DECISION (EU) 2016/810 OF THE EUROPEAN CENTRAL BANK
of 28 April 2016
on a second series of targeted longer-term refinancing operations (ECB/2016/10)
Article 1
Definitions
Article 2
The second series of targeted longer-term refinancing operations
Article 3
Participation
Article 4
Borrowing allowance, bid limit and benchmarks
Article 5
Interest
Article 6
Early repayment
Article 7
Reporting requirements
Article 8
Non-compliance with reporting requirements
Article 9
Entry into force
ANNEX I
CONDUCT OF THE SECOND SERIES OF TARGETED LONGER-TERM REFINANCING OPERATIONS
1.
Calculation of borrowing allowance and bid limit
2.
Calculation of benchmarks
3.
Calculation of interest rate
ANNEX II
THE SECOND SERIES OF TARGETED LONGER-TERM REFINANCING OPERATIONS — GUIDELINES FOR COMPILING DATA REQUIRED BY THE REPORTING TEMPLATE
1.
Introduction
(1)
2.
General information
3.
General reporting instructions
(a) Structure of the reporting template
(b) Definition of the ‘reporting period’
(c) Reporting in respect of TLTRO-II groups
(d) Transmission of the data reports
(e) Unit of the data
4.
Definitions
(a) Outstanding amounts of eligible loans (1 and 4)
(i) Outstanding amounts on the balance sheet (1.1 and 4.1)
(ii) Outstanding amounts of loans that are securitised or otherwise transferred but not derecognised from the balance sheet (1.2 and 4.2)
(iii) Outstanding provisions against eligible loans (1.3 and 4.3)
(b) Eligible net lending (2)
(i) Gross lending (2.1)
(ii) Repayments (2.2)
(c) Adjustments to the outstanding amounts
(i) Loan sales and purchases and other loan transfers during the reporting period (3.1)
— Net flows of securitised loans with an impact on loan stocks (3.1 A)
— Net flows of loans that are otherwise transferred with an impact on loan stocks (3.1B)
— Net flows of loans that are securitised or otherwise transferred without any impact on loan stocks (3.1C)
(ii) Other adjustments (3.2)
— Revaluations owing to changes in exchange rates (3.2 A)
— Write-offs/write-downs (3.2B)
— Reclassifications (3.2C)
Reporting period:… |
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Loans to non-financial corporations and households, excluding loans to households for house purchase (EUR thousands) |
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Loans to non-financial corporations |
Loans to households (including non-profit institutions serving households), excluding loans for house purchase |
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item |
formula |
validation |
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Main aggregates |
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1 |
Outstanding amounts of eligible loans at the end of the month preceding the start of the reporting period… |
0 |
0 |
1 |
1 = 1.1 – 1.2 (+ 1.3) |
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2 |
Eligible net lending in the reporting period… |
0 |
0 |
2 |
2 = 2.1 – 2.2 |
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3 |
Adjustments to the outstanding amounts: reductions (–) and increases (+)… |
0 |
0 |
3 |
3 = 3.1 + 3.2 |
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4 |
Outstanding amounts of eligible loans at the end of the reporting period… |
0 |
0 |
4 |
4 = 4.1 – 4.2 (+ 4.3) |
4 = 1 + 2 + 3 |
Underlying items |
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Outstanding amounts of eligible loans at the end of the month preceding the start of the reporting period |
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1.1 |
Outstanding amounts on the balance sheet… |
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1.1 |
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1.2 |
Outstanding amounts of loans securitised or otherwise transferred but not derecognised from the balance sheet… |
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1.2 |
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1.3 |
Outstanding provisions against eligible loans (*)… |
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1.3 |
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Eligible net lending in the reporting period |
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2.1 |
Gross lending… |
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2.1 |
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2.2 |
Repayments… |
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2.2 |
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Adjustments to the outstanding amounts: reductions (–) and increases (+) |
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3.1 |
Loan sales and purchases and other loan transfers during the reporting period… |
0 |
0 |
3.1 |
3.1 = 3.1A + 3.1B + 3.1C |
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3.1A |
Net flows of loans that are securitised with an impact on loan stocks… |
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3.1A |
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3.1B |
Net flows of loans that are otherwise transferred with an impact on loan stocks… |
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3.1B |
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3.1C |
Net flows of loans that are securitised or otherwise transferred without any impact on loan stocks… |
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3.1C |
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3.2 |
Other adjustments… |
0 |
0 |
3.2 |
3.2 = 3.2A + 3.2B + 3.2C |
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3.2A |
Revaluations owing to changes in exchange rates… |
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3.2A |
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3.2B |
Write-offs/write-downs… |
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3.2B |
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3.2C |
Reclassifications… |
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3.2C |
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Outstanding amounts of eligible loans at the end of the reporting period |
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4.1 |
Outstanding amounts on the balance sheet… |
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4.1 |
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4.2 |
Outstanding amounts of loans securitised or otherwise transferred but not derecognised from the balance sheet… |
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4.2 |
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4.3 |
Outstanding provisions against eligible loans (*)… |
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4.3 |
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