Application of the risk indicators in specific cases - Liquidity sub-group

How to apply waivers granted by NCA in accordance articles 8 and 21 of CRR (liqiudity requirements / liquidity sub-group) with regard to NSFR when calculating ex ante contributions to resolution financing arrangements for particular firms?

Pursuant to the Articles 8 and 21 of CRR, the competent authorities may waive - in full or in part - the application of Part Six (Liquidity) to an institution and to all or some of its subsidiaries in the European Union (forming a liquidity sub-group). Article 8 (1) of the Delegated Regulation (EU) 2015/63 further stipulates that where such waivers are granted to an institution, the indicator referred to in Article 6 (3) (b) (i.e. LCR) shall be applied by the resolution authority at the level of the liquidity sub-group, so the score obtained by that indicator at the level of the liquidity sub-group shall be attributed to each institution which is part of that liquidity sub-group. Article 8 (1), however, addresses LCR requirement only, but the NCA waiver usually covers also NSFR requirement, since the liquidity is managed (and supervised) at the liquidity sub-group level. In such cases, there are no NSFR data available / reported at the particular entity level (solo).