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Q&As refer to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.

Please note that the Q&As related to the supervisory benchmarking exercises have been moved to the dedicated handbook page. You can submit Q&As on this topic here.

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List of Q&A's

CR IRB (C08.01 and C08.02) template column 010 and CR GB (C09.02) column 080

In column 010 of templates C08.01 and C08.02 and column 080 of template C09.02, is the obligor PD reported before CRM effects and floors or after CRM effects and floors which is used in the RWA calculation reported?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 1423/2013 - ITS on disclosure of own funds requirements
  • ID: 2014_1117
  • Topic: Supervisory reporting - COREP (incl. IP Losses)
  • Date of submission:
  • Published as final Q&A: 29/01/2016

The definitional references for rows 030 and 040 of Table 1C of Template P 01.03 refer to the Basel 3 Monitoring template instead of the Delegated Act on LCR

Should the data for rows 030 and 040 of Table 1C of Template P 01.03 be reported based on the Delegated Act, instead of the data based on the Basel 3 Monitoring templates?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2014/04 - Guidelines on harmonised definitions and templates for funding plans of credit institutions - repealed by EBA/GL/2019/05
  • ID: 2016_2551
  • Topic: Supervisory reporting - Funding Plans
  • Date of submission:
  • Published as final Q&A: 29/01/2016

Clarification regarding the reference year for the purpose of the remuneration data to be collected by competent authorities

The guidelines specify that data reported should comprise fixed and variable remuneration awarded for performance during the performance year preceding the year of submission of the information? To which amounts and year does the guideline refer exactly with regard to the collection of the fixed and variable component of remuneration?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2014/08 - Guidelines on remuneration benchmarking exercise
  • ID: 2015_2275
  • Topic: Remuneration
  • Date of submission:
  • Published as final Q&A: 15/01/2016

Clarification regarding the reference year for the purpose of the remuneration data to be collected by Competent authorities

The guidelines specify that data reported should relate to remuneration awarded to staff for the performance year preceding the year in which the information is submitted. To which amounts and year does the guideline refer exactly with regard to the collection of the fixed and variable component of remuneration?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2014/07 - Guidelines on data collection exercise regarding high earners
  • ID: 2015_2276
  • Topic: Remuneration
  • Date of submission:
  • Published as final Q&A: 15/01/2016

Cadrage de l'état C67 (ALMM) sur la concentration du financement par contrepartie avec Finrep / Aligning the C 67.00 template (ALMM) on the concentration of funding by counterparty with FINREP

French question: Nous interrogeons sur la pertinence de l'instruction en annexe XXI chapitre 1.2 § 2 (c) dans lequel il est indiqué que la somme des section 1 et 2 de l'état C67 doit être égale au total des passifs de l'établissement tel que déclaré dans FINREP. Est-il cohérent d'établir un cadrage entre FINREP et l'état C67 - section 1 (r010) + 2 (r120) - alors que : 1- Finrep est établi sur un périmètre différent de celui du risque de liquidité (Prudentiel / Liquidité), cf. article 18 du réglement 575/2013 (CRR) 2- Finrep est établi selon une fréquence trimestrielle alors que les états ALMM sont prévus à fréquence mensuelle 3- Les délais de remise des états ALMM sont plus courts (J+30 calendaires puis J+15 calendaires) que ceux des états Finrep (J+30 ouvrés en moyenne, fixé par l'ABE). 4- Comment envisager dans ce contexte le calcul des durées moyennes pondérées initiales et résiduelles sur les autres passifs (section 2 - r120) ? English question: We would like to question the relevance of the instruction in Annex XXI, section 1.2(2)(c) which indicates that the totals of sections 1 and 2 of C 67.00 should equal an institution's total liabilities as reported in FINREP. Is it consistent to make a link between FINREP and the C 67.00 template – section 1 (r010) + 2 (r120) – when: 1- FINREP is based on a different scope from that of liquidity risk (prudential/liquidity), cf. Article 18 of Regulation 575/2013 (CRR). 2- FINREP is done on a quarterly basis while the ALMM templates have a monthly frequency. 3- The deadlines for submitting the ALMM templates are shorter (t+30 calendar days then t+15 calendar days) than those of the FINREP templates (t+30 working days on average, set by the EBA). 4- In this context, how should the weighted average initial and residual maturities of other liabilities be calculated (section 2 – r120)?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2365
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 08/01/2016

