EBA · 2015_1732 Final Q&A

Principles for completing template C 67.00 and C 71.00

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
2016-02-05
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Is the counterparty defined on a group/parent level or on a legal unit level?

Background

Is the counterparty defined on a group/parent level or on a legal unit level? E.g. if a subsidiary have deposit funds, should we report that subsidiary or the parent company as the counterparty?

Answer

In templates C 67.00 and C 71.00 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)) and in accordance with the instructions in Annex XXI, institutions shall report the top ten largest counterparties or group of connected clients according to Article 4 (39) of Regulation (EU) No 575/2013, from which the funding is obtained. When reporting a group of connected clients, the LEI code should follow paragraph 2 of the instructions for column 010 of Template C 28.00 in Annex IX of Regulation (EU) No 680/2014 – ITS on Supervisory Reporting of institutions (ITS on reporting).   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_1732

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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