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 | Counterparty NameCode | LEI Code | Counterparty Sector | Residence of Counterparty | Product Type | Amount Received | Weighted average original maturity | Weighted average residual maturity
Row | ID | 010 | 015 | 020 | 030 | 040 | 050 | 060 | 070 | 080
010 | 1. TOP TEN COUNTERPARTIES EACH GREATER THAN 1 %1% OF TOTAL LIABILITIES | | | | | | | | |
020 | 1,011.01 | | | | | | | | |
030 | 1,021.02 | | | | | | | | |
040 | 1,031.03 | | | | | | | | |
050 | 1,041.04 | | | | | | | | |
060 | 1,051.05 | | | | | | | | |
070 | 1,061.06 | | | | | | | | |
080 | 1,071.07 | | | | | | | | |
090 | 1,081.08 | | | | | | | | |
100 | 1,091.09 | | | | | | | | |
110 | 1,101.10 | | | | | | | | |
120 | 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 according to Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country | Amount not covered by a Deposit Guarantee Scheme according to Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country | Weighted average original maturity | Weighted average residual maturity
| | | 010 | 020 | 030 | 040 | 050
PRODUCTS GREATER THAN 1 %1% OF TOTAL LIABILITIES
010 | 1 | RETAIL FUNDING | | | | |
020 | 1.1 | of which sight deposits | | | | |
031 | 1.2 | of which term deposits not withdrawable within the following 30 days | | | | |
041 | 1.3 | of which term deposits withdrawable within the following 30 days | | | | |
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 loans and deposits from financial customers | | | | |
130 | 2.1.2 | of which loans and deposits from non financial customers | | | | |
140 | 2.1.3 | of which loans and deposits from intra-group entities | | | | |
150 | 2.2 | Secured wholesale funding | | | | |
160 | 2.2.1 | of which SFTs | | | | |
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 loans and deposits 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 | 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 funding | | | | | | | | | | | | | | | | | |
030 | 1.2 | of which: Unsecured wholesale funding | | | | | | | | | | | | | | | | | |
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
Total and significant currencies
| Roll-over of funding
| Overnight | > 1 day ≤ 7 days | > 7 days>7days ≤ 14 days | > 14>14 days ≤ 1 month | > 1>1 Month ≤ 3 Months | > 3>3 Months ≤ 6 Months | > 6>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 | 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 280 | 290 | 300 | 310 | 320
010 | 1.1 | 1 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
020 | 1.1.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
030 | 1.1.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
040 | 1.1.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
050 | 1.2 | 2 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
060 | 1.2.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
070 | 1.2.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
080 | 1.2.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
090 | 1.3 | 3 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
100 | 1.3.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
110 | 1.3.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
120 | 1.3.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
130 | 1.4 | 4 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
140 | 1.4.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
150 | 1.4.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
160 | 1.4.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
170 | 1.5 | 5 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
180 | 1.5.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
190 | 1.5.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
200 | 1.5.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
210 | 1.6 | 6 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
220 | 1.6.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
230 | 1.6.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
240 | 1.6.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
250 | 1.7 | 7 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
260 | 1.7.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
270 | 1.7.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
280 | 1.7.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
290 | 1.8 | 8 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
300 | 1.8.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
310 | 1.8.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
320 | 1.8.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
330 | 1.9 | 9 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
340 | 1.9.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
350 | 1.9.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
360 | 1.9.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
370 | 1.10 | 10 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
380 | 1.10.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
390 | 1.10.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
400 | 1.10.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
410 | 1.11 | 11 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
420 | 1.11.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
430 | 1.11.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
440 | 1.11.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
450 | 1.12 | 12 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
460 | 1.12.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
470 | 1.12.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
480 | 1.12.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
490 | 1.13 | 13 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
500 | 1.13.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
510 | 1.13.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
520 | 1.13.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
530 | 1.14 | 14 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
540 | 1.14.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
550 | 1.14.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
560 | 1.14.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
570 | 1.15 | 15 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
580 | 1.15.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
590 | 1.15.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
600 | 1.15.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
610 | 1.16 | 16 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
620 | 1.16.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
630 | 1.16.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
640 | 1.16.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
650 | 1.17 | 17 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
660 | 1.17.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
670 | 1.17.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
680 | 1.17.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
690 | 1.18 | 18 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
700 | 1.18.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
710 | 1.18.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
720 | 1.18.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
730 | 1.19 | 19 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
740 | 1.19.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
750 | 1.19.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
760 | 1.19.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
770 | 1.20 | 20 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
780 | 1.20.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
790 | 1.20.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
800 | 1.20.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
810 | 1.21 | 21 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
820 | 1.21.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
830 | 1.21.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
840 | 1.21.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
850 | 1.22 | 22 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
860 | 1.22.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
870 | 1.22.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
880 | 1.22.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
890 | 1.23 | 23 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
900 | 1.23.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
910 | 1.23.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
920 | 1.23.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
930 | 1.24 | 24 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
940 | 1.24.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
950 | 1.24.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
960 | 1.24.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
970 | 1.25 | 25 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
980 | 1.25.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
990 | 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 | 1,311.31 | 31 | Total funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1220 | 1.31.1 | Retail funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1230 | 1.31.2 | Unsecured wholesale funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1240 | 1.31.3 | Secured funding | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |