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					    02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                          Data item data definition                                                                                                                         Printed on 4/16/2010

Version:               1
Date:                  07 October 2009
Based on:              Handbook Legal Instrument 2009/56 (October 2009)


      Reference                                   Label                                                XML Name                      Data Type                               Validation                                Error code                             Additional Information
       FSA048          Enhanced Mismatch Report                                       FSA048-EMR
                                                                                                                                                                                                                                    An attribute of the data item element, indicating the reporting basis, eg
                                                                                        @reportingBasis                               RepBas
                                                                                                                                                                                                                                    "unconsolidated"
                                                                                                                                                                                                                                    An attribute of the data item element, indicating the ISO currency code
                                                                                                                                                                                                                                    applicable to all monetary values in the data item, eg "GBP". This is the
                                                                                        @currency                                     LimCur                                                                                        currency that the figures are actually reported to the FSA in, irrespective
                                                                                                                                                                                                                                    of the currency of the underlying flows, balances and contracts being
                                                                                                                                                                                                                                    reported.
                                                                                                                                                                                                                                    An attribute of the data item element, indicating the units applicable to all
                                                                                        @units                                         Units
                                                                                                                                                                                                                                    monetary values in the data item, eg "thousands"
                                                                                        UnderlyingFlowsBalancesCurrency
                                                                                                                                                                                                                                    This element indicates whether the underlying flows, balances and
                                                                                          CurrencyBasis                               CurBas      Mandatory                                                           ERR0080       contracts are for a "single" currency or "consolidated" (ie all currencies
                                                                                                                                                                                                                                    combined).
                                                                                                                                                                                                                                    If the underlying flows, balances and contracts being reported are for a
                                                                                                                                                                                                                                    "single" currency, then this element records that currency. This currency
                                                                                                                                                                                                                                    element, representing the currency of the underlying flows, may be
                                                                                                                                                  Conditional: Mandatory if CurrencyBasis is single otherwise
                                                                                          Currency                                     Cur                                                                            ERR0050       different to the currency attribute which is the currency that the figures
                                                                                                                                                  must not be submitted
                                                                                                                                                                                                                                    are reported to the FSA in. For example material flows in South African
                                                                                                                                                                                                                                    Rands (UnderlyingFlowsBalancesCurrency/Currency element = ZAR)
                                                                                                                                                                                                                                    may be reported in Pounds Sterling (currency attribute = GBP).
                                                                                                                                                                                                                                    This element does not appear on the handbook layout, but has been
                                                                                                                                                                                                                                    added to the XML of this and other data items to capture information
                                                                                        GroupInfo                                                                                                                                   when the data item is being submitted for a defined liquidity group. If the
                                                                                                                                                                                                                                    data item is not being completed on such a group basis, then this
                                                                                                                                                                                                                                    element should be omitted.
                                                                                          OtherGroupFirms
                                                                                                                                                  Conditional: If the reporting basis is "unconsolidated" then this                 This element is repeated as many times as there are other firms in the
                                                                                             FirmReferenceNumber                       FRN                                                                            ERR0050
                                                                                                                                                  element must not be completed.                                                    group.
         1 to 5        Part 1 - Memo items                                              MemoItems
          1A           Non-dated capital resources                                        NonDatedCapitalResources                     Mon
        2 and 3        Liquidity facilities                                               LiquidityFacilities
           2           Bank of England                                                       BankOfEngland
          2B           OMO                                                                      OMO                                    Mon        2B >= 0                                                             ERR0040
          2C           Collateral upgrade                                                       CollateralUpgrade                      Mon        2C >= 0                                                             ERR0040
          2D           Others                                                                   Others                                 Mon        2D >= 0                                                             ERR0040
           3           Other central bank                                                    OtherCentralBank
       3B to 3D                                                                                                                                                                                                                     Repeat definitions of 2B to 2D including equivalent validation
                       Prior period's peak intra-day collateral used for UK
            4A                                                                            PeakCollateralUKSettlement                   Mon        4A >= 0                                                             ERR0040
                       settlement and clearing systems
                       Prior period's peak intra-day collateral used for settlement
            5A                                                                            PeakCollateralNonUKSettlement                Mon        5A >= 0                                                             ERR0040
                       and clearing systems outside the UK
                       Part 2 - Security, transferable whole-loan and commodity
        6 to 17                                                                         SecurityWholeLoanCommodity
                       flows
             6         Liquid asset buffer-eligible securities                            LiquidAssetBufferSecurities
            6A         Unencumbered position                                                 UnencumberedPosition                      Mon        6A >= 0                                                             ERR0040
            6B         Open maturity                                                         OpenMaturity                              Mon
            6F         > 3 months <= 6 months                                                From3To6Months                            Mon
            6G         > 6 months <= 1 year                                                  From6MonthsTo1Year                        Mon
            6H         > 1 year <= 2 years                                                   From1To2Years                             Mon
            6I         > 2 years <= 5 years                                                  From2To5Years                             Mon
            6J         > 5 years                                                             MoreThan5Years                            Mon
                                                                                                                                                                                                                                    This element does not appear on the handbook form but has been
        7 to 8                                                                            OtherHighQualityGovernment
                                                                                                                                                                                                                                    included to aid understanding of the XML.
                       Other high quality central bank, supranational and central
            7                                                                                CentralBanksSupranationalsGovernments
                       government debt
   7A, 7B & 7F to 7J                                                                                                                                                                                                                Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
           8           US GSE/GSA securities                                                 USBackedSecurities
   8A, 8B & 8F to 8J                                                                                                                                                                                                                Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
           9           Own-name securities and transferable whole-loans                   OwnNameSecuritiesWholeLoans
   9A, 9B & 9F to 9J                                                                                                                                                                                                                Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
                                                                                                                                                                                                                                    This element does not appear on the handbook form but has been
       10 to 11                                                                           AssetBackedAndCovered
                                                                                                                                                                                                                                    included to aid understanding of the XML.
         10           High quality asset-backed securities                                   AssetBackedSecurities
10A, 10B & 10F to 10J                                                                                                                                                                                                               Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
         11           High quality covered bonds                                             CoveredBonds
11A, 11B & 11F to 11J                                                                                                                                                                                                               Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
         12           Securities issued by group entities                                 SecuritiesIssuedByGroup
12A, 12B & 12F to 12J                                                                                                                                                                                                               Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
                                                                                                                                                                                                                                    This element does not appear on the handbook form but has been
       13 to 15                                                                           HighQualityCorporateBonds
                                                                                                                                                                                                                                    included to aid understanding of the XML.
         13           High quality corporate bonds (UK credit institutions)                  UKCreditInstitutions
13A, 13B & 13F to 13J                                                                                                                                                                                                               Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
         14           High quality corporate bonds (non-UK credit institutions)              NonUKCreditInstitutions
14A, 14B & 14F to 14J                                                                                                                                                                                                               Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation


