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Additional monitoring metrics for liquidity reporting

COMMISSION IMPLEMENTING REGULATION (EU) 2016/313 of 1 March 2016 amending Implementing Regulation (EU) No 680/2014 with regard to additional monitoring metrics for liquidity reporting

COMMISSION IMPLEMENTING REGULATION (EU) 2016/313 of 1 March 2016 amending Implementing Regulation (EU) No 680/2014 with regard to additional monitoring metrics for liquidity reporting was published in the Official Journal of the European Union on 5 March 2016.

IMPLEMENTING REGULATION (EU) No 2016/313 with regard to additional monitoring metrics for liquidity reporting covers the metrics listed below

  • C 67.00 - Concentration of funding by counterparty
  • C 68.00 - Concentration of funding by product type
  • C 69.00 - Prices for various lengths of funding
  • C 70.00 - Roll-over of funding
  • C 71.00 - Concentration of counterbalancing capacity by issuer/counterparty

The first monthly reporting reference date will be 30 April 2016; the reporting remittance date will be the 30th day after the reporting reference date.

The first quarterly reporting reference date will be 30 June 2016, with reports to be submitted by 11 August 2016 in line with the remittance dates for quarterly reports pursuant to the provisions of Implementing Regulation (EU) No 680/