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Version date: 1 January 2014 - 25 June 2021
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Annex III Items subject to supplementary reporting of liquid assets

1. Cash.

2. Central bank exposures, to the extent that these exposures can be drawn down in times of stress.

3. Transferable securities representing claims on or claims guaranteed by sovereigns, central banks, non-central government public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities, the Bank for International Settlements, the International Monetary Fund, the European Union, the European Financial Stability Facility, the European Stability Mechanism or multilateral development banks and satisfying all of the following conditions:

(a) they are assigned a 0 % risk-weight under Chapter 2, Title II of Part Three;

(b) they are not an obligation of an institution or any of its affiliated entities.

4. Transferable securities other than those referred to in point 3 representing claims on or claims guaranteed by sovereigns or central banks issued in domestic currencies by the sovereign or central bank in the currency and country in which the li