Question ID
2026_7731
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
415
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
Article/Paragraph
18
Name of institution / submitter
Oesterreichische Nationalbank
Country of incorporation / residence
Austria
Type of submitter
Competent authority
Subject matter
COREP Additional Liquidity Monitoring Metrics - technical implementation of DPM v4.2 for template C_67.00.a and C_67.00.w - SubCategory "new_CO4" used instead of "new_CO1"
Question

With DPM v4.2 the modeling of template C_67.00.a and C_67.00.w has been changed to use SubCategory new_CO4 instead of new_CO1. Now it is possible to submit the “LEI code”, the “MFI Code” and “Type of identifier, other than LEI or MFI code” but not the “National code”. How should a national code be reported in template C_67.00.a and C_67.00.w and what is the reason behind this change?

Background on the question

With the publication of DPM v4.2 the modeling of template C_67.00.a and C_67.00.w has been changed, and it is no longer aligned with COREP Own Funds. The reporting of a national code is not straight forward with the new modeling of the template and should be realigned with COREP Own Funds.

SubCategory new_CO1 consists of the following members: 

  • (qCO:qx2001) National code and
  • (qCO:qx2000) Legal Entity Identfier (LEI) 

Sub Category new_CO4 consists of the following members:

  • (qCO:qx2013) MFI code,
  • (qCO:qx2014) Type of identifier, other than LEI or MFI code and
  • (qCO:qx2010) LEI code type
Submission date
Final publishing date
Final answer

The technical package has to be amended to allow the reporting of information in accordance with Annex 19 of the ITS on supervisory reporting.

As a temporary solution, until the technical package will be amended (expected in 4.3 release), institutions shall report in templates C 67.00.a and C 67.00.w the following codes:

  • (qCO:qx2010) 'LEI code type' to be understood as '‘LEI code' as mentioned in Annex 19 of the ITS on supervisory reporting
  • (qCO:qx2014) 'Type of identifier, other than LEI or MFI code' to be understood as ‘Non-LEI code’ as mentioned in Annex 19 of the ITS on supervisory reporting
Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

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