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Commission Implementing Regulation (EU) 2016/313 of 1 March 2016 amending Implementing Regulation (EU) No 680/2014 with regard to additional monitoring metrics for liquidity reporting (Text with EEA relevance)

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5.3.2016   

EN

Official Journal of the European Union

L 60/5


COMMISSION IMPLEMENTING REGULATION (EU) 2016/313

of 1 March 2016

amending Implementing Regulation (EU) No 680/2014 with regard to additional monitoring metrics for liquidity reporting

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (1), and in particular the fourth subparagraph of Article 415(3) thereof,

Whereas:

(1)

Chapter 7 of Commission Implementing Regulation (EU) No 680/2014 (2) provides for liquidity reporting by credit institutions on an individual and a consolidated basis. In order to increase effective liquidity supervision, it is appropriate to require the reporting of additional liquidity monitoring metrics as referred to in Article 415(3)(b) of Regulation (EU) No 575/2013. This should provide a more complete overview of the liquidity position of an institution, proportionate to the nature, scale and complexity of an institution's activities

(2)

The additional liquidity monitoring metrics to be reported should include: metrics based on the concentration of funding by counterparty and product type, as those metrics identify counterparties and instruments that are of such relevance that withdrawal of funds or declining market liquidity could trigger liquidity problems; metrics based on the concentration of the counterbalancing capacity by issuer or counterparty, as those metrics provide information about the reporting institutions' concentration by the 10 largest holdings of assets or liquidity lines granted to the institution; and metrics based on the prices for various lengths of funding and the rollover of funding, which represents information valuable over time as supervisors are made aware of changes in funding spreads, volumes and tenors.

(3)

Reporting for additional liquidity monitoring metrics should be used by competent authorities as part of their supervisory review and evaluation process, as well as within colleges of supervisors and as an early warning tool for day-to-day supervision.

(4)

The reporting of additional liquidity monitoring metrics should be aligned with the level of application and reporting for the liquidity coverage requirement in accordance with Articles 6 to 10 and Article 415(3)(a) of Regulation (EU) No 575/2013.

(5)

In order to ensure proportionality, quarterly reporting should be allowed instead of monthly reporting, where an institution does not form part of a group with subsidiaries or parent institutions located in jurisdictions other than that of its competent authority and the balance sheet total of the institution represents only a small proportion of the sum of individual balance sheet totals of all institutions in the respective Member State and the institution has total assets which are not significant.

(6)

Given the importance of the reporting of additional liquidity monitoring metrics for proper supervision and as an early warning tool for day-to-day supervision, this Regulation should be applied promptly. However, to facilitate the initial implementation of this Regulation by institutions and competent authorities, during the first six months of its application, the reporting remittance date relating to the monthly reporting of the additional liquidity monitoring metrics should be the 30th, instead of the 15th, calendar day after the reporting reference date.

(7)

This Regulation is based on the draft implementing technical standards submitted by the European Banking Authority (EBA) to the Commission.

(8)

EBA has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (3).

(9)

In accordance with the procedure set out in Article 15 of Regulation (EU) No 1093/2010, the Commission has endorsed with amendments the draft implementing standard submitted by EBA explaining the reasons for the amendments. EBA provided a formal opinion, accepting the proposed amendments with the exception of those relating to the reporting of liquid assets and expected cash outflows and inflows (‘the maturity ladder’), providing a number of reasons for its approach.

(10)

The Commission has carefully assessed the reasons provided by EBA in favour of adopting reporting rules for the maturity ladder based on the provisional reporting approach in Regulation (EU) No 575/2013. That approach will, however, need to be amended in order to be fully aligned with the definitive approach set out in Commission Delegated Regulation (EU) 2015/61 (4) which applies from 1 October 2015.

