Question ID:
2016_2644
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - Large Exposures
Article:
394
Paragraph:
2
Subparagraph:
e
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph:
Annexes VIII and IX, LE 4 Template (C 30.00)
Disclose name of institution / entity:
Yes
Name of institution / submitter:
De Nederlandsche Bank
Country of incorporation / residence:
The Netherlands
Type of submitter:
Competent authority
Subject Matter:
Maturity Bucket of Call Deposits for Large Exposure Reporting
Question:

What is the correct maturity bucket to report call (on-demand) deposits in Large Exposure Reporting template LE4?

Background on the question:

A case can be made to report call deposits in the 'undefined maturity' bucket instead of the shortest (<1 month) maturity bucket. We seek clarification on the correct interpretation of the ITS on this point.

Date of submission:
24/02/2016
Published as Final Q&A:
07/04/2017
Final Answer:

Call (on-demand) deposits are due on a daily basis, thus they have a maturity. Accordingly, they shall be reported in the ‘up to 1 month’ buckets of templates C 30.00 respectively C 31.00 of Annex VIII to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting).

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