Question ID:
2014_1699
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article:
415
Paragraph:
3
Subparagraph:
b
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph:
C 67.00
Disclose name of institution / entity:
No
Type of submitter:
Consultancy firm
Subject Matter:
Template C 67.00 CONCENTRATION OF FUNDING BY COUNTERPARTY: How to report secured funding
Question:

How to report liabilities from secured funding in template C 67.00, rows 20 to 110, column 050, especially what is the product type for those liabilities?

Background on the question:

In the final draft of the ITS for the additional monitoring metrics 6 product types are specified for template C67.00, what is the reason for the definition of product type REPO that is limited for repurchse agreements as defined in article 4 nr. 82 only and not for secured funding. In out opinion a product type for liabilities from secured funding is missing in the ITS.

Date of submission:
30/12/2014
Published as Final Q&A:
08/01/2016
Final Answer:

In template C 67.00 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)) institutions shall report funding from secured funding products into the most relevant product type(s) listed in the instructions for C 67.00 in Annex XXI of this ITS.

 

DISCLAIMER:

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.

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