General principle of C70 Roll-over of funding

Template C 70.00 of Annex XX of final draft implementing technical standard (ITS) on additional liquidity monitoring metrics under Article 415(3)(b) of Regulation (EU) No 575/2013 (EBA/ITS/2013/11/rev1 (of 24 July 2014))  collects information about the volume of funds maturing and new funding obtained i.e. ‘roll-over of funding’ on a daily basis over a monthly time horizon. Institutions shall report at the end of the month, data referred to the previous month on a daily basis. For each day of the month institutions shall report in the appropriate funding category, the amount of funding matured, rolled-over and newly obtained. Data shall be reported by time buckets according to the original maturity. This approach differs from the Data Point Model (DPM), which asks for the residual maturity. The DPM therefore will be amended. The maturity shall be assessed according to the earliest possible termination date.   DISCLAIMER: The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.