Should wholesale funding with open maturity be reported and included when calculating average maturity? If so, should any specific maturity be assumed for calculating average maturity? Retail funding which are sight deposits are marked grey in row 040 and 050 which implies that open maturity should be excluded.

It is unclear to us what can be included in the specific rows since not all funding could be specified in the cells which are opened for reporting (if grey cells means that nothing should be reported).

Wholesale funding with open maturity should be reported in rows 120-140 and 150-190 of template C 68.00 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)) according to its characteristics. In the weighted average calculation of both initial and residual maturity, open maturity wholesale funding should be considered as maturing on day 1.

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.