EBA · 2015_1952 Final Q&A

Calculating the threshold of 1% of total liabilities

Name: Calculating the threshold of 1% of total liabilities: EBA Q&A — EU Financial Regulatory Q&A
Creator: European Banking Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: Regulation (EU) No 575/2013 (CRR)
Article: 415, para. 3
Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by: Industry association
Submitted: 2015-04-14
Answered: 2015-12-18
Answer provided by: ESAs (EBA, ESMA, EIOPA)

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Question

When completing template C67.00 and C68.00 items exceeding a threshold of 1% of total liabilities are to be reported. For a report in a significant currency, is the threshold of 1% versus total liabilities in all currencies or versus total liabilities in the significant currency?

Background

Unclear how to calculate the 1% threshold when completing template C67.00 and C68.00 for a significant currency.

Answer

For reporting templates C 67.00 and C 68.00 by significant currency (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))), institutions shall use a threshold of 1% of total liabilities in all currencies in accordance with Annex XXI of the ITS. 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_1952

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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