EBA · 2016_2630 Final Q&A

Validation rule v4574_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
415
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Competent authority
Submitted
2016-02-17
Answered
2017-02-03
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Is validation rule v4574_m correct?

Background

The validation rule formula states: {r360} = min({r330}, 0.75 * max({r300} - {r310} - {r320} / 0.9, 0)) We think the '/ 0.9' part should be deleted from this validation rule as row 320 shows the full amount (100%) of the inflows subject to 90% cap. Therefore it is not necessary to correct for 90% by dividing 0.9 in the formula.

Answer

Validation rule v4574_m is aligned with the formula set out in Annex II of the Commission Delegated Regulation (EU) No 2015/61. In practice, the reduction for inflows subject to the 75% cap is calculated based on the total outflows already adjusted for inflows that are fully exempted from the cap and also for those inflows that are subject to a 90% cap. This is the reason why the amount of inflows from row 320 of the template C 76.00 of Annex XXII of Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) is divided by 0.9, in order to reflect the actual adjustment to the total outflows.

Original source: European Banking Authority, Q&A ID 2016_2630

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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