Single Rulebook Q&A

Question ID: 2018_4217
Legal act : Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 – CRR2
Topic : Supervisory reporting
Article: 415
Paragraph:
Subparagraph:
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
Article/Paragraph : 1
Type of submitter: Consultancy firm
Subject matter : Difference in reporting requirements for C71 as per the EBA Annotated Reports and ITS Monitoring Metrics
Question:

There is some confusion in relation to two documents provided by the EBA on the ITS Supervisory Reporting website. In regards to the C 71.00 report, on the Annoted Report (see screenshot attached) it is shown clearly that the counterparty should not include "Central Banks" - but tat the same time in the ITS document also provided by the EBA (unable to attach more than one attachment for reference) for C 7.001, they mention clearly that "Central Banks" should be included in the Issuer/Counterparty Sector.

Background on the question:

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Date of submission: 24/08/2018
Published as Final Q&A: 07/06/2019
EBA answer:

Paragraph 6 of Annex XXI to Regulation (EU) No 680/2014 states that “Except for row 120, concentrations of counterbalancing capacity with a central bank as issuer or counterparty shall not be reported in this template. Row 120 of template C 71.00 of Annex XX to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) shall include also concentrations of counterbalancing capacity with a central bank as issuer or counterparty. The DPM should be amended accordingly in order for row 120 to include all counterparties.

Status: Final Q&A
Permanent link: link