                                                                                                                                               Page 1 of 6
   02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                               Data item data definition                                                                                      Printed on 4/16/2010

     Reference                                    Label                                                XML Name          Data Type                          Validation    Error code                            Additional Information

         15            High quality corporate bonds (excluding credit institutions)        NonCreditInstitutions
15A, 15B & 15F to 15J                                                                                                                                                                  Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
          16          Equities included in major indices                                EquitiesInMajorIndices
16A, 16B & 16F to 16J                                                                                                                                                                  Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
          17          Other securities and commodities                                  OtherSecuritiesAndCommodities
17A, 17B & 17F to 17J                                                                                                                                                                  Repeat definitions of 6A, 6B & 6F to 6J including equivalent validation
       18 to 30       Part 3 - Wholesale asset cash flows                             WholesaleAsset
                                                                                                                                                                                       This element does not appear on the handbook form but has been
      18 to 19                                                                          LiquidAssetBuffer
                                                                                                                                                                                       included to aid understanding of the XML.
        18A            Designated money market funds                                       MoneyMarketFunds                Mon       18A >= 0                            ERR0040
                       Liquid asset buffer-eligible central bank reserves and
        19A                                                                                CentralBankReservesDeposits     Mon       19A >= 0                            ERR0040
                       deposits
                                                                                                                                                                                       This element does not appear on the handbook form but has been
      20 to 22                                                                          LendingTo
                                                                                                                                                                                       included to aid understanding of the XML.
         20            Lending to group entities                                           GroupEntities
        20A            Non defined maturity                                                   NonDefinedMaturity           Mon
        20F            > 3 months <= 6 months                                                 From3To6Months               Mon
        20G            > 6 months <= 1 year                                                   From6MonthsTo1Year           Mon
        20H            > 1 year <= 2 years                                                    From1To2Years                Mon
        20I            > 2 years <= 5 years                                                   From2To5Years                Mon
        20J            > 5 years                                                              MoreThan5Years               Mon
         21            Lending to UK credit institutions                                   UKCreditInstitutions
  21A & 21F to 21J                                                                                                                                                                     Repeat definitions of 20A & 20F to 20J
         22            Lending to non-UK credit institutions                               NonUKCreditInstitutions
  22A & 22F to 22J                                                                                                                                                                     Repeat definitions of 20A & 20F to 20J
         23            Own account security cash flows                                  OwnAccountSecurities
        23F            > 3 months <= 6 months                                             From3To6Months                   Mon
        23G            > 6 months <= 1 year                                               From6MonthsTo1Year               Mon
        23H            > 1 year <= 2 years                                                From1To2Years                    Mon
        23I            > 2 years <= 5 years                                               From2To5Years                    Mon
        23J            > 5 years                                                          MoreThan5Years                   Mon
                       Notional flows of own-name securities and transferable
         24                                                                             OwnNameSecurities
                       whole-loans
     24F to 24J                                                                                                                                                                        Repeat definitions of 23F to 23J
                                                                                                                                                                                       This element does not appear on the handbook form but has been
      25 to 30                                                                          ReverseRepo
                                                                                                                                                                                       included to aid understanding of the XML.
