Reporting modules by name

IF_CLASS2
Framework release v3.1
Effective as of Status Superseded

Investment firms (Class 2)

This module includes the reporting requirements applicable to investment firms other than small and non-interconnected investment firms.

  • Reporting obligations (ACT)
  • Reporting templates, excluding COREP templates (1_..._Annex)
  • Reporting instructions, excluding COREP templates (2_..._Annex)
  • For the COREP templates C 18.00 to C 24.00 (market risk - standardised approach), C 25.00 (market risk - internal models) and C 34.02 (counterparty credit risk), please search for the module 'COREP Own funds and own funds requirements'
  • Compliance with the data point model and validation rules (5_..._Annex)
1_EN_ACT_part1_v4 (1).docx - EN 1_EN_ANNEX_TO_AUTONOMOUS_ACT_NLW_part1_v2.xlsx - EN 2_EN_ANNEX_TO_AUTONOMOUS_ACT_NLW_part1_v2.docx - EN
Solvency
Framework release v3.2
Effective as of Status Superseded

COREP Own funds and own funds requirements

Changes to Own Funds reporting in response to RTS on software, to Securitisations reporting to align with the Capital Market Recovery Package (CMRP) in response to the COVID-19 crisis and other technical amendments (ITS and technical package)

C_2022_8252_1_ANNEX_EN_V3_P1_2077229_Annex II (Annex 2 - Solvency).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077132_Annex I (Annex 1 - Solvency).XLSX - EN
Liquidity
Framework release v3.2
Effective as of Status Current

COREP Liquidity (LCR, NSFR, ALM)

Changes to reporting of Additional liquidity monitoring metrics (ALMM), including new proportionality measures for small and non-complex institutions

25_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 12_EN_annexe_acte_autonome_nlw_part1_v2.xlsx - EN 13_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 24_EN_annexe_acte_autonome_nlw_part1_v1.xlsx - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077211_Annex VII (Annex 20 - ALMM).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077409_Annex VIII (Annex 21 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077150_Annex X (Annex 23 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077210_Annex VI (Annex 19 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077109_Annex V (Annex 18).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077129_Annex IX (Annex 22 - ALMM).XLSX - EN
RES
Framework release v3.1
Effective as of Status Superseded

Resolution Planning

The amendments are minimal and aim at re-aligning the standards with the provisions of the Bank Recovery and Resolution Directive (BRRD), following the changes to the minimum requirement for own funds and eligible liabilities (MREL) introduced in the revised BRRD2, as well as to remove some identified obstacles, at the technical level, that hamper compliance with the requirements specified in these ITS. 

C_2022_1227_1_EN_annexe_acte_autonome_nlw_part1_v1.xlsx - EN C_2022_1227_2_EN_annexe_acte_autonome_nlw_part1_v1.docx - EN C_2022_1227_1_EN_ACT_part1_v2.docx - EN
MREL
Framework release v3.0
Effective as of Status Superseded

MREL and TLAC compliance reporting

This module includes the reporting on the compliance with the Minimum requirement for own funds and eligible liabilities (MREL) and the Total Loss Absorbency Capital requirement (TLAC).

  • Reporting obligations (ACT)
  • Reporting templates (1_..._annexe)
  • Reporting instructions (2_..._annexe)
  • Compliance with the data point model and the validation rules (3_..._annexe)
3_EN_annexe_acte_autonome_nlw_part1_v1.docx - EN 1_EN_ACT_part1_v3.docx - EN 1_EN_annexe_acte_autonome_nlw_part1_v3.xlsx - EN 2_EN_annexe_acte_autonome_nlw_part1_v3.docx - EN
GSII
Framework release v3.0
Effective as of Status Superseded

Global Systemically Important Institutions data

Changes in the regulatory framework related to CRR2 and the Backstop Regulation and with the evolving needs for Supervisory Authorities' risk assessments. The changes affect different areas of reporting, including own funds, credit risk, counterparty credit risk, large exposures, leverage ratio, net stable funding ratio, FINREP and G-SII indicators.

Annex 26 (G-SII data).xlsx - EN Annex 27 (G-SII data).docx - EN
Liquidity
Framework release v3.0
Effective as of Status Superseded

COREP Liquidity (LCR, NSFR, ALM)

Changes in the regulatory framework related to CRR2 and the Backstop Regulation and with the evolving needs for Supervisory Authorities' risk assessments. The changes affect different areas of reporting, including own funds, credit risk, counterparty credit risk, large exposures, leverage ratio, net stable funding ratio, FINREP and G-SII indicators.

Annex 21 (AMM - Counterbalancing capacity).docx - EN Annex 22 (AMM - Maturity ladder).xlsx - EN Annex 23 (AMM - Maturity ladder).docx - EN Annex 24 (LCR).xlsx - EN Annex 25 (LCR).docx - EN Annex 12 (NSFR).xlsx - EN Annex 13 (NSFR).docx - EN Annex 18 (AMM).xlsx - EN Annex 19 (AMM).docx - EN Annex 20 (AMM - Counterbalancing capacity).xlsx - EN
LR
Framework release v3.0
Effective as of Status Superseded

COREP Leverage ratio

Changes in the regulatory framework related to CRR2 and the Backstop Regulation and with the evolving needs for Supervisory Authorities' risk assessments. The changes affect different areas of reporting, including own funds, credit risk, counterparty credit risk, large exposures, leverage ratio, net stable funding ratio, FINREP and G-SII indicators.

Annex 10 (Leverage - corrigendum).xlsx - EN Annex 11 (Leverage).docx - EN