Question ID:
2023_6719
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article:
430
Paragraph:
730-1080 3 COUNTERBALANCING CAPACITY
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
Article/Paragraph:
ANNEX XXIII INSTRUCTIONS FOR REPORTING ON THE MATURITY LADDER
Disclose name of institution / entity:
No
Type of submitter:
Credit institution
Subject Matter:
Reporting of Counterbalancing capacity (C66.01 of ALMM reporting)
Question:

After reporting template C66.01 we received an error related to validation rule: eba_v10660_m. We asume that the validation rule is inconsistent and want to explain. As a result of reporting C66.01b “Withdrawable central bank reserves” (r0740, c0010) you have to report this as a part of “Cummulated Counterbalancing Capacity”(r1080, c0010). You also have to fill C66.01a “Withdrawable central bank reserves” (r0740, c0020) with a negative indicator, but also at “Net change of Counterbalancing Capacity”(r1070, c0020) and  “Cumulated Counterbalancing Capacity” (r1080, c0020). When you report this as mentioned {C 66.01.a, r1080, c0020} is not equal to {C 66.01.b, r1080, c0010} + {C 66.01.a, r1070, c0020} as expected by validation rule v10660. Please can you explain how we have to solve this issue?

Background on the question:

We would like to report without errors/warnings in the validationchecks, but we do not know how to solve the issue.

Date of submission:
17/02/2023
Published as Rejected Q&A
06/03/2023
Rationale for rejection:

This question has been rejected because the issue it deals with is already explained or addressed in 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
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