         25            Reverse repo (items reported in line 6)                             LiquidAssetBufferSecurities
        25B            Repo/Reverse with open maturity                                        OpenMaturity                 Mon
        25F            > 3 months <= 6 months                                                 From3To6Months               Mon
        25G            > 6 months <= 1 year                                                   From6MonthsTo1Year           Mon
        25H            > 1 year <= 2 years                                                    From1To2Years                Mon
        25I            > 2 years <= 5 years                                                   From2To5Years                Mon
        25J            > 5 years                                                              MoreThan5Years               Mon
         26            Reverse repo (items reported in lines 7 and 8)                      OtherHighQualityGovernment
  26B & 26F to 26J                                                                                                                                                                     Repeat definitions of 25B & 25F to 25J
         27            Reverse repo (items reported in lines 10 and 11)                    AssetBackedAndCovered
  27B & 27F to 27J                                                                                                                                                                     Repeat definitions of 25B & 25F to 25J
         28            Reverse repo (items reported in lines 13, 14 and 15)                HighQualityCorporateBonds
  28B & 28F to 28J                                                                                                                                                                     Repeat definitions of 25B & 25F to 25J
         29            Reverse repo (items reported in line 16)                            EquitiesInMajorIndices
  29B & 29F to 29J                                                                                                                                                                     Repeat definitions of 25B & 25F to 25J
         30            Reverse repo (items reported in lines 9, 12 and 17)                 Other
  30B & 30F to 30J                                                                                                                                                                     Repeat definitions of 25B & 25F to 25J
      31 to 33         Part 4 - Other asset cash flows                                OtherAsset
         31            Non-retail lending exposures                                      NonRetailLendingExposures
        31A            Non defined Maturity                                                NonDefinedMaturity              Mon       31A + Sum(31C to 31J) >= 0          ERR0040
        31C            <= 2 weeks                                                          To2Weeks                        Mon
        31D            >2 weeks <= 1 month                                                 From2WeeksTo1Month              Mon
        31E            > 1 month <= 3 months                                               From1To3Months                  Mon
        31F            > 3 months <= 6 months                                              From3To6Months                  Mon
        31G            > 6 months <= 1 year                                                From6MonthsTo1Year              Mon
        31H            > 1 year <= 2 years                                                 From1To2Years                   Mon
        31I            > 2 years <= 5 years                                                From2To5Years                   Mon
        31J            > 5 years                                                           MoreThan5Years                  Mon
         32            Retail lending exposures                                          RetailLendingExposures
  32A & 32C to 32J                                                                                                                                                                     Repeat definitions of 31A & 31C to 31J including equivalent validation
         33            SSPE asset cash flows                                            SSPEs
  33A & 33C to 33J                                                                                                                                                                     Repeat definitions of 31A & 31C to 31J including equivalent validation
      34 to 39         Part 5 - Repo cash flows                                       Repo
         34            Repo (items reported in line 6)                                  LiquidAssetBufferSecurities
        34B            Repo/Reverse with open maturity                                     OpenMaturity                    Mon
        34F            > 3 months <= 6 months                                              From3To6Months                  Mon
        34G            > 6 months <= 1 year                                                From6MonthsTo1Year              Mon
        34H            > 1 year <= 2 years                                                 From1To2Years                   Mon
        34I            > 2 years <= 5 years                                                From2To5Years                   Mon
        34J            > 5 years                                                           MoreThan5Years                  Mon
         35            Repo (items reported in lines 7 and 8)                           OtherHighQualityGovernment
  35B & 35F to 35J                                                                                                                                                                     Repeat definitions of 34B & 34F to 34J
         36            Repo (items reported in lines 10 and 11)                         AssetBackedAndCovered
  36B & 36F to 36J                                                                                                                                                                     Repeat definitions of 34B & 34F to 34J


                                                                                                                                 Page 2 of 6
 02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                  Data item data definition                                                                                     Printed on 4/16/2010