(11)

The Commission fully recognises the importance of the maturity ladder as a supervisory instrument. However, the Commission considers that, currently, the supervisory benefits achieved by the mandatory reporting of a maturity ladder based on an outdated approach to reporting are disproportionate to the additional regulatory burden and duplication of compliance costs. EBA should seek to update the maturity ladder based on a reporting fully aligned with Delegated Regulation (EU) 2015/61 as soon as possible and submit to the Commission for adoption. In the interim and pending the future adoption of mandatory reporting for the maturity ladder, where necessary and justified, supervisors may seek additional reporting not provided for by this Implementing Regulation, including under Article 412(5) of Regulation (EU) No 575/2013.

(12)

Implementing Regulation (EU) No 680/2014 should therefore be amended accordingly,

HAS ADOPTED THIS REGULATION:

Article 1

Implementing Regulation (EU) No 680/2014 is amended as follows:

1.

in Article 1, the following point (g) is added:

‘(g)

additional liquidity monitoring metrics according to Article 415(3)(b) of Regulation (EU) No 575/2013.’;

2.

the following Chapter 7b is inserted:

‘CHAPTER 7b

FORMAT AND FREQUENCY OF REPORTING ON ADDITIONAL LIQUIDITY MONITORING METRICS ON AN INDIVIDUAL AND A CONSOLIDATED BASIS

Article 16b

1.   In order to report information on additional liquidity monitoring metrics in accordance with Article 415(3)(b) of Regulation (EU) No 575/2013 on an individual and a consolidated basis, institutions shall submit all of the following information with a monthly frequency:

(a)

the information specified in Annex XVIII in accordance with the instructions in Annex XIX;

(b)

the information specified in Annex XX in accordance with the instructions in Annex XXI.

2.   By way of derogation from paragraph 1, an institution may report the information on additional liquidity monitoring metrics with a quarterly frequency where all of the following conditions are met:

(a)

the institution does not form part of a group with subsidiaries or parent institutions located in jurisdictions other than that of its competent authority;

(b)

the ratio of the individual balance sheet total of the institution to the sum of individual balance sheet totals of all institutions in the respective Member State is below 1 % for two consecutive years preceding the year of reporting;

(c)

the institution has total assets, calculated in accordance with Council Directive 86/635/EEC (5), of less than EUR 30 billion.

For the purposes of point (b), balance sheet total figures for calculating the ratio shall be based on year-end audited figures for the year before the year preceding the reporting reference date.

3.   For the purposes of the obligations set out in paragraphs 1 and 2, the first month for which information on additional liquidity monitoring metrics is to be reported shall be April 2016.

(5)  Council Directive 86/635/EEC of 8 December 1986 on the annual accounts and consolidated accounts of banks and other financial institutions (OJ L 372, 31.12.1986, p. 1).’;"

3.

in Article 18, the following sixth paragraph is added:

‘By way of derogation from Article 3(1)(a), for the months from April 2016 to October 2016 inclusive, the reporting remittance date relating to the monthly reporting of the additional liquidity monitoring metrics shall be the thirtieth calendar day after the reporting reference date.’;

4.

Annexes XVIII to XXI are added in accordance with the text set out in the Annex to this Regulation.

Article 2

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 1 March 2016.

For the Commission

The President

Jean-Claude JUNCKER


(1)  OJ L 176, 27.6.2013, p. 1.

(2)  Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1).

(3)  Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12).

(4)  Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions (OJ L 11, 17.1.2015, p. 1).


ANNEX

ANNEX XVIII

ADDITIONAL LIQUIDITY MONITORING METRICS UNDER ARTICLE 415(3)(b) OF REGULATION (EU) No 575/2013

ALMM TEMPLATES

Template number

Template code

Name of the template/group of templates

ADDITIONAL MONITORING TOOLS TEMPLATES

67

C 67.00

CONCENTRATION OF FUNDING BY COUNTERPARTY

68

C 68.00

CONCENTRATION OF FUNDING BY PRODUCT TYPE

69

C 69.00

PRICES FOR VARIOUS LENGTHS OF FUNDING

70

C 70.00

ROLL-OVER OF FUNDING


C 67.00 — CONCENTRATION OF FUNDING BY COUNTERPARTY

z-axis

Total and significant currencies

Concentration of funding by counterparty

 

Counterparty Name

LEI Code

Counterparty Sector

Residence of Counterparty

Product Type

Amount Received

Weighted average initial maturity

Weighted average residual maturity

Row

ID

010

020

030

040

050

060

070

080

010

1.

