202101 Liquidity
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
2 | Projection period | String (255 long) | ProjectionperiodstressALM | ProjectionperiodstressALM | Yes | Yes | |||
3 | Date | Date (YYYYMMDD) | Date | - | Yes | ||||
4 | LIQUIDITY COVERAGE RATIO (%) | Float | LIQUIDITYCOVERAGERATIOPCT | 0.0000 | Inclusive | Yes | - | ||
5 | PILLAR 2 REQUIREMENT as set out in Article 105 CRD | Float | PILLAR2REQUIREMENTassetoutinArticle105CRD | 0.0000 | Inclusive | Yes | - | ||
6 | Withdrawable central bank reserves and Coins and banknotes | Float | WithdrawablecentralbankreservesandCoinsandbanknotes | 0.0000 | Inclusive | Yes | - | ||
7 | L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted | Float | L1exclEHQCBliquiditybuffervalueaccordingtoArticle9unadjusted | 0.0000 | Inclusive | Yes | - | ||
8 | L1 EHQCB value according to Article 9: unadjusted | Float | L1EHQCBvalueaccordingtoArticle9unadjusted | 0.0000 | Inclusive | - | - | ||
9 | L2A according to Article 9: unadjusted | Float | L2AaccordingtoArticle9unadjusted | 0.0000 | Inclusive | - | - | ||
10 | L2B according to Article 9: unadjusted | Float | L2BaccordingtoArticle9unadjusted | 0.0000 | Inclusive | - | - | ||
11 | Total Outflows | Float | TotalOutflows | 0.0000 | Inclusive | Yes | - | ||
12 | impact of an adverse market scenario on derivatives, financing transactions and other contracts | Float | impactofanadversemarketscenarioonderivativesfinancingtransactionsandothercontracts | 0.0000 | Inclusive | - | - | ||
13 | Inflows Subject to 75% Cap | Float | InflowsSubjectto75Cap | 0.0000 | Inclusive | Yes | - | ||
14 | Central bank facility amount of drawings outstanding | Float | Centralbankfacilityamountofdrawingsoutstanding | 0.0000 | Inclusive | - | - | ||
15 | Central bank facilities Identity of drawn | String (255 long) | CentralbankfacilitiesIdentityofdrawn | - | - | ||||
16 | Central bank facilities cost of drawn (bp) | Float | Centralbankfacilitiescostofdrawnbp | 0.0000 | Inclusive | - | - | ||
17 | Pre or post management action | String (255 long) | Preorpostmanagementaction | Preorpostmanagementaction | - | Yes | |||
18 | Management action number | Int | Managementactionnumber | - | Yes | ||||
19 | Management action description | String (255 long) | Managementactiondescription | - | Yes | ||||
20 | Change in collateral flows | Float | Changeincollateralflows | Yes | - | ||||
21 | Change in collateral due to variation margin | Float | Changeincollateralduetovariationmargin | Yes | - | ||||
22 | Change in collateral due to initial margin | Float | Changeincollateralduetoinitialmargin | Yes | - | ||||
23 | Change in collateral due to payments and settlements | Float | Changeincollateralduetopaymentsandsettlements | Yes | - | ||||
24 | Change in collateral due to any other factors | Float | Changeincollateralduetoanyotherfactors | Yes | - | ||||
25 | Change in HQLA due to collateral flows | Float | ChangeinHQLAduetocollateralflows | Yes | - | ||||
26 | Change in HQLA due to mark to market movements | Float | ChangeinHQLAduetomarktomarketmovements | Yes | - | ||||
27 | Change in HQLA due to any other factors | Float | ChangeinHQLAduetoanyotherfactors | Yes | - |