Question ID
2023_6719
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
430
Paragraph
730-1080 3 COUNTERBALANCING CAPACITY
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
Article/Paragraph
ANNEX XXIII INSTRUCTIONS FOR REPORTING ON THE MATURITY LADDER
Type of submitter
Credit institution
Subject matter
Reporting of Counterbalancing capacity (C66.01 of ALMM reporting)
Question

After reporting template C66.01 we received an error related to validation rule: eba_v10660_m. We asume that the validation rule is inconsistent and want to explain. As a result of reporting C66.01b “Withdrawable central bank reserves” (r0740, c0010) you have to report this as a part of “Cummulated Counterbalancing Capacity”(r1080, c0010). You also have to fill C66.01a “Withdrawable central bank reserves” (r0740, c0020) with a negative indicator, but also at “Net change of Counterbalancing Capacity”(r1070, c0020) and  “Cumulated Counterbalancing Capacity” (r1080, c0020). When you report this as mentioned {C 66.01.a, r1080, c0020} is not equal to {C 66.01.b, r1080, c0010} + {C 66.01.a, r1070, c0020} as expected by validation rule v10660. Please can you explain how we have to solve this issue?

Background on the question

We would like to report without errors/warnings in the validationchecks, but we do not know how to solve the issue.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the issue it deals with is already explained or addressed in Regulation (EU) 2021/451 - ITS on supervisory reporting of institutions.

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Status
Rejected question