TOP TEN COUNTERPARTIES EACH GREATER THAN 1 % OF TOTAL LIABILITIES

 

 

 

 

 

 

 

 

020

1,01

 

 

 

 

 

 

 

 

030

1,02

 

 

 

 

 

 

 

 

040

1,03

 

 

 

 

 

 

 

 

050

1,04

 

 

 

 

 

 

 

 

060

1,05

 

 

 

 

 

 

 

 

070

1,06

 

 

 

 

 

 

 

 

080

1,07

 

 

 

 

 

 

 

 

090

1,08

 

 

 

 

 

 

 

 

100

1,09

 

 

 

 

 

 

 

 

110

1,10

 

 

 

 

 

 

 

 

120

2.

ALL OTHER LIABILITIES

 

 

 

 

 

 

 

 


C 68.00 — CONCENTRATION OF FUNDING BY PRODUCT TYPE

z-axis

Total and significant currencies

Concentration of funding by product type

Row

ID

Product Name

Total amount received

Amount covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Amount not covered by a Deposit Guarantee Scheme according to Directive 94/19/EC or an equivalent deposit guarantee scheme in a third country

Weighted average initial maturity

Weighted average residual maturity

 

 

 

010

020

030

040

050

PRODUCTS GREATER THAN 1 % OF TOTAL LIABILITIES

010

1

RETAIL FUNDING

 

 

 

 

 

020

1,1

Sight deposits

 

 

 

 

 

030

1,2

Fixed term deposits with an initial maturity less than 30 days

 

 

 

 

 

040

1,3

Fixed term deposits with an initial maturity greater than 30 days

 

 

 

 

 

050

1.3.1

with a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity

 

 

 

 

 

060

1.3.2

without a penalty for early withdrawal that is materially greater than losing the interest that would be obtained for the remaining maturity

 

 

 

 

 

070

1,4

Savings accounts

 

 

 

 

 

080

1.4.1

with a notice period for withdrawal greater than 30 days

 

 

 

 

 

090

1.4.2

without a notice period for withdrawal greater than 30 days

 

 

 

 

 

100

2

WHOLESALE FUNDING

 

 

 

 

 

110

2,1

Unsecured wholesale funding

 

 

 

 

 

120

2.1.1

of which financial customers

 

 

 

 

 

130

2.1.2

of which non-financial customers

 

 

 

 

 

140

2.1.3

of which from intra-group entities

 

 

 

 

 

150

2,2

Secured wholesale funding

 

 

 

 

 

160

2.2.1

of which repurchase agreements

 

 

 

 

 

170

2.2.2

of which covered bond issuance

 

 

 

 

 

180

2.2.3

of which asset backed security issuance

 

 

 

 

 

190

2.2.4

of which from intra-group entities

 

 

 

 

 


C 69.00 — PRICES FOR VARIOUS LENGTHS OF FUNDING

z-axis

Total and significant currencies

Prices for various lengths of funding

 

Overnight

1 week

1 month

3 months

6 months

1 year

2 years

5 years

10 years

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Spread

Volume

Row

ID

Item

010

020

030

040

050

060

070

080

090

100

110

120

130

140

150

160

170

180

010

1

Total Funding

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

020

1,1

of which: Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

030

1,2

of which: Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

040

1,3

of which: Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

050

1,4

of which: Senior unsecured securities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

060

1,5

of which: Covered bonds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

070

1,6

of which: Asset backed securities including ABCP

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


C 70.00 - ROLL-OVER OF FUNDING

z-axis

Total and significant currencies

Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

010

1.1

1

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

020

1.1.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

030

1.1.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

040

1.1.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

050

1.2

2

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

060

1.2.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

070

1.2.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

080

1.2.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

010

1.1

1

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

020

1.1.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

030

1.1.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

040

1.1.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

050

1.2

2

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

060

1.2.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

070

1.2.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

080

1.2.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

010

1.1

1

Total funding

 

