Question ID
2025_7628
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Transparency and Pillar 3
Article
451a
Paragraph
3
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/637 - ITS with regard to disclosures of information referred to in Titles II and III of Part Eight CRR
Article/Paragraph
7
Type of submitter
Credit institution
Subject matter
Consideration of the row 0610 of the NSFR template C 80.00 in Disclosure template EU LIQ2 following published EBA Mapping tool
Question

In the Mapping tool published according to the EBA Reporting framework 4.1, for determining the Pillar 3 Disclosure template EU LIQ2 - Net Stable Funding Ratio, row 0610 (non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool) of the template C 80.00 - NSFR - REQUIRED STABLE FUNDING  is assigned twice. The assignment is made to the EU LIQ2 template row EU-15a (Assets encumbered for a residual maturity of one year or more in a cover pool) and indirectly to row 24 (Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products) through the assignment of the summary row 0560 of the NSFR template C 80.00. We would kindly ask you for the confirmation of such representation. 

Background on the question

Because of the fact that row 0610 from NSFR template C 80.00 is in the section Required stable funding (RSF) Items of the template EU LIQ2 considered twice, summing up respective main positions of the section (namely rows 15, EU-15a, 16, 17, 25, 26 and 32) would not result in a correct amount of Total RSF, reported in the row 0010 from the NSFR template C 80.00.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the issue it raises is beyond the remit of the Q&A process and as such it cannot be addressed via a Q&A. The matter it refers to will however be considered for a forthcoming version of the mapping tool.

The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts. The Q&A process cannot, for example, consider issues which would require changes to the regulatory framework.

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