Does the reporting of the template Roll-Over-Of-Funding (C70.00) by significant currency have to be based on daily exchange rates or on the exchange rate of the reporting date?
It is a difference if the daily exchange rate or the exchange rate of the reporting date is used for the reporting of the template Roll-Over-Of-Funding (C70.00).
The reporting of 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)) should be based on the exchange rate of the reporting reference date. The conversion should be made according to the spot ECB foreign exchange reference rates as at the reporting reference date.
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.