EN L 97/ . F - ASSETS OF THE REPORTING INSTITUTION (AE-ASS) Carrying amount of encumbered assets Fair value of encumbered assets of which: issued by other entities of the group of which: central bank's eligible of which notionally eligible EHQLA and HQLA of which: central bank's eligible of which notionally eligible EHQLA and HQLA 010 020 030 035 040 050 055 010 Assets of the reporting institution 020 Loans on demand 030 Equity instruments 040 Debt securities 050 of which: covered bonds 060 of which: securitisations 070 of which: issued by general governments 080 of which: issued by financial corporations 090 of which: issued by non- financial corporations 100 Loans and advances other than loans on demand 110 of which: Loans collateralised with Immovable Property 120 Other assetsEN.  L 97/ Carrying amount of non-encumbered assets Fair value of non-encumbered assets of which: issued by other entities of the group of which: central bank's eligible of which EHQLA and HQLA of which: central bank's eligible of which EHQLA and HQLA 060 070 080 085 090 100 105 010 Assets of the reporting institution 020 Loans on demand 030 Equity instruments 040 Debt securities 050 of which: covered bonds 060 of which: securitisations 070 of which: issued by general governments 080 of which: issued by financial corporations 090 of which: issued by non- financial corporations 100 Loans and advances other than loans on demand 110 of which: Loans collateralised with Immovable Property 120 Other assetsEN L 97/ . F - COLLATERAL RECEIVED (AE-COL) Fair value of encumbered collateral received or own debt securities issued Non-encumbered Fair value of collateral received or own debt securities issued available for encumbrance Nominal of collateral received or own debt securities issued non available for encumbrance of which: issued by other entities of the group of which: central bank's eligible of which notionally eligible EHQLA and HQLA of which: issued by other entities of the group of which: central bank's eligible of which EHQLA and HQLA 010 020 030 035 040 050 060 065 070 130 Collateral received by the reporting institution 140 Loans on demand 150 Equity instruments 160 Debt securities 170 of which: covered bonds 180 of which: securitisations 190 of which: issued by general governments 200 of which: issued by financial corpor ations 210 of which: issued by non-financial corpor ations 220 Loans and advances other than loans on demand 230 Other collateral receivedEN.  L 97/ Fair value of encumbered collateral received or own debt securities issued Non-encumbered Fair value of collateral received or own debt securities issued available for encumbrance Nominal of collateral received or own debt securities issued non available for encumbrance of which: issued by other entities of the group of which: central bank's eligible of which notionally eligible EHQLA and HQLA of which: issued by other entities of the group of which: central bank's eligible of which EHQLA and HQLA 010 020 030 035 040 050 060 065 070 240 Own debt securities issued other than own covered bonds or securitisations 245 Own covered bonds and securitisation issued and not yet pledged 250 TOTAL ASSETS, COLLATERAL RECEIVED AND OWN DEBT SECURITIES ISSUEDEN L 97/ . F - OWN COVERED BONDS AND SECURITISATIONS ISSUED AND NOT YET PLEDGED (AE-NPL) Non-encumbered Carrying amount of the underlying pool of assets Fair value of debt securities issued available for encumbrance Nominal of own debt securities issued non available for encumbrance of which: central bank's eligible of which notionally eligible EHQLA and HQLA 010 020 030 035 040 010 Own covered bonds and asset-backed securities issued and not yet pledged 020 Retained covered bonds issued 030 Retained asset-backed securities issued 040 Senior 050 Mezzanine 060 First LossEN.  L 97/ F - SOURCES OF ENCUMBRANCE (AE-SOU) Matching liabilities, contingent liabilities or securities lent Assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered of which: from other entities of the group of which: collateral received re-used of which: own debt securities encumbered 010 020 030 040 050 010 Carrying amount of selected financial liabilities 020 Derivatives 030 of which: Over-The-Counter 040 Deposits 050 Repurchase agreements 060 of which: central banks 070 Collateralised deposits other than repurchase agreements 080 of which: central banks 090 Debt securities issued 100 of which: covered bonds issued 110 of which:securitisations issued 120 Other sources of encumbrance 130 Nominal of loan commitments received 140 Nominal of financial guarantees received 150 Fair value of securities borrowed with non cash-collateral 160 Other 170 TOTAL SOURCES OF ENCUMBRANCE Not to be filled on a consolidated basis template Not to be filled in any case