EBA · 2023_6719 Rejected question

Reporting of Counterbalancing capacity (C66.01 of ALMM reporting)

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430, para. 730-1080 3 COUNTERBALANCING CAPACITY
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Credit institution
Submitted
2023-02-17
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Question

After reporting template C66.01 we received an error related to validation rule: eba_v10660_m. We asume that the validation rule is inconsistent and want to explain. As a result of reporting C66.01b “Withdrawable central bank reserves” (r0740, c0010) you have to report this as a part of “Cummulated Counterbalancing Capacity”(r1080, c0010). You also have to fill C66.01a “Withdrawable central bank reserves” (r0740, c0020) with a negative indicator, but also at “Net change of Counterbalancing Capacity”(r1070, c0020) and  “Cumulated Counterbalancing Capacity” (r1080, c0020). When you report this as mentioned {C 66.01.a, r1080, c0020} is not equal to {C 66.01.b, r1080, c0010} + {C 66.01.a, r1070, c0020} as expected by validation rule v10660. Please can you explain how we have to solve this issue?

Background

We would like to report without errors/warnings in the validationchecks, but we do not know how to solve the issue.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6719

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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