Question ID
2016_2885
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
415
Paragraph
3
Subparagraph
(b)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
EBA/ITS/2013/11/rev1 - Additional Liquidity Monitoring Metrics
Type of submitter
Credit institution
Subject matter
Transactions with maturities longer than 10 years
Question

We reference to the Q&A 2015_1802: Transactions with maturities longer than 10 years are excluded in the form C 69.00. Does the excluding of transactions with maturities longer than 10 years also apply for the form C 70.00?

Background on the question

See question Q&A 2015_1802

Submission date
Final publishing date
Final answer

According to paragraph 2 of chapter 1.5 of Annex XIX to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting), institutions shall report the funding that matures / was rolled-over or obtained in the indicated time buckets according to their maturity.

In column from 250 to 280 of template C 70.00 of Annex XVIII to the ITS on Supervisory Reporting, they shall report the amount of funding with maturity beyond 6 months. Absent a specific exclusion in the instructions, such funding shall also include transactions with maturities longer than 10 years.

Please also refer to Q&A 2015_1712, according to which all items in C 70.00 should be reported by original maturity in order to reflect how funding is replaced/ rolled over.

Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

Disclaimer

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