 

 

 

 

 

 

 

 

020

1.1.1

Retail deposits

 

 

 

 

 

 

 

 

 

030

1.1.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

040

1.1.3

Secured funding

 

 

 

 

 

 

 

 

 

050

1.2

2

Total funding

 

 

 

 

 

 

 

 

 

060

1.2.1

Retail deposits

 

 

 

 

 

 

 

 

 

070

1.2.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

080

1.2.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

090

1.3

3

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

100

1.3.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

110

1.3.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

120

1.3.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

130

1.4

4

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

140

1.4.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

150

1.4.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

160

1.4.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

170

1.5

5

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

180

1.5.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

190

1.5.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

200

1.5.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

090

1.3

3

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

100

1.3.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

110

1.3.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

120

1.3.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

130

1.4

4

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

140

1.4.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

150

1.4.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

160

1.4.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

170

1.5

5

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

180

1.5.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

190

1.5.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

200

1.5.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

090

1.3

3

Total funding

 

 

 

 

 

 

 

 

 

100

1.3.1

Retail deposits

 

 

 

 

 

 

 

 

 

110

1.3.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

120

1.3.3

Secured funding

 

 

 

 

 

 

 

 

 

130

1.4

4

Total funding

 

 

 

 

 

 

 

 

 

140

1.4.1

Retail deposits

 

 

 

 

 

 

 

 

 

150

1.4.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

160

1.4.3

Secured funding

 

 

 

 

 

 

 

 

 

170

1.5

5

Total funding

 

 

 

 

 

 

 

 

 

180

1.5.1

Retail deposits

 

 

 

 

 

 

 

 

 

190

1.5.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

200

1.5.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

210

1.6

6

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

220

1.6.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

230

1.6.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

240

1.6.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

250

1.7

7

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

260

1.7.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

270

1.7.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

280

1.7.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

290

1.8

8

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

300

1.8.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

310

1.8.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

320

1.8.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

210

1.6

6

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

220

1.6.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

230

1.6.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

240

1.6.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

250

1.7

7

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

260

1.7.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

270

1.7.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

280

1.7.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

290

1.8

8

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

300

1.8.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

310

1.8.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

320

1.8.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

210

1.6

6

Total funding

 

 

 

 

 

 

 

 

 

220

1.6.1

Retail deposits

 

 

 

 

 

 

 

 

 

230

1.6.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

240

1.6.3

Secured funding

 

 

 

 

 

 

 

 

 

250

1.7

7

Total funding

 

 

 

 

 

 

 

 

 

260

1.7.1

Retail deposits

 

 

 

 

 

 

 

 

 

270

1.7.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

280

1.7.3

Secured funding

 

 

 

 

 

 

 

 

 

290

1.8

8

Total funding

 

 

 

 

 

 

 

 

 

300

1.8.1

Retail deposits

 

 

 

 

 

 

 

 

 

310

1.8.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

320

1.8.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

330

1.9

9

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

340

1.9.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

350

1.9.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

360

1.9.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

370

1.10

10

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

380

1.10.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

390

1.10.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

400

1.10.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

410

1.11

11

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

420

1.11.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

430

1.11.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

440

1.11.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

330

1.9

9

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

340

1.9.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

350

1.9.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

360

1.9.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

370

1.10

10

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

380

1.10.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

390

1.10.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

400

1.10.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

410

1.11

11

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

420

1.11.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

430

1.11.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

440

1.11.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

330

1.9

9

Total funding

 

 

 

 

 

 

 

 

 

340

1.9.1

Retail deposits

 

 

 

 

 

 

 

 

 

350

1.9.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

360

1.9.3

Secured funding

 

 

 

 

 

 

 

 

 

370

1.10

10

Total funding

 

 

 

 

 

 

 

 

 

380

1.10.1

Retail deposits

 

 

 

 

 

 

 

 

 