   Reference                                    Label                                            XML Name                 Data Type                          Validation    Error code                           Additional Information
       37          Repo (items reported in lines 13, 14 and 15)                   HighQualityCorporateBonds
37B & 37F to 37J                                                                                                                                                                        Repeat definitions of 34B & 34F to 34J
       38          Repo (items reported in line 16)                               EquitiesInMajorIndices
38B & 38F to 38J                                                                                                                                                                        Repeat definitions of 34B & 34F to 34J
       39          Repo (items reported in lines 9, 12 and 17)                    Other
39B & 39F to 39J                                                                                                                                                                        Repeat definitions of 34B & 34F to 34J
    40 to 51       Part 6 - Wholesale liability cash flows                     WholesaleLiability
                                                                                                                                                                                        This element does not appear on the handbook form but has been
    40 to 42                                                                      PrimaryIssuances
                                                                                                                                                                                        included to aid understanding of the XML.
       40          Primary issuances - senior securities                             SeniorSecurities
   40F to 40J                                                                                                                                                                           Repeat definitions of 23F to 23J
       41          Primary issuances - dated subordinated securities                 DatedSubordinatedSecurities
   41F to 41J                                                                                                                                                                           Repeat definitions of 23F to 23J
       42          Primary issuances - structured notes                              StructuredNotes
   42F to 42J                                                                                                                                                                           Repeat definitions of 23F to 23J
       43          Covered bonds                                                  CoveredBonds
   43F to 43J                                                                                                                                                                           Repeat definitions of 23F to 23J
       44          Group entities                                                 GroupEntities
      44A          Non defined maturity                                              NonDefinedMaturity                     Mon
      44F          > 3 months <= 6 months                                            From3To6Months                         Mon
      44G          > 6 months <= 1 year                                              From6MonthsTo1Year                     Mon
      44H          > 1 year <= 2 years                                               From1To2Years                          Mon
      44I          > 2 years <= 5 years                                              From2To5Years                          Mon
      44J          > 5 years                                                         MoreThan5Years                         Mon
       45          UK credit institutions                                         UKCreditInstitutions
45A & 45F to 45J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       46          Non-UK credit institutions                                     NonUKCreditInstitutions
46A & 46F to 46J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       47          Governments, central banks and supranationals                  CentralBanksSupranationalsGovernments
47A & 47F to 47J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       48          Non-credit institution financials                              NonCreditFinancialInstitutions
48A & 48F to 48J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       49          Non-financial large enterprises - Type A                       NonFinancialEnterprisesTypeA
49A & 49F to 49J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       50          Conditional liabilities pre-trigger contractual profile        ConditionalLiabilities
50A & 50F to 50J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
       51          SSPE liability cash flows                                      SSPEs
51A & 51F to 51J                                                                                                                                                                        Repeat definitions of 44A & 44F to 44J
    52 to 56       Part 7 - Other liability cash flows                         OtherLiability
                                                                                                                                                                                        This element does not appear on the handbook form but has been
    52 to 55                                                                      Deposits
                                                                                                                                                                                        included to aid understanding of the XML.
       52          Non-financial large enterprises - Type B                          NonFinancialEnterprisesTypeB
      52A          Non defined Maturity                                                NonDefinedMaturity                   Mon       52A + Sum(52C to 52J) <= 0          ERR0040
      52C          <= 2 weeks                                                          To2Weeks                             Mon
      52D          >2 weeks <= 1 month                                                 From2WeeksTo1Month                   Mon
      52E          > 1 month <= 3 months                                               From1To3Months                       Mon
      52F          > 3 months <= 6 months                                              From3To6Months                       Mon
      52G          > 6 months <= 1 year                                                From6MonthsTo1Year                   Mon
      52H          > 1 year <= 2 years                                                 From1To2Years                        Mon
      52I          > 2 years <= 5 years                                                From2To5Years                        Mon
      52J          > 5 years                                                           MoreThan5Years                       Mon
       53          SME deposits                                                      SME
53A & 53C to 53J                                                                                                                                                                        Repeat definitions of 52A & 52C to 52J including equivalent validation
       54          Retail deposits - Type A                                          RetailTypeA
54A & 54C to 54J                                                                                                                                                                        Repeat definitions of 52A & 52C to 52J including equivalent validation
       55          Retail deposits - Type B                                          RetailTypeB
55A & 55C to 55J                                                                                                                                                                        Repeat definitions of 52A & 52C to 52J including equivalent validation
      56A          Client / brokerage free cash                                   ClientBrokerageFreeCash                   Mon       56A <= 0                            ERR0040
    57 to 69       Part 8 - Off balance sheet flows and balances               OffBalanceSheet
       57          Principal FX cash flows (including currency swaps)             ForeignExchangeFlows
   57F to 57J                                                                                                                                                                           Repeat definitions of 23F to 23J
       58          Committed facilities received                                  FacilitiesReceived
      58A          Non defined Maturity                                             NonDefinedMaturity                      Mon       58A + Sum(58C to 58J) >= 0          ERR0040
      58C          <= 2 weeks                                                       To2Weeks                                Mon
      58D          >2 weeks <= 1 month                                              From2WeeksTo1Month                      Mon
      58E          > 1 month <= 3 months                                            From1To3Months                          Mon
      58F          > 3 months <= 6 months                                           From3To6Months                          Mon
      58G          > 6 months <= 1 year                                             From6MonthsTo1Year                      Mon
      58H          > 1 year <= 2 years                                              From1To2Years                           Mon
      58I          > 2 years <= 5 years                                             From2To5Years                           Mon
      58J          > 5 years                                                        MoreThan5Years                          Mon
                                                                                                                                                                                        This element does not appear on the handbook form but has been
    59 to 69                                                                      FacilitiesProvided
                                                                                                                                                                                        included to aid understanding of the XML.
                                                                                                                                                                                        This element does not appear on the handbook form but has been
    59 to 60                                                                         Secured
                                                                                                                                                                                        included to aid understanding of the XML.
      59A          Secured facilities provided - liquidity buffer securities              AgainstBufferSecurities           Mon       59A <= 0                            ERR0040
      60A          Secured facilities provided - other securities                         AgainstOtherSecurities            Mon       60A <= 0                            ERR0040
                                                                                                                                                                                        This element does not appear on the handbook form but has been
    61 to 69                                                                         Unsecured
                                                                                                                                                                                        included to aid understanding of the XML.
      61A          Unsecured facilities provided - credit institutions                    ToCreditInstitutions              Mon       61A <= 0                            ERR0040
      62A          Unsecured stand-by facilities provided - firm's SSPEs                  ToFirmsSSPEs                      Mon       62A <= 0                            ERR0040


