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2018 Financial and Social Report

Liquidity coverage requirement for Group (monthly average for 2018)
Scope of consolidation (solo/consolidated) Total unweighted value
(simple average)
Total weighted value
(simple average)
Currency and units (PLN million)
Quarter ending on (DD Month YYY) 31.12.18 31.12.18
Number of data points used in the calculation of averages 12 12
HIGH-QUALITY LIQUID ASSETS
1 Total high-quality liquid assets (HQLA) 19 629
CASH-OUTFLOWS
2 Retail deposits and deposits from small business customers, of which: 38 180 2 570
3 Stable deposits 30 238 1 512
4 Less stable deposits 7 942 1 058
5 Unsecured wholesale funding 13 988 7 019
6 Operational deposits (all counterparties) and deposits in networks of cooperative banks 0 0
7 Non-operational deposits (all counterparties) 13 960 7 019
8 Unsecured debt 28 0
9 Secured wholesale funding 0
10 Additional requirements 8 496 1 661
11 Outflows related to derivative exposures and other collateral requirements 800 800
12 Outflows related to loss of funding on debt products 0 0
13 Credit and liquidity facilities 7 695 861
14 Other contractual funding obligations 489 484
15 Other contingent funding obligations 913 913
16 TOTAL CASH OUTFLOWS 12 647
CASH-INFLOWS
17 Secured lending (eg reverse repos) 148 5
18 Inflows from fully performing exposures 1 965 1 582
19 Other cash inflows 16 16
EU-19a (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) 0
EU-19b (Excess inflows from a related specialised credit institution) 0
20 TOTAL CASH INFLOWS 2 129 1 604
EU-20a Fully exempt inflows 0 0
EU-20b Inflows Subject to 90% Cap 0 0
EU-20c Inflows Subject to 75% Cap 2 129 1 604
TOTAL ADJUSTED VALUE
21 LIQUIDITY BUFFER 19 629
22 TOTAL NET CASH OUTFLOWS 11 043
23 LIQUIDITY COVERAGE RATIO (%) 178%

 

Note: Information calculated as the consolidated LCR simple month-end observations over the twelve months in 2018 (EBA/GL/2017/01).

The LCR value as at 2018-12-31 was equal to 212 %