390

1.10.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

400

1.10.3

Secured funding

 

 

 

 

 

 

 

 

 

410

1.11

11

Total funding

 

 

 

 

 

 

 

 

 

420

1.11.1

Retail deposits

 

 

 

 

 

 

 

 

 

430

1.11.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

440

1.11.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

450

1.12

12

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

460

1.12.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

470

1.12.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

480

1.12.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

490

1.13

13

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

500

1.13.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

510

1.13.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

520

1.13.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

530

1.14

14

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

540

1.14.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

550

1.14.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

560

1.14.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

450

1.12

12

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

460

1.12.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

470

1.12.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

480

1.12.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

490

1.13

13

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

500

1.13.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

510

1.13.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

520

1.13.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

530

1.14

14

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

540

1.14.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

550

1.14.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

560

1.14.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

450

1.12

12

Total funding

 

 

 

 

 

 

 

 

 

460

1.12.1

Retail deposits

 

 

 

 

 

 

 

 

 

470

1.12.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

480

1.12.3

Secured funding

 

 

 

 

 

 

 

 

 

490

1.13

13

Total funding

 

 

 

 

 

 

 

 

 

500

1.13.1

Retail deposits

 

 

 

 

 

 

 

 

 

510

1.13.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

520

1.13.3

Secured funding

 

 

 

 

 

 

 

 

 

530

1.14

14

Total funding

 

 

 

 

 

 

 

 

 

540

1.14.1

Retail deposits

 

 

 

 

 

 

 

 

 

550

1.14.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

560

1.14.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

570

1.15

15

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

580

1.15.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

590

1.15.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

600

1.15.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

610

1.16

16

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

620

1.16.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

630

1.16.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

640

1.16.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

650

1.17

17

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

660

1.17.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

670

1.17.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

680

1.17.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

570

1.15

15

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

580

1.15.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

590

1.15.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

600

1.15.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

610

1.16

16

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

620

1.16.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

630

1.16.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

640

1.16.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

650

1.17

17

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

660

1.17.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

670

1.17.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

680

1.17.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

570

1.15

15

Total funding

 

 

 

 

 

 

 

 

 

580

1.15.1

Retail deposits

 

 

 

 

 

 

 

 

 

590

1.15.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

600

1.15.3

Secured funding

 

 

 

 

 

 

 

 

 

610

1.16

16

Total funding

 

 

 

 

 

 

 

 

 

620

1.16.1

Retail deposits

 

 

 

 

 

 

 

 

 

630

1.16.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

640

1.16.3

Secured funding

 

 

 

 

 

 

 

 

 

650

1.17

17

Total funding

 

 

 

 

 

 

 

 

 

660

1.17.1

Retail deposits

 

 

 

 

 

 

 

 

 

670

1.17.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

680

1.17.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

690

1.18

18

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

700

1.18.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

710

1.18.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

720

1.18.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

730

1.19

19

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

740

1.19.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

750

1.19.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

760

1.19.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

770

1.20

20

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

780

1.20.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

790

1.20.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

800

1.20.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

690

1.18

18

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

700

1.18.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

710

1.18.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

720

1.18.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

730

1.19

19

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

740

1.19.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

750

1.19.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

760

1.19.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

770

1.20

20

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

780

1.20.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

790

1.20.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

800

1.20.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

690

1.18

18

Total funding

 

 

 

 

 

 

 

 

 

700

1.18.1

Retail deposits

 

 

 

 

 

 

 

 

 

710

1.18.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

720

1.18.3

Secured funding

 

 

 

 

 

 

 

 

 

730

1.19

19

Total funding

 

 

 

 

 

 

 

 

 

740

1.19.1

Retail deposits

 

 

 

 

 

 

 

 

 

750

1.19.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

760

1.19.3

Secured funding

 

 

 

 

 

 

 

 

 

770

1.20

20

Total funding

 

 

 

 

 

 

 

 

 

780

1.20.1

Retail deposits

 

 

 

 

 

 

 

 

 

