We have no comments on the breakdown, although we question why the focus is on “original maturity” as all regulatory metrics for liquidity are based on remaining maturity. Having the same focus in the EBA funding plan would provide more alignment with regulatory metrics and reduce work load on institutions.
Yes, although the proposal is that if a bank removes FX risk by applying FX hedging except for unwinding of hedges to minimize volatility in group CET1 ratio, it may indicate this by “Y”. What follows is that if an institution applies “N”, then templates needs to be populated.
No, there is no need to request more information.
We consider this unnecessary, as retained issuances do not add increased risk to the balance sheet.
Fixed carry amounts as per start point is applied where future values are adjusted based on start point value (which includes carry amount) minus maturating nominal volumes, plus nominal issuance volumes.
Approach as per 5.2 is seen as the preferred treatment.
Item seen as NA or as not big enough to change logic in the reporting template.