Question ID:
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Draft ITS on Supervisory Reporting of Institutions
Question 4 vs Annex III
Disclose name of institution / entity:
Type of submitter:
Subject Matter:
Breakdown on funding C 70.00 Roll-over of funding

What division of funding types should we use, the one defined in the ITS, or the one defined in Annex III for C 70.00 Roll-over of Funding.

Background on the question:

Page 42 of ITS, Question 4 Rollover of Funding states: A division into retail, unsecured and secured wholesale funding has been introduced. Tab C70 of Annex III divides funding to: Total funding, Retail deposits, Unsecured wholesale deposits, Secured funding. If total funding is being divided based on ITS, than retail funding will have both secured and unsecured funding, while wholesale funding will be divided to secured and unsecured funding. If total funding is being divided based on Annex III, than Total funding will not equal the breakdown, as it will not cover unsecured retail and wholesale funding other than deposits. If we look at other reports, where retail, wholesale and secured transactions are reported, the breakdown required by EBA is retail funding other then unsecured funding, wholesale funding other than secured funding and secured funding, so their sum will give total funding.

Date of submission:
Published as Final Q&A:
Final Answer:

In template C 70.00 of Annex XX of final draft implementing technical standard (ITS) on additional liquidity monitoring metrics under Article 415(3)(b) of Regulation (EU) No 575/2013 (EBA/ITS/2013/11/rev1 (of 24 July 2014)), the relevant funding types are “total funding”, “retail deposits”, “unsecured wholesale deposits” and “secured funding”. The item   “retail deposits” includes all retail funding other than secured funding. The item “Unsecured wholesale deposits” includes all unsecured wholesale funding and the item “secured funding” includes secured funding regardless of a counterparty type.



The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.

Final Q&A
Answer prepared by:
Answer prepared by the EBA.