Template C 67.00 CONCENTRATION OF FUNDING BY COUNTERPARTY: How to report secured funding

How to report liabilities from secured funding in template C 67.00, rows 20 to 110, column 050, especially what is the product type for those liabilities?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1699
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 08/01/2016

Member States government bonds

Can the EBA confirm that all Member States government bonds are defined as liquid assets and not excluded if their credit quality is low e.g. would Greek government debt be eligible currently? It is our understanding where you have foreign currency liabilities they can be matched with sovereign bonds in that currency. But in the EU are all Euro sovereign bonds equally eligible as liquid assets or do they need to fulfil also the eligibility criteria in Art 416 (1) (b)?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2013_294
  • Topic: Liquidity risk
  • Date of submission:
  • Published as final Q&A: 08/01/2016

Implementing Technical Standards (ITS) on additional liquidity monitoring metrics

Concerning the instructions for the counterbalancing capacity by issuer/counterparty (CCC). Can the same issuer/counterparty appear more than once in the top 10 in this CCC by issuer/counterparty report?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1084
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Definition of new funds and roll-over

What is the exact definition of rolled over funding and new funds.

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1650
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Prices for various lengths of funding - Transactions volume

Should transactions volume in Prices for Various Lenghts of Funding be reported as average transactions volume, calculated as total volume divided by number of transactions?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2208
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Exchange rates in the template Roll-over of funding (C 70.00)

Does the reporting of the template Roll-Over-Of-Funding (C70.00) by significant currency have to be based on daily exchange rates or on the exchange rate of the reporting date?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2310
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Reporting of prices for various lengths of funding

Should Reporting of Prices for Various Lenghts of Funding include only those transactions originally in Euro currency, excluding all other different currencies?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2204
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Reporting requirement for draw down of facilities

In the case of revolving committed credit facilities, should the capacity of facility, upon renewal/commencement of the arrangement, or each individual draw of the facility be reported for the volume amount in template 69?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2049
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Should wholesale funding with open maturity be included when calculating average maturity in template C68.00?

Should wholesale funding with open maturity be reported and included when calculating average maturity? If so, should any specific maturity be assumed for calculating average maturity? Retail funding which are sight deposits are marked grey in row 040 and 050 which implies that open maturity should be excluded.

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_1950
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

ALMM Template 71

Regarding the ALMM T71, CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER/COUNTERPARTY, do we show separately central banks’ exposures and government securities for the same country?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2445
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Reportable maturity for ALMM C70 ROLL-OVER OF FUNDING

The ANNEX XXI instructions for the ALMM C70 Roll-overs return do not outline whether initial maturity or remaining maturity should be reported. With regard to the C70 Roll-overs return, should respondents report maturing funding at initial maturity rather than remaining maturity?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_1712
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Breakdown on funding C 70.00 Roll-over of funding

What division of funding types should we use, the one defined in the ITS, or the one defined in Annex III for C 70.00 Roll-over of Funding.

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1649
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Reporting of open ended funding products without a defined maturity

How do funding without a contractual maturity get reported in Additional Liquidity Monitoring Metrics? Should they be reported based on the most conservative approach?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1633
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

General principle of C70 Roll-over of funding

Is C70 a look back report for the last month or is a cumulative reports for daily data?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2014_1632
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015

Scope of funding applicable

For template 69, prices of various lengths of funding, should own funds i.e. tier 1&2 be considered as funding and therefore applicable to be reported?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions
  • ID: 2015_2061
  • Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)
  • Date of submission:
  • Published as final Q&A: 18/12/2015