Annex V

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

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

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

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

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

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