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 | |||||||||||||
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 | ||||||||||||
>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 |
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 | |||||||||||||||
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 |
1170 | 1.30 | 30 | Total funding | ||||||||||||
1180 | 1.30.1 | Retail deposits | |||||||||||||
1190 | 1.30.2 | Unsecured wholesale deposits | |||||||||||||
1200 | 1.30.3 | Secured funding | |||||||||||||
1210 | 1.31 | 31 | Total funding | ||||||||||||
1220 | 1.31.1 | Retail deposits | |||||||||||||
1230 | 1.31.2 | Unsecured wholesale deposits | |||||||||||||
1240 | 1.31.3 | 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 |
1170 | 1.30 | 30 | Total funding | ||||||||||||
1180 | 1.30.1 | Retail deposits | |||||||||||||
1190 | 1.30.2 | Unsecured wholesale deposits | |||||||||||||
1200 | 1.30.3 | Secured funding | |||||||||||||
1210 | 1.31 | 31 | Total funding | ||||||||||||
1220 | 1.31.1 | Retail deposits | |||||||||||||
1230 | 1.31.2 | Unsecured wholesale deposits | |||||||||||||
1240 | 1.31.3 | 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 |
1170 | 1.30 | 30 | Total funding | |||||||||
1180 | 1.30.1 | Retail deposits | ||||||||||
1190 | 1.30.2 | Unsecured wholesale deposits | ||||||||||
1200 | 1.30.3 | Secured funding | ||||||||||
1210 | 1.31 | 31 | Total funding | |||||||||
1220 | 1.31.1 | Retail deposits | ||||||||||
1230 | 1.31.2 | Unsecured wholesale deposits | ||||||||||
1240 | 1.31.3 | Secured funding | ||||||||||