EBA · 2018_4217 Final Q&A

Difference in reporting requirements for C71 as per the EBA Annotated Reports and ITS Monitoring Metrics

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
415
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Consultancy firm
Submitted
2018-08-24
Answered
2019-06-07
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

There is some confusion in relation to two documents provided by the EBA on the ITS Supervisory Reporting website. In regards to the C 71.00 report, on the Annoted Report (see screenshot attached) it is shown clearly that the counterparty should not include "Central Banks" - but tat the same time in the ITS document also provided by the EBA (unable to attach more than one attachment for reference) for C 7.001, they mention clearly that "Central Banks" should be included in the Issuer/Counterparty Sector.

Background

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Answer

Paragraph 6 of Annex XXI to Regulation (EU) No 680/2014 states that “Except for row 120, concentrations of counterbalancing capacity with a central bank as issuer or counterparty shall not be reported in this template. Row 120 of template C 71.00 of Annex XX to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) shall include also concentrations of counterbalancing capacity with a central bank as issuer or counterparty. The DPM should be amended accordingly in order for row 120 to include all counterparties.

Original source: European Banking Authority, Q&A ID 2018_4217

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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