EBA · 2015_1731 Final Q&A

Principles for completing template C67.00

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
415, para. 3
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Industry association
Submitted
2015-01-19
Answered
2015-12-18
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Should we include items with no maturity and on-demand deposit in template C67.00?

Background

Should we include items with no maturity and on demand deposit in template C67.00? If yes, how should we calculate average maturity on these items? E.g is on demand considered as maturing day 0 and no maturity items as maturing say in 10 years?

Answer

Perpetual liabilities, on-demand deposits and other similar liabilities shall be included in the template C 67.00 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)). For calculating the weighted average maturities requested in columns 070 and 080 of template C 67.00, a fixed 20 years maturity for perpetual liabilities and a 1 day maturity for on-demand deposits shall be assumed. This maturity is consistent with QA 2015_1802.   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.

Original source: European Banking Authority, Q&A ID 2015_1731

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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