                                                                                                                                  Page 3 of 6
02b770ec-14b4-4945-ba09-efcd394de6c6.xls                                                                                      Data item data definition                                                                                Printed on 4/16/2010

 Reference                                      Label                                           XML Name                     Data Type                    Validation    Error code                            Additional Information
                 Unsecured stand-by facilities provided - entities other than
     63A                                                                                StandbyToOtherInstitutions             Mon       63A <= 0                      ERR0040
                 credit institutions and firm's SSPEs
                 Unsecured facilities provided by firm's SSPEs to third
     64A                                                                                ByFirmsSSPEs                           Mon       64A <= 0                      ERR0040
                 parties
                 Unsecured facilities provided - entities other than credit
     65A                                                                                ToNonCreditInstitutions                Mon       65A <= 0                      ERR0040
                 institutions
     66A         Overdraft and credit card facilities provided                          OverdraftCreditCard                    Mon       66A <= 0                      ERR0040
     67A         Pipeline lending commitments                                           PipelineLending                        Mon       67A <= 0                      ERR0040
                 Contingent obligations to repurchase assets financed
     68A                                                                                RepurchaseObligations                  Mon       68A <= 0                      ERR0040
                 through third parties
    69A          Other commitments and contingent facilities provided                   OtherUndrawnCommitments                Mon       69A <= 0                      ERR0040
  70 to 73       Part 9 - Downgrade triggers                                    DowngradeTriggers
     70          Asset put-backs from third party vehicles                        AssetPutBacks
    70B          1 notch                                                             Down1Notch                                Mon       70B <= 0                      ERR0040
    70C          2 notches                                                           Down2Notches                              Mon       70C <= 0                      ERR0040
    70D          3 notches                                                           Down3Notches                              Mon       70D <= 0                      ERR0040
    70E          4 notches                                                           Down4Notches                              Mon       70E <= 0                      ERR0040
    70F          5 notches                                                           Down5Notches                              Mon       70F <= 0                      ERR0040
    70G          6 notches                                                           Down6Notches                              Mon       70G <= 0                      ERR0040
    70H          7 notches                                                           Down7Notches                              Mon       70H <= 0                      ERR0040
    70I          8 notches                                                           Down8Notches                              Mon       70I <= 0                      ERR0040
    70J          9 notches                                                           Down9Notches                              Mon       70J <= 0                      ERR0040
    70K          10 notches                                                          Down10Notches                             Mon       70K <= 0                      ERR0040
     71          Conditional liabilities                                          ConditionalLiabilities
 71B to 71K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
     72          Over the counter (OTC) derivative triggers                       OTCDerivativeTriggers
 72B to 72K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
     73          Other contingent liabilities                                     OtherContingentLiabilities
 73B to 73K                                                                                                                                                                          Repeat definitions of 70B to 70K including equivalent validation
  74 to 77       Part 10 - Derivatives margining and exposure                   Derivatives
     74          OTC derivative margin given                                      OTCDerivativeMarginGiven
    74B          Cash nominal                                                         CashNominal                              Mon       74B >= 0                      ERR0040
    74C          Collateral market value                                              CollateralMarketValue                    Mon       74C >= 0                      ERR0040
    74E          Initial margin                                                       InitialMargin                            Mon       74E >= 0                      ERR0040
    74G          MTM exposure - margined                                              MTMExposureMargined                      Mon       74G <= 0                      ERR0040
    74H          MTM exposure - non margined                                          MTMExposureNonMargined                   Mon       74H <= 0                      ERR0040
     75          Exchange traded margin given                                     ExchangeTradedMarginGiven
    75B          Cash nominal                                                         CashNominal                              Mon       75B >= 0                      ERR0040
    75C          Collateral market value                                              CollateralMarketValue                    Mon       75C >= 0                      ERR0040
    75E          Initial margin                                                       InitialMargin                            Mon       75E >= 0                      ERR0040
     76          OTC derivative margin received                                   OTCDerivativeMarginReceived
    76B          Cash nominal                                                         CashNominal                              Mon       76B <= 0                      ERR0040
    76C          Collateral market value                                              CollateralMarketValue                    Mon       76C <= 0                      ERR0040