790

1.20.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

800

1.20.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

810

1.21

21

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

820

1.21.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

830

1.21.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

840

1.21.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

850

1.22

22

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

860

1.22.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

870

1.22.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

880

1.22.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

890

1.23

23

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

900

1.23.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

910

1.23.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

920

1.23.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

810

1.21

21

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

820

1.21.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

830

1.21.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

840

1.21.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

850

1.22

22

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

860

1.22.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

870

1.22.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

880

1.22.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

890

1.23

23

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

900

1.23.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

910

1.23.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

920

1.23.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

810

1.21

21

Total funding

 

 

 

 

 

 

 

 

 

820

1.21.1

Retail deposits

 

 

 

 

 

 

 

 

 

830

1.21.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

840

1.21.3

Secured funding

 

 

 

 

 

 

 

 

 

850

1.22

22

Total funding

 

 

 

 

 

 

 

 

 

860

1.22.1

Retail deposits

 

 

 

 

 

 

 

 

 

870

1.22.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

880

1.22.3

Secured funding

 

 

 

 

 

 

 

 

 

890

1.23

23

Total funding

 

 

 

 

 

 

 

 

 

900

1.23.1

Retail deposits

 

 

 

 

 

 

 

 

 

910

1.23.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

920

1.23.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

930

1.24

24

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

940

1.24.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

950

1.24.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

960

1.24.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

970

1.25

25

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

980

1.25.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

990

1.25.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1000

1.25.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

1010

1.26

26

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1020

1.26.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1030

1.26.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1040

1.26.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

930

1.24

24

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

940

1.24.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

950

1.24.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

960

1.24.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

970

1.25

25

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

980

1.25.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

990

1.25.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1000

1.25.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

1010

1.26

26

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1020

1.26.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1030

1.26.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1040

1.26.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>6 Months

Total net cashflows

Average Term (days)

Maturing

Roll over

New Funds

Net

Maturing Funds Term

Roll-over Funds Term

New Funds Term

Total Funding Profile

Row

ID

Day

Item

250

260

270

280

290

300

310

320

330

930

1.24

24

Total funding

 

 

 

 

 

 

 

 

 

940

1.24.1

Retail deposits

 

 

 

 

 

 

 

 

 

950

1.24.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

960

1.24.3

Secured funding

 

 

 

 

 

 

 

 

 

970

1.25

25

Total funding

 

 

 

 

 

 

 

 

 

980

1.25.1

Retail deposits

 

 

 

 

 

 

 

 

 

990

1.25.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

1000

1.25.3

Secured funding

 

 

 

 

 

 

 

 

 

1010

1.26

26

Total funding

 

 

 

 

 

 

 

 

 

1020

1.26.1

Retail deposits

 

 

 

 

 

 

 

 

 

1030

1.26.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

1040

1.26.3

Secured funding

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

Overnight

> 1 day ≤ 7 days

>7days ≤ 14 days

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

010

020

030

040

050

060

070

080

090

100

110

120

1050

1.27

27

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1060

1.27.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1070

1.27.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1080

1.27.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

1090

1.28

28

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1100

1.28.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1110

1.28.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1120

1.28.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

1130

1.29

29

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1140

1.29.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1150

1.29.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1160

1.29.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 


Roll-over of funding

 

>14 days ≤ 1 month

>1 Month ≤ 3 Months

>3 Months ≤ 6 Months

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Maturing

Roll over

New Funds

Net

Row

ID

Day

Item

130

140

150

160

170

180

190

200

210

220

230

240

1050

1.27

27

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1060

1.27.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1070

1.27.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1080

1.27.3

Secured funding

 

 

 

 

 

 

 

 

 

 

 

 

1090

1.28

28

Total funding

 

 

 

 

 

 

 

 

 

 

 

 

1100

1.28.1

Retail deposits

 

 

 

 

 

 

 

 

 

 

 

 

1110

1.28.2

Unsecured wholesale deposits

 

 

 

 

 

 

 

 

 

 

 

 

1120

1.28.3

Secured funding

 

 

<