COREP_ALM Additional Liquidity Monitoring - COREP - DPM module | DPM Navigator

COREP_ALM Additional Liquidity Monitoring - COREP - DPM moduleDPM module COREP_ALM Additional Liquidity Monitoring - COREP: 17 tables in DPM release 4.4, including C_00.01, C_66.01.a, C_66.01.b, C_66.01.c, C_66.01.w…

C_00.01 Nature of Report (COREP)

C_66.01.a Maturity ladder. Total. Overnight and higher maturity

C_66.01.b Maturity ladder. Total. Initial stock

C_66.01.c Maturity ladder. Total. Behavioural flows

C_66.01.w Maturity ladder. Significant currencies. Overnight and higher maturity

C_66.01.x Maturity ladder. Significant currencies. Initial stock

C_66.01.y Maturity ladder. Significant currencies. Behavioural flows

C_67.00.a Concentration of funding by counterparty. Total

C_67.00.w Concentration of funding by counterparty. Significant currencies

C_68.00.a Concentration of funding by product type. Total

C_68.00.w Concentration of funding by product type. Significant currencies

C_69.00.a Prices for various lengths of funding. Total

C_69.00.w Prices for various lengths of funding. Significant currencies

C_70.00.a Roll-over of funding. Total

C_70.00.w Roll-over of funding. Significant currencies

C_71.00.a Concentration of counterbalancing capacity by counterparty. Total

C_71.00.w Concentration of counterbalancing capacity by counterparty. Significant currencies

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