EBA · 2015_2208 Final Q&A

Prices for various lengths of funding - Transactions volume

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
415, para. 3
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Credit institution
Submitted
2015-08-07
Answered
2015-12-18
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Should transactions volume in Prices for Various Lenghts of Funding be reported as average transactions volume, calculated as total volume divided by number of transactions?

Background

EBA Final draft implementing technical standards on additional liquidity monitoring metrics of 24/07/2014 reports: “The template on prices for various lengths of funding seeks to collect information about the average transaction volume and prices paid by institutions for funding with different maturities ranging from overnight to 10 years”. Instructions for completing the additional monitoring tools template of Annex XX par. 1.4 Prices for Various Lengths of Funding (C 69.00) – section related to the instruction rules for each Template Row – reports “the total volume and weighted average spread of secured funding obtained”.

Answer

Institutions are required to report the volume of funding that has been obtained during the reporting period. The volume of obtained funding should be broken down by original maturity (in accordance with the maturity buckets provided in columns 20, 40, 60, 80,100,120,140,180) in Template C 69.00 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)).  No averaging is required as the reporting is about amounts obtained. An example can be found in the Instructions point 1.4.6 of Annex XXI.   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_2208

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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