    76E          Initial margin                                                       InitialMargin                            Mon       76E <= 0                      ERR0040
    76G          MTM exposure - margined                                              MTMExposureMargined                      Mon       76G >= 0                      ERR0040
    76H          MTM exposure - non margined                                          MTMExposureNonMargined                   Mon       76H >= 0                      ERR0040
     77          Exchange traded margin received                                  ExchangeTradedMarginReceived
    77B          Cash nominal                                                         CashNominal                              Mon       77B <= 0                      ERR0040
    77C          Collateral market value                                              CollateralMarketValue                    Mon       77C <= 0                      ERR0040
    77E          Initial margin                                                       InitialMargin                            Mon       77E <= 0                      ERR0040
                 Part 11 - Assets included in Part 2 that are held under re-
   78 to 89                                                                     ReHypothecationAssetsCustomerBalance
                 hypothecation rights
     78A         Liquid asset buffer-eligible securities                          LiquidAssetBufferSecurities                  Mon       78A >= 0                      ERR0040
                                                                                                                                                                                     This element does not appear on the handbook form but has been
   79 to 80                                                                       OtherHighQualityGovernment
                                                                                                                                                                                     included to aid understanding of the XML.
                 Other high quality central bank, supranational and central
     79A                                                                             CentralBanksSupranationalsGovernments     Mon       79A >= 0                      ERR0040
                 government debt
     80A         US GSE/GSA securities                                               USBackedSecurities                        Mon       80A >= 0                      ERR0040
                                                                                                                                                                                     This element does not appear on the handbook form but has been
                                                                                                                                                                                     included to aid understanding of the XML.
   82 to 83                                                                       AssetBackedAndCovered
                                                                                                                                                                                     No data is required for handbook row reference 81 - it is present on the
                                                                                                                                                                                     handbook form so that Part 11 has the same elements as Part 2.
     82A         High quality asset-backed securities                               AssetBackedSecurities                      Mon       82A >= 0                      ERR0040
     83A         High quality covered bonds                                         CoveredBonds                               Mon       83A >= 0                      ERR0040
     84A         Securities issued by group entities                              SecuritiesIssuedByGroup                      Mon       84A >= 0                      ERR0040
                                                                                                                                                                                     This element does not appear on the handbook form but has been
   85 to 87                                                                       HighQualityCorporateBonds
                                                                                                                                                                                     included to aid understanding of the XML.
     85A         High quality corporate bonds (UK credit institutions)               UKCreditInstitutions                      Mon       85A >= 0                      ERR0040
     86A         High quality corporate bonds (non-UK credit institutions)           NonUKCreditInstitutions                   Mon       86A >= 0                      ERR0040
     87A         High quality corporate bonds (excluding credit institutions)        NonCreditInstitutions                     Mon       87A >= 0                      ERR0040
     88A         Equities included in major indices                               EquitiesInMajorIndices                       Mon       88A >= 0                      ERR0040
     89A         Other securities and commodities                                 OtherSecuritiesAndCommodities                Mon       89A >= 0                      ERR0040




                                                                                                                                     Page 4 of 6
FSA048
Enhanced Mismatch Report
Part 1 - Memo items
                                                                                                     A
    1      Non-dated capital resources                                                                   10001          B                C                 D
                                                                                                                                     Collateral
                                                                                                                       OMO           upgrade             Others
    2      Bank of England liquidity facilities                                                                               202                 203         204
    3      Other central bank liquidity facilities                                                                            302                 303         304
    4      Prior period's peak intra-day collateral used for UK settlement and clearing
           systems                                                                                         401
    5      Prior period's peak intra-day collateral used for settlement and clearing systems
           outside the UK                                                                                  501


