Question ID:
2015_1731
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:
Annex XX, template C67.00
Disclose name of institution / entity:
Yes
Name of institution / submitter:
Swedish Bankers' Association
Country of incorporation / residence:
Sweden
Type of submitter:
Industry association
Subject Matter:
Principles for completing template C67.00
Question:

Should we include items with no maturity and on-demand deposit in template C67.00?

Background on the question:

Should we include items with no maturity and on demand deposit in template C67.00? If yes, how should we calculate average maturity on these items? E.g is on demand considered as maturing day 0 and no maturity items as maturing say in 10 years?

Date of submission:
19/01/2015
Published as Final Q&A:
18/12/2015
Final Answer:

Perpetual liabilities, on-demand deposits and other similar liabilities shall be included in the 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)).

For calculating the weighted average maturities requested in columns 070 and 080 of template C 67.00, a fixed 20 years maturity for perpetual liabilities and a 1 day maturity for on-demand deposits shall be assumed. This maturity is consistent with QA 2015_1802.

 

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.
Image CAPTCHA