Question ID
2015_1731
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
415
Paragraph
3
Subparagraph
b
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph
Annex XX, template C67.00
Name of institution / submitter
Swedish Bankers' Association
Country of incorporation / residence
Sweden
Type of submitter
Industry association
Subject matter
Principles for completing template C67.00
Question

Should we include items with no maturity and on-demand deposit in template C67.00?

Background on the question

Should we include items with no maturity and on demand deposit in template C67.00? If yes, how should we calculate average maturity on these items? E.g is on demand considered as maturing day 0 and no maturity items as maturing say in 10 years?

Submission date
Final publishing date
Final answer

Perpetual liabilities, on-demand deposits and other similar liabilities shall be included in the template C 67.00 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)).

For calculating the weighted average maturities requested in columns 070 and 080 of template C 67.00, a fixed 20 years maturity for perpetual liabilities and a 1 day maturity for on-demand deposits shall be assumed. This maturity is consistent with QA 2015_1802.

 

DISCLAIMER:

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.

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

Disclaimer

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