Question ID
2025_7346
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
428l
Subparagraph
(d)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
Part III: Available Stable Funding
Type of submitter
Credit institution
Subject matter
ASF factor for AT1 and T2 capital instruments with residual maturity of a minimum of six months but less than one year
Question

For the purposes of calculating available stable funding, what ASF factor shall be used for capital instruments with residual maturity of a minimum of six months but less than one year?

Background on the question

According to article 428l(d) CRR, as amended by the Corrigendum to Regulation (EU) 2019/876, the capital items or instruments with a residual maturity of a minimum of six months but less than one year shall be subject to a 50 % available stable funding factor. 

However the template C81.00 - NSFR - AVAILABLE STABLE FUNDING applies 0% ASF factor in column 050 (row 0040; row 0050, and row 0060). This question was already published by the EBA on 04 February 2022 in Q&A 6017, with a notice that an adjustment of template C 81.00 and of the instructions will be made in the next NSFR reporting framework release. Unfortunately, no such update was made to date.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the matter it refers to has been answered in Q&A 6017.

Status
Rejected question