- Question ID
-
2015_1950
- 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 XVIII, template C68.00
- Name of institution / submitter
-
Swedish Bankers' Association
- Country of incorporation / residence
-
Sweden
- Type of submitter
-
Industry association
- Subject matter
-
Should wholesale funding with open maturity be included when calculating average maturity in template C68.00?
- Question
-
Should wholesale funding with open maturity be reported and included when calculating average maturity? If so, should any specific maturity be assumed for calculating average maturity? Retail funding which are sight deposits are marked grey in row 040 and 050 which implies that open maturity should be excluded.
- Background on the question
-
It is unclear to us what can be included in the specific rows since not all funding could be specified in the cells which are opened for reporting (if grey cells means that nothing should be reported).
- Submission date
- Final publishing date
-
- Final answer
-
Wholesale funding with open maturity should be reported in rows 120-140 and 150-190 of template C 68.00 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)) according to its characteristics. In the weighted average calculation of both initial and residual maturity, open maturity wholesale funding should be considered as maturing on day 1.
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
The Q&A refers to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.