ANNEX VSupplementary provisions
ANNEX V ‘ANNEX XVIII AMM 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 Total and significant currencies Concentration of funding by counterparty Counterparty Name Code Type of code National code Counterparty Sector Residence of Counterparty Product Type Amount Received Weighted average original maturity Weighted average residual maturity Row ID 0010 0015 0016 0017 0030 0040 0050 0060 0070 0080 0010 1. TOP TEN COUNTERPARTIES EACH GREATER THAN 1 % OF TOTAL LIABILITIES 0020 1.01 0030 1.02 0040 1.03 0050 1.04 0060 1.05 0070 1.06 0080 1.07 0090 1.08 0100 1.09 0110 1.10 0120 2. ALL OTHER FUNDING C 68.00 - CONCENTRATION OF FUNDING BY PRODUCT TYPE Total and significant currencies Concentration of funding by product type Row ID Product Name Carrying amount received Amount covered by a Deposit Guarantee Scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country Amount not covered by a Deposit Guarantee Scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country Weighted average original maturity Weighted average residual maturity 0010 0020 0030 0040 0050 0010 1 RETAIL FUNDING 0020 1.1 of which sight deposits 0031 1.2 of which term deposits not withdrawable within the following 30 days 0041 1.3 of which term deposits withdrawable within the following 30 days 0070 1.4 Savings accounts 0080 1.4.1 with a notice period for withdrawal greater than 30 days 0090 1.4.2 without a notice period for withdrawal greater than 30 days 0100 2 WHOLESALE FUNDING 0110 2.1 Unsecured wholesale funding 0120 2.1.1 of which loans and deposits from financial customers 0130 2.1.2 of which loans and deposits from non financial customers 0140 2.1.3 of which loans and deposits from intra-group entities 0150 2.2 Secured wholesale funding 0160 2.2.1 of which SFTs 0170 2.2.2 of which covered bond issuance 0180 2.2.3 of which asset backed security issuance 0190 2.2.4 of which financial liabilities other than derivatives and short positions from intra-group entities C 69.00 - PRICES FOR VARIOUS LENGTHS OF FUNDING 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 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100 0110 0120 0130 0140 0150 0160 0170 0180 0010 1 Total Funding 0020 1.1 Retail funding 0030 1.2 Unsecured wholesale funding 0035 1.2.1 of which: Senior unsecured securities 0045 1.3 Secured funding (non-Central Bank) 0065 1.3.1 of which: Covered bonds 0075 1.3.2 of which: Asset backed securities including ABCP 0080 1.4 Other funding C 70.00 - ROLL-OVER OF FUNDING Total and significant currencies Roll-over of funding Overnight > 1 day ≤ 7 days > 7 days ≤ 14 days > 14 days ≤ 1 month > 1 Month ≤ 3 Months > 3 Months ≤ 6 Months > 6 Months Total net cashflows Average Term (days) Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Roll over New Funds Net Maturing Funds Term Roll-over Funds Term New Funds Term Row ID Day Item 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100 0110 0120 0130 0140 0150 0160 0170 0180 0190 0200 0210 0220 0230 0240 0250 0260 0270 0280 0290 0300 0310 0320 0010 1.1 1 Total funding 0020 1.1.1 Retail funding 0030 1.1.2 Unsecured wholesale funding 0040 1.1.3 Secured funding 0050 1.2 2 Total funding 0060 1.2.1 Retail funding 0070 1.2.2 Unsecured wholesale funding 0080 1.2.3 Secured funding 0090 1.3 3 Total funding 0100 1.3.1 Retail funding 0110 1.3.2 Unsecured wholesale funding 0120 1.3.3 Secured