Question ID:
2015_1994
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article:
415
Paragraph:
3
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph:
Annex XIII, 1320
Disclose name of institution / entity:
Yes
Name of institution / submitter:
Deutsche Bank Luxembourg SA
Country of incorporation / residence:
Luxembourg
Type of submitter:
Credit institution
Subject Matter:
Definition of undrawn committed credit facilities to report
Question:

Can you please clarify, why only those undrawn committed credit facilities shall be reported in template C60 (row 1320), which have a maturity <= 3months? 

Background on the question:

From our understanding, no matter, if the open commitments is referring to an undrawn committed credit facility, having a maturity of 3 months or 3 years, they can be drawn at any time.

Date of submission:
06/05/2015
Published as Final Q&A:
05/03/2021
Final Answer:

All undrawn committed credit facilities that qualify as 'medium risk' or 'medium/low risk' under Annex I of Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 (CRR2) shall be reported in row 1320, column 110 (within three months) of template C 60.00 of Annex XII to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) as amended, since they can be drawn down at any time regardless of their contractual maturity.

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