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Response to consultation on amending ITS on additional monitoring metrics for liquidity
Go backQuestion 1: Do respondents agree to the structure and content of the maturity ladder template as proposed in Annexes XXIV and XXV, with in particular the items in the contingency section and memorandum item section? If not, would respondents have substantiated reasons for amending or not including a particular data item?
NAQuestion 2: Do respondents agree to the structure and content of the proposed revisions to the templates and instructions of the non-maturity ladder templates Annex XVIII to Annex XXI of Implementing Regulation 680/2014? If not, would respondents have substantiated reasons for not amending or further amending a particular paragraph or cell description?
NAQuestion 3: Do respondents agree to the proposed clarification to the treatment of transactions that have rolled-over during the reporting period in paragraph 8 of the instructions to template C69.00 (as in annex XIX), or would it be preferable to have daily averaging of volumes and spreads as one alternative or end of month spreads as another (and why)?
[1.] The statement in the Q03 is connected to the treatment of an off-balance sheet commitment after a drawdown and therefore we would prefer to have end of month spreads. Off-balance sheet items usually need a specific treatment and methodology used for on-balance sheet items cannot be directly mapped to the off-balance sheet item, due to its diverse nature. What can be also proven by their suggested treatment within template C 69.00, where both volume and spread should be determined on the day on which the highest amount of the period is drawn. In the light of the above explanations, we would suggest calculation end of month spreads for off-balance sheet commitments within template C 69.00.Question 4: Do respondents agree to the proposed clarification to the treatment of sight deposits in paragraph 9 of the instructions to template C69.00 (as in annex XIX), to focus only on those deposits that are new for the applicable reporting period, or would it be preferable to align the treatment with that of items that have rolled-over?
[2.] We have major concerns related to the Q04 which proposes a focus only on those sight deposits that are new for applicable reporting period. If this means that we should include only ‘pure’ new clients then this imposes also some technical and logical issues. E.g. we have a client for some time, then this client goes to another bank for few months and comes back. Is this client really a ‘pure’ new one? This is just one example about client’s movements. Thus we would suggest to stick with the treatment of that items as they have been rolled-over, instead of reporting the sight deposits where the depositor did not have a sight deposit in the preceding reporting period.Question 5: Would respondents have substantiated arguments for an implementation period different from the above-mentioned March 2018 application date?
NAQuestion 6: Do respondents have substantiated views on the effectiveness and clarity of the proportionality threshold of subparagraph (a) of paragraph 16b (2) of the ITS on reporting? Would they see alternative workable solutions?
NAQuestion 7: Do respondents agree to the impact assessment? If not, would respondents have substantiated reasons why they would foresee a different conclusion
NAName of organisation
Abanka d.d.
