (borrowed) |
| 2710 | 2.8.7.1. Of which collateral swapped meets operational requirements Of the transactions in item 2.8.7., credit institutions shall report the leg of the collateral borrowed if it meets the operational requirements under Article 8 of Delegated Regulation (EU) 2015/61. |
| 2720 | 2.8.8. Non-liquid assets Such transactions in which the institution has swapped Non-liquid assets (lent) for Non-liquid assets (borrowed) |
| MEMORANDUM ITEMS | MEMORANDUM ITEMS |
| 2730 | 3. Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions Institutions shall report here the total collateral swaps (all counterparties) reported in the above lines where borrowed collateral has been used to cover short positions where a 0 % outflow rate has been applied. |
| 2740 | 4. Total collateral swaps with intragroup counterparties Institutions shall report here the total collateral swaps reported in the above lines that are with intragroup counterparties. |
| 5. Collateral swaps waived from Article 17(2) and (3) Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). | |
| 2750 | 5.1. of which: collateral borrowed is L1 excl. EHQCB Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 1 collateral excluding extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2760 | 5.2. of which: collateral borrowed is L1 EHQCB Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 1 collateral which is extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2770 | 5.3. of which: collateral borrowed is L2A Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 2A collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2780 | 5.4. of which: collateral borrowed is L2B Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral borrowed is Level 2B collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2790 | 5.5. of which: collateral lent is L1 excl. EHQCB Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 1 collateral excluding extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2800 | 5.6. of which: collateral lent is L1 EHQCB Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 1 collateral which is extremely high quality covered bonds and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2810 | 5.7. of which: collateral lent is L2A Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 2A collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
| 2820 | 5.8. of which: collateral lent is L2B Credit institutions shall report here the part of collateral swap transactions with a residual maturity of no more than 30 days where the counterparty is a central bank, the collateral lent is Level 2B collateral and meeting the operational requirements laid down in Article 8 of Delegated Regulation (EU) 2015/61, and where the relevant transactions are exempted from the application of Article 17(2) and (3) of Delegated Regulation (EU) 2015/61 by its Article 17(4). |
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