Response to consultation on the ITS on Supervisory Reporting with regard to IRRBB reporting

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Question 1: Are the instructions and templates clear to the respondents? More specifically, do respondents consider that all definitions are unambiguous and accurate (e.g. linear and non-linear derivatives, contingent assets and liabilities, total assets/liabilities with impact on MV, etc)?

Please refer to attached document for answers to questions.

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Name of the organization

Association for Financial Markets in Europe