EBA · 2022_6381 Rejected question

Treatment of amortization and interest flows - received within 30 days - from securities

Name: Treatment of amortization and interest flows - received within 30 days - from securities: EBA Q&A — EU Financial Regulatory Q&A
Creator: European Banking Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: Regulation (EU) No 575/2013 (CRR)
Article: 32
Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by: Credit institution
Submitted: 2022-02-18

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Question

ANNEX XXV REPORTING ON LIQUIDITY (PART 3: INFLOWS) clarifies the treatment of inflows from securities maturing within 30 days Row 190, ID 1.1.5. What is the correct treatment of amortizable securities for which capital repayments occur within 30 calendar days ? What is the LCR treatment of interest inflows from securities that occur within LCR horizon ?

Background

for payments received on securities, there is no dedicated category in the LCR.

No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6381

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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