EBA · 2024_7022 Rejected question

Excess of cash as part of reverse repo transaction

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Other
Submitted
2024-02-26
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Question

How should excess of cash as part of reverse repo transaction be reported in LCR C74 template?

Background

Reporting institution entered into reverse repo transaction with a bank where the value of collateral borrowed does not fully cover the amount of cash lent, so the transaction is undercollateralized and there is an excess of cash lent. Maturity date of the transaction is within 30 days.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7022

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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