EBA · 2015_2310 Final Q&A

Exchange rates in the template Roll-over of funding (C 70.00)

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
Article 415
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Consultancy firm
Submitted
2015-09-22
Answered
2015-12-18
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Does the reporting of the template Roll-Over-Of-Funding (C70.00) by significant currency have to be based on daily exchange rates or on the exchange rate of the reporting date?

Background

It is a difference if the daily exchange rate or the exchange rate of the reporting date is used for the reporting of the template Roll-Over-Of-Funding (C70.00).

Answer

The reporting of 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)) should be based on the exchange rate of the reporting reference date. The conversion should be made according to the spot ECB foreign exchange reference rates as at the reporting reference 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.

Original source: European Banking Authority, Q&A ID 2015_2310

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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