EBA · 2023_6784 Rejected question

Reporting of deposit facility (overnight deposits with the central bank) in template C_66.01

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Competent authority
Submitted
2023-04-21
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Question

It is not clear in which row of template C_66.01 the overnight deposits in central banks such as the deposit facility shall be reported.

Background

The deposit facility, according to the definition from the ECB, is an overnight deposit in a central bank. According to Regulation (EU) 2021/451, ANNEX XXIII INSTRUCTIONS FOR REPORTING ON THE MATURITY LADDER, institutions shall report overnight deposits in central banks as Counterbalancing Capacity (indications for template C_66.01, rows 730-1080): A change to the contractually available amount of credit and liquidity lines reported under item 3.8 shall be reported as a flow in the relevant time bucket. Where an institution has an overnight deposit at a central bank, the amount of the deposit shall be reported as an initial stock under item 3.2 and as a cash outflow in the maturity bucket ‘overnight’ for this item. Correspondingly, the resultant cash inflow shall be reported under item 2.2.5. Nonetheless, it is not clear where these overnight deposits should be reported since they would not fit in the category “3.2 Withdrawable central bank reserves” (i.e. they do not comply with the definition of reserves in point (b)(iii) of Article 10(1) of Delegated Regulation (EU) 2015/61) nor in the others disclosures of the counterbalancing capacity (tradable assets and facilities)).
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6784

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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