Question ID
2018_4217
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
415
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
1
Type of submitter
Consultancy firm
Subject matter
Difference in reporting requirements for C71 as per the EBA Annotated Reports and ITS Monitoring Metrics
Question

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

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

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