EBA · 2023_6690 Rejected question

DPM 3.2 validation rule v11366_m for C84

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
Article 428b
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Credit institution
Submitted
2023-01-12
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Question

This validation rule checks the following formula:   {C 84.00.z, r0120, c0030} = {C 84.00.x, r0010, c0020} * {C 84.00.w, r0220, c0040}   Our institution reports available funding for USD in datapoint in C 84.00.z, r0120, c0030}.   However our institution does not have any required stable funding for USD to be reported in datapoint {C 84.00.x, r0010, c0020}.  Therefore no USD NSFR ratio can be reported in datapoint {C 84.00.w, r0220, c0040}. Question is how to report these figures to comply to this validation rule in case no required funding and NSFR ratio for USD can be reported?

Background

According to validation rule v11366_m the required stable USD funding reported in  datapoint {C 84.00.x, r0010, c0020} times the USD NSFR ratio reported in datapoint {C 84.00.w, r0220, c0040} should be equal to the available stable USD funding reported {C 84.00.z, r0120, c0030}.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6690

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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