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 |
CONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATES | ||
71 | C 71.00 | CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY |
C 71.00 — CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY
z-axis Total and significant currencies
Concentration of counterbalancing capacity by issuer/counterparty | ||||||||||
Issuer/Counterparty Name | LEI code | Issuer/Counterparty Sector | Residence of Issuer/Counterparty | Product Type | Currency | Credit quality step | MtM value/nominal | Collateral value CB-eligible | ||
Row | ID | 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 |
010 | 1. TOP TEN ISSUERS/COUNTERPARTIES | |||||||||
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 ITEMS USED AS COUNTERBALANCING CAPACITY | |||||||||