- Question ID
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2018_4217
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - Liquidity (LCR, NSFR, AMM)
- Article
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415
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
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1
- Type of submitter
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Consultancy firm
- Subject matter
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Difference in reporting requirements for C71 as per the EBA Annotated Reports and ITS Monitoring Metrics
- Question
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There is some confusion in relation to two documents provided by the EBA on the ITS Supervisory Reporting website. In regards to the C 71.00 report, on the Annoted Report (see screenshot attached) it is shown clearly that the counterparty should not include "Central Banks" - but tat the same time in the ITS document also provided by the EBA (unable to attach more than one attachment for reference) for C 7.001, they mention clearly that "Central Banks" should be included in the Issuer/Counterparty Sector.
- Background on the question
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.
- Submission date
- Final publishing date
-
- Final answer
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Paragraph 6 of Annex XXI to Regulation (EU) No 680/2014 states that “Except for row 120, concentrations of counterbalancing capacity with a central bank as issuer or counterparty shall not be reported in this template. Row 120 of template C 71.00 of Annex XX to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) shall include also concentrations of counterbalancing capacity with a central bank as issuer or counterparty. The DPM should be amended accordingly in order for row 120 to include all counterparties.
- Status
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Final Q&A
- Answer prepared by
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Answer prepared by the EBA.