ANNEX I Disclosure templates
Template A: Encumbered and unencumbered assets
Template A — Encumbered and unencumbered assets
Carrying amount of encumbered assets |
Fair value of encumbered assets |
Carrying amount of unencumbered assets |
Fair value of unencumbered assets |
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of which notionally eligible EHQLA and HQLA |
of which notionally eligible EHQLA and HQLA |
of which EHQLA and HQLA |
of which EHQLA and HQLA |
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010 |
030 |
040 |
050 |
060 |
080 |
090 |
100 |
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010 |
Assets of the reporting institution |
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030 |
Equity instruments |
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040 |
Debt securities |
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050 |
of which: covered bonds |
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060 |
of which: asset-backed securities |
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070 |
of which: issued by general governments |
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080 |
of which: issued by financial corporations |
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090 |
of which: issued by non-financial corporations |
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120 |
Other assets |
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121 |
of which: … |
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Template B: Collateral received
Template B — Collateral received
Fair value of encumbered collateral received or own debt securities issued |
Unencumbered |
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Fair value of collateral received or own debt securities issued available for encumbrance |
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of which notionally eligible EHQLA and HQLA |
of which EHQLA and HQLA |
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010 |
030 |
040 |
060 |
||
130 |
Collateral received by the reporting institution |
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140 |
Loans on demand |
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150 |
Equity instruments |
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160 |
Debt securities |
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170 |
of which: covered bonds |
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180 |
of which: asset-backed securities |
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190 |
of which: issued by general governments |
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200 |
of which: issued by financial corporations |
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210 |
of which: issued by non-financial corporations |
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220 |
Loans and advances other than loans on demand |
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230 |
Other collateral received |
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231 |
of which: … |
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240 |
Own debt securities issued other than own covered bonds or asset-backed securities |
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241 |
Own covered bonds and asset-backed securities issued and not yet pledged |
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250 |
TOTAL ASSETS, COLLATERAL RECEIVED AND OWN DEBT SECURITIES ISSUED |
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Template C: Sources of encumbrance
Template C — Sources of encumbrance
Matching liabilities, contingent liabilities or securities lent |
Assets, collateral received and own debt securities issued other than covered bonds and ABSs encumbered |
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010 |
030 |
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010 |
Carrying amount of selected financial liabilities |
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011 |
of which: … |
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Template D: Accompanying narrative information
Template D — Accompanying narrative information
Narrative information on the impact of the business model on assets encumbrance and the importance of encumbrance to the institution's business model, which provides users with the context of the disclosures required in Template A to C.