Question ID:
2019_4818
Legal Act:
Regulation (EU) No 575/2013 (CRR) as amended
Topic:
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article:
415
Paragraph:
1
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
Article/Paragraph:
415
Disclose name of institution / entity:
No
Type of submitter:
Individual
Subject Matter:
Clarification regarding reporting of Central Bank deposits in column 90 (collateral value CB-eligible) of row 120 in C71.00 Concentration of Counterbalancing Capacity by issuer/counterparty
Question:

We have got clarification regarding reporting of central bank deposits in row 120 of C71.00 with reference to question id 2018_4217. But further clarification would be needed that the same central bank deposits can also be reported in column 090 as collateral value CB-eligible. As no specific product are mentioned to be eligible for column 90 so can this be interpreted that all products reporting in C71 are eligible to be reported in column 90 if it meets the below condition. "The collateral value according to the central bank rules for standing facilities for the specific assets "

Background on the question:

Followup to Question 2018_4217

Date of submission:
05/07/2019
Published as Final Q&A:
11/09/2020
EBA Answer:

In accordance with paragraph 6 of Annex XXI of amended Regulation (EU) No 680/2014 and as confirmed in EBA Q&A 4217, institutions shall include under row 120 of supervisory reporting template C 71.00, concentrations of counterbalancing capacity with a central bank as counterparty, which also includes central bank deposits / reserves. Provided that institutions are permitted to withdraw such deposits / reserves at any time during stress periods, the full amount of such deposits / reserves may be reported under column 090 of this template (‘Collateral value CB-eligible’).

Status:
Final Q&A