EBA · 2025_7346 Rejected question

ASF factor for AT1 and T2 capital instruments with residual maturity of a minimum of six months but less than one year

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
428l
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Credit institution
Submitted
2025-02-17
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Question

For the purposes of calculating available stable funding, what ASF factor shall be used for capital instruments with residual maturity of a minimum of six months but less than one year?

Background

According to article 428l(d) CRR, as amended by the Corrigendum to Regulation (EU) 2019/876 , the capital items or instruments with a residual maturity of a minimum of six months but less than one year shall be subject to a 50 % available stable funding factor.  However the template C81.00 - NSFR - AVAILABLE STABLE FUNDING applies 0% ASF factor in column 050 (row 0040; row 0050, and row 0060). This question was already published by the EBA on 04 February 2022 in Q&A 6017 , with a notice that an adjustment of template C 81.00 and of the instructions will be made in the next NSFR reporting framework release. Unfortunately, no such update was made to date.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7346

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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