Question ID
2015_2310
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
Article 415
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph
Regulation (EU) No 575/2013
Name of institution / submitter
Bearingpoint Software Solutions
Country of incorporation / residence
Germany
Type of submitter
Consultancy firm
Subject matter
Exchange rates in the template Roll-over of funding (C 70.00)
Question

Does the reporting of the template Roll-Over-Of-Funding (C70.00) by significant currency have to be based on daily exchange rates or on the exchange rate of the reporting date?

Background on the question

It is a difference if the daily exchange rate or the exchange rate of the reporting date is used for the reporting of the template Roll-Over-Of-Funding (C70.00).

Submission date
Final publishing date
Final answer

The reporting of template C 70.00 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)) should be based on the exchange rate of the reporting reference date. The conversion should be made according to the spot ECB foreign exchange reference rates as at the reporting reference date.

 

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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