IR2021-451 Annex XVIII · Banking Rule Book

Amendment details· last amended 11 Jul 2023

Versions of this provision:19 Mar 202111 Jul 2023

Last amended 11 Jul 2023 by Commission Implementing Regulation (EU) 2022/1994 of 21 November 2022.

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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	Total net cashflows	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

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