EBA E-mail alert September 20, 2024

Final Q&As

Question ID: 2023_6956

Topic

Supervisory reporting - Liquidity (LCR, NSFR, AMM)

Subject matter

Alignment of total funding between FINREP F01.02 and COREP C67.00

What is the correct approach regarding the alignment between the FINREP F01.02 and COREP C67.00 templates as required by the AMM ITS since (1) the scope of consolidation might be different between the two reports and (2) different netting rules can apply between the two reports?

Question ID: 2024_7013

Topic

Transparency and Pillar 3

Subject matter

Disclosures in case of lack of label in EPCs

What shall be reported in columns h-n in case local EPCs do not present labels in the form of letters (A-G), but only level of energy efficiency? Shall these columns be left blank or “0” can be disclosed? Is it acceptable that the banks remove these columns from the template and do not disclose them at all?

In addition, what shall be reported in this case in columns o and p? Column “o” is named as “Without EPC label of collateral” and it may indicate that the values to be disclosed in this column refer to the information in columns h-n.