EBA · 2023_6804 Rejected question

Calculation of the CET1 to be used as available stable funding in NSFR

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
428o, para. a
Topic
Liquidity risk
Submitted by
Competent authority
Submitted
2023-05-15
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Question

It is not clear the amount of CET1 that should be part of the NSFR, and whether it can be calculated out of items reported in C01.

Background

According to article 428o(a) of Regulation (EU) 575/2013, the following item should have a 100% ASF factor: “the Common Equity Tier 1 items of the institution before the adjustments required pursuant to Articles 32 to 35, the deductions pursuant to Article 36 and the application of the exemptions and alternatives laid down in Articles 48, 49 and 79.” Is it possible therefore, to calculate the amount used in the NSFR calculation, and reported in C81 row 0030 (or in C83 row 0020 together with other items), using the items in C01? If not, what else should be taken into account?
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6804

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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