funding 0130 1.4 4 Total funding 0140 1.4.1 Retail funding 0150 1.4.2 Unsecured wholesale funding 0160 1.4.3 Secured funding 0170 1.5 5 Total funding 0180 1.5.1 Retail funding 0190 1.5.2 Unsecured wholesale funding 0200 1.5.3 Secured funding 0210 1.6 6 Total funding 0220 1.6.1 Retail funding 0230 1.6.2 Unsecured wholesale funding 0240 1.6.3 Secured funding 0250 1.7 7 Total funding 0260 1.7.1 Retail funding 0270 1.7.2 Unsecured wholesale funding 0280 1.7.3 Secured funding 0290 1.8 8 Total funding 0300 1.8.1 Retail funding 0310 1.8.2 Unsecured wholesale funding 0320 1.8.3 Secured funding 0330 1.9 9 Total funding 0340 1.9.1 Retail funding 0350 1.9.2 Unsecured wholesale funding 0360 1.9.3 Secured funding 0370 1.10 10 Total funding 0380 1.10.1 Retail funding 0390 1.10.2 Unsecured wholesale funding 0400 1.10.3 Secured funding 0410 1.11 11 Total funding 0420 1.11.1 Retail funding 0430 1.11.2 Unsecured wholesale funding 0440 1.11.3 Secured funding 0450 1.12 12 Total funding 0460 1.12.1 Retail funding 0470 1.12.2 Unsecured wholesale funding 0480 1.12.3 Secured funding 0490 1.13 13 Total funding 0500 1.13.1 Retail funding 0510 1.13.2 Unsecured wholesale funding 0520 1.13.3 Secured funding 0530 1.14 14 Total funding 0540 1.14.1 Retail funding 0550 1.14.2 Unsecured wholesale funding 0560 1.14.3 Secured funding 0570 1.15 15 Total funding 0580 1.15.1 Retail funding 0590 1.15.2 Unsecured wholesale funding 0600 1.15.3 Secured funding 0610 1.16 16 Total funding 0620 1.16.1 Retail funding 0630 1.16.2 Unsecured wholesale funding 0640 1.16.3 Secured funding 0650 1.17 17 Total funding 0660 1.17.1 Retail funding 0670 1.17.2 Unsecured wholesale funding 0680 1.17.3 Secured funding 0690 1.18 18 Total funding 0700 1.18.1 Retail funding 0710 1.18.2 Unsecured wholesale funding 0720 1.18.3 Secured funding 0730 1.19 19 Total funding 0740 1.19.1 Retail funding 0750 1.19.2 Unsecured wholesale funding 0760 1.19.3 Secured funding 0770 1.20 20 Total funding 0780 1.20.1 Retail funding 0790 1.20.2 Unsecured wholesale funding 0800 1.20.3 Secured funding 0810 1.21 21 Total funding 0820 1.21.1 Retail funding 0830 1.21.2 Unsecured wholesale funding 0840 1.21.3 Secured funding 0850 1.22 22 Total funding 0860 1.22.1 Retail funding 0870 1.22.2 Unsecured wholesale funding 0880 1.22.3 Secured funding 0890 1.23 23 Total funding 0900 1.23.1 Retail funding 0910 1.23.2 Unsecured wholesale funding 0920 1.23.3 Secured funding 0930 1.24 24 Total funding 0940 1.24.1 Retail funding 0950 1.24.2 Unsecured wholesale funding 0960 1.24.3 Secured funding 0970 1.25 25 Total funding 0980 1.25.1 Retail funding 0990 1.25.2 Unsecured wholesale funding 1000 1.25.3 Secured funding 1010 1.26 26 Total funding 1020 1.26.1 Retail funding 1030 1.26.2 Unsecured wholesale funding 1040 1.26.3 Secured funding 1050 1.27 27 Total funding 1060 1.27.1 Retail funding 1070 1.27.2 Unsecured wholesale funding 1080 1.27.3 Secured funding 1090 1.28 28 Total funding 1100 1.28.1 Retail funding 1110 1.28.2 Unsecured wholesale funding 1120 1.28.3 Secured funding 1130 1.29 29 Total funding 1140 1.29.1 Retail funding 1150 1.29.2 Unsecured wholesale funding 1160 1.29.3 Secured funding 1170 1.30 30 Total funding 1180 1.30.1 Retail funding 1190 1.30.2 Unsecured wholesale funding 1200 1.30.3 Secured funding 1210 1.31 31 Total funding 1220 1.31.1 Retail funding 1230 1.31.2 Unsecured wholesale funding 1240 1.31.3 Secured funding ’