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: 32
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.
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.
Submission date: 18/02/2022
Rejected publishing date: 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.

For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'.
Status: Rejected question