                                                                                                     A                  B                C                  D               E                F              G           H            I          J
Part 2 - Security, transferable whole-loan and commodity flows                                 Unencumbere                                               2 weeks      > 1 month <= 3   > 3 months <=   > 6 months > 1 year <= 2 > 2 years
                                                                                                 d position        Open maturity     <= 2 weeks         <=1 month         months          6 months      <= 1 year     years     <= 5 years > 5 years
   6       Liquid asset buffer-eligible securities                                                        601                 -602                                                               606           -607         608        -609       610
   7       Other high quality central bank, supranational and central government debt                     701                 -702                                                               706           -707         708        -709       710
   8       US GSE/GSA securities                                                                          801                 -802                                                               806           -807         808        -809       810
   9       Own-name securities and transferable whole-loans                                               901                 -902                                                               906           -907         908        -909        47
   10      High quality asset-backed securities                                                          1001               -1002                                                               1006          -1007       1008        -1009     1010
   11      High quality covered bonds                                                                    1101               -1102                                                               1106          -1107       1108        -1109     1110
   12      Securities issued by group entities                                                           1201               -1202                                                               1206          -1207       1208        -1209     1210
   13      High quality corporate bonds (UK credit institutions)                                         1301               -1302                                                               1306          -1307       1308        -1309     1310
   14      High quality corporate bonds (non-UK credit institutions)                                     1401               -1402                                                               1406          -1407       1408        -1409     1410
   15      High quality corporate bonds (excluding credit institutions)                                  1501               -1502                                                               1506          -1507       1508        -1509     1510
   16      Equities included in major indices                                                            1601               -1602                                                               1606          -1607       1608        -1609     1610
   17      Other securities and commodities                                                              1701               -1702                                                               1706          -1707       1708        -1709     1710


Part 3 - Wholesale asset cash flows                                                            Non defined       Repo/Reverse with
                                                                                                maturity           open maturity

   18      Designated money market funds                                                                  1801
   19      Liquid asset buffer-eligible central bank reserves and deposits                                1901
   20      Lending to group entities                                                                      2001                                                                                 2006          2007         2008        2009      2010
   21      Lending to UK credit institutions                                                              2101                                                                                 2106          2107         2108        2109      2110
   22      Lending to non-UK credit institutions                                                          2201                                                                                 2206          2207         2208        2209      2210
   23      Own account security cash flows                                                                                                                                                     2306          2307         2308        2309      2310
   24      Notional flows of own-name securities and transferable whole-loans                                                                                                                  2406          2407         2408        2409      2410
   25      Reverse repo (items reported in line 6)                                                                           2502                                                              2506          2507         2508        2509      2510
   26      Reverse repo (items reported in lines 7 and 8)                                                                    2602                                                              2606          2607         2608        2609      2610
   27      Reverse repo (items reported in lines 10 and 11)                                                                  2702                                                              2706          2707         2708        2709      2710
   28      Reverse repo (items reported in lines 13, 14 and 15)                                                              2802                                                              2806          2807         2808        2809      2810
   29      Reverse repo (items reported in line 16)                                                                          2902                                                              2906          2907         2908        2909      2910
   30      Reverse repo (items reported in lines 9, 12 and 17)                                                               3002                                                              3006          3007         3008        3009      3010

Part 4 - Other asset cash flows

   31      Non-retail lending exposures                                                                   3101                                3103             3104             3105           3106          3107         3108        3109      3110
   32      Retail lending exposures                                                                       3201                                3203             3204             3205           3206          3207         3208        3209      3210
   33      SSPE asset cash flows                                                                          3301                                3303             3304             3305           3306          3307         3308        3309      3310

Part 5 - Repo cash flows

   34      Repo (items reported in line 6)                                                                                   -3402                                                            -3406          -3407       -3408       -3409     -3410
   35      Repo (items reported in lines 7 and 8)                                                                            -3502                                                            -3506          -3507       -3508       -3509     -3510
   36      Repo (items reported in lines 10 and 11)                                                                          -3602                                                            -3606          -3607       -3608       -3609     -3610
   37      Repo (items reported in lines 13, 14 and 15)                                                                      -3702                                                            -3706          -3707       -3708       -3709     -3710
   38      Repo (items reported in line 16)                                                                                  -3802                                                            -3806          -3807       -3808       -3809     -3810
   39      Repo (items reported in lines 9, 12 and 17)                                                                       -3902                                                            -3906          -3907       -3908       -3909     -3910

