EBA · 2020_5157 Final Q&A

Reporting of (committed) credit and liquidity facilities in the C 66.01 maturity ladder template

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
415, para. 3
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Competent authority
Submitted
2020-03-03
Answered
2020-12-04
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Are the committed facilities to be reported in row 1090 (under ID 4.1) of the C 66.01 maturity ladder template strictly limited to the committed credit and liquidity facilities referred to in Article 31 of amended Delegated Regulation (EU) 2015/61 or should institutions consider a broader scope of such facilities?

Background

It has been found that institutions do not report committed facilities in a consistent manner. For instance, some institutions tend to apply a broader scope of such facilities under row 1090 (under ID 4.1) of the C 66.00 maturity ladder template, by also including committed products that are not explicitly referred to in Article 31 of amended Delegated Regulation (EU) 2015/61.

Answer

According to Annex XXIII to amended Regulation (EU) No 680/2014 (ITS on Supervisory Reporting), in row 1090 of C 66.01, institutions shall report the outflows from committed facilities. As specified in EBA Q&A 3681, row 1090 is a sum item and should only be based on the aggregation of items 1100 (under ID 4.1.1) and 1130 (under ID 4.1.2), which however exclusively make reference to the committed credit and liquidity facilities referred to in Article 31 of amended Delegated Regulation (EU) 2015/61. On this basis, the committed facilities to be reported under row 1090 (under ID 4.1) of the C 66.01 maturity ladder template are strictly limited to the committed credit and liquidity facilities referred to in Article 31 of amended Delegated Regulation (EU) 2015/61.

Original source: European Banking Authority, Q&A ID 2020_5157

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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