2022_6381 Treatment of amortization and interest flows - received within 30 days - from securities

Question ID:

2022_6381

Legal Act:

Regulation (EU) No 575/2013 (CRR)

Topic:

Supervisory reporting - Liquidity (LCR, NSFR, AMM)

Article:

COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:

Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement

Article/Paragraph:

n.a.

Disclose name of institution / entity:

Type of submitter:

Credit institution

Subject Matter:

Treatment of amortization and interest flows - received within 30 days - from securities

Question:

ANNEX XXV REPORTING ON LIQUIDITY (PART 3: INFLOWS) clarifies the treatment of inflows from securities maturing within 30 days Row 190, ID 1.1.5. What is the correct treatment of amortizable securities for which capital repayments occur within 30 calendar days ? What is the LCR treatment of interest inflows from securities that occur within LCR horizon ?

Background on the question:

for payments received on securities, there is no dedicated category in the LCR.

Date of submission:

18/02/2022

Published as Rejected Q&A

22/03/2023

Rationale for rejection:

This question has been rejected because the issue it deals with is already explained or addressed in template C 74.00 of Annex XXIV of Regulation (EU) 2021/451 - ITS on supervisory reporting of institutions.

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Status:

Rejected question