Part 6 - Wholesale liability cash flows
    40     Primary issuances - senior securities                                                                                                                                              -4006          -4007       -4008       -4009     -4010
    41     Primary issuances - dated subordinated securities                                                                                                                                  -4106          -4107       -4108       -4109     -4110
    42     Primary issuances - structured notes                                                                                                                                                  -4206           -4207        -4208        -4209     -4210
    43     Covered bonds                                                                                                                                                                         -4306           -4307        -4308        -4309     -4310
    44     Group entities                                                                              -4401                                                                                     -4406           -4407        -4408        -4409     -4410
    45     UK credit institutions                                                                      -4501                                                                                     -4506           -4507        -4508        -4509     -4510
    46     Non-UK credit institutions                                                                  -4601                                                                                     -4606           -4607        -4608        -4609     -4610
    47     Governments, central banks and supranationals                                               -4701                                                                                     -4706           -4707        -4708        -4709     -4710
    48     Non-credit institution financials                                                           -4801                                                                                     -4806           -4807        -4808        -4809     -4810
    49     Non-financial large enterprises - Type A                                                    -4901                                                                                     -4906           -4907        -4908        -4909     -4910
    50     Conditional liabilities pre-trigger contractual profile                                     -5001                                                                                     -5006           -5007        -5008        -5009     -5010
    51     SSPE liability cash flows                                                                   -5101                                                                                     -5106           -5107        -5108        -5109     -5110

Part 7 - Other liability cash flows

    52     Non-financial large enterprises - Type B                                                    -5201                                       -5203        -5204             -5205          -5206           -5207        -5208        -5209     -5210
    53     SME deposits                                                                                -5301                                       -5303        -5304             -5305          -5306           -5307        -5308        -5309     -5310
    54     Retail deposits - Type A                                                                    -5401                                       -5403        -5404             -5405          -5406           -5407        -5408        -5409     -5410
    55     Retail deposits - Type B                                                                    -5501                                       -5503        -5504             -5505          -5506           -5507        -5508        -5509     -5510
    56     Client / brokerage free cash                                                                -5601

Part 8 - Off balance sheet flows and balances                                                    Undrawn balances
    57      Principal FX cash flows (including currency swaps)                                                                                                                                    5706           -5707         5708        -5709      5710
    58      Committed facilities received                                                                 5801                                      5803         5804              5805           5806            5807         5808         5809      5810
    59      Secured facilities provided - liquidity buffer securities                                    -5901
    60      Secured facilities provided - other securities                                               -6001
    61      Unsecured facilities provided - credit institutions                                          -6101
    62      Unsecured stand-by facilities provided - firm's SSPEs                                        -6201
    63      Unsecured stand-by facilities provided - entities other than credit institutions and
            firm's SSPEs                                                                                 -6301
    64      Unsecured facilities provided by firm's SSPEs to third parties                               -6401
    65      Unsecured facilities provided - entities other than credit institutions                      -6501
    66      Overdraft and credit card facilities provided                                                -6601
    67      Pipeline lending commitments                                                                 -6701
    68      Contingent obligations to repurchase assets financed through third parties                   -6801
    69      Other commitments and contingent facilities provided                                         -6901

Part 9 - Downgrade triggers                                                                                              B                     C                D             E                 F               G             H            I         J         K
                                                                                                                      1 notch              2 notches        3 notches     4 notches         5 notches       6 notches     7 notches    8 notches 9 notches 10 notches
    70     Asset put-backs from third party vehicles                                                                            -7002              -7003         -7004            -7005           -7006           -7007        -7008        -7009    -7010     -7011
    71     Conditional liabilities                                                                                              -7102              -7103         -7104            -7105           -7106           -7107        -7108        -7109    -7110     -7111
    72     Over the counter (OTC) derivative triggers                                                                           -7202              -7203         -7204            -7205           -7206           -7207        -7208        -7209    -7210     -7211
    73     Other contingent liabilities                                                                                         -7302              -7303         -7304            -7305           -7306           -7307        -7308        -7309    -7310     -7311

Part 10 - Derivatives margining and exposure                                                                                                                                                                           MTM
                                                                                                                                                                                                          MTM          exposure -
                                                                                                                                        Collateral market                                                 exposure -   non
                                                                                                                    Cash nominal              value                      Initial margin                   margined     margined
    74     OTC derivative margin given                                                                                        7402                   7403                            7405                        -7407       -7408
    75     Exchange traded margin given                                                                                       7502                   7503                            7505
    76     OTC derivative margin received                                                                                    -7602                  -7603                           -7605                         7607         7608
    77     Exchange traded margin received                                                                                   -7702                  -7703                           -7705

Part 11 - Assets included in Part 2 that are held under re-hypothecation rights              Customer balance
    78     Liquid asset buffer-eligible securities                                                     563
    79     Other high quality central bank, supranational and central government debt                  663
    80     US GSE/GSA securities                                                                       763
    81
    82     High quality asset-backed securities                                                          963
    83     High quality covered bonds                                                                   1063
    84     Securities issued by group entities                                                          1163
    85     High quality corporate bonds (UK credit institutions)                                        1263
    86     High quality corporate bonds (non-UK credit institutions)                                    1363
    87     High quality corporate bonds (excluding credit institutions)                                 1463
    88     Equities included in major indices                                                           1563
    89     Other securities and commodities                                                             1663

				
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