EBA · 2025_7628 Rejected question

Consideration of the row 0610 of the NSFR template C 80.00 in Disclosure template EU LIQ2 following published EBA Mapping tool

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
451a, para. 3
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2025-11-18
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Question

In the Mapping tool published according to the EBA Reporting framework 4.1, for determining the Pillar 3 Disclosure template EU LIQ2 - Net Stable Funding Ratio, row 0610 (non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool) of the template C 80.00 - NSFR - REQUIRED STABLE FUNDING  is assigned twice. The assignment is made to the EU LIQ2 template row EU-15a (Assets encumbered for a residual maturity of one year or more in a cover pool) and indirectly to row 24 (Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products) through the assignment of the summary row 0560 of the NSFR template C 80.00. We would kindly ask you for the confirmation of such representation.

Background

Because of the fact that row 0610 from NSFR template C 80.00 is in the section Required stable funding (RSF) Items of the template EU LIQ2 considered twice, summing up respective main positions of the section (namely rows 15, EU-15a, 16, 17, 25, 26 and 32) would not result in a correct amount of Total RSF, reported in the row 0010 from the NSFR template C 80.00.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7628

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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