Question ID
2023_6804
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Liquidity risk
Article
428o
Paragraph
a
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
Not applicable
Type of submitter
Competent authority
Subject matter
Calculation of the CET1 to be used as available stable funding in NSFR
Question

It is not clear the amount of CET1 that should be part of the NSFR, and whether it can be calculated out of items reported in C01.

Background on the question

According to article 428o(a) of Regulation (EU) 575/2013, the following item should have a 100% ASF factor: “the Common Equity Tier 1 items of the institution before the adjustments required pursuant to Articles 32 to 35, the deductions pursuant to Article 36 and the application of the exemptions and alternatives laid down in Articles 48, 49 and 79.”

Is it possible therefore, to calculate the amount used in the NSFR calculation, and reported in C81 row 0030 (or in C83 row 0020 together with other items), using the items in C01? If not, what else should be taken into account?

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 Article 428o(a) of Regulation (EU) 575/2013.

For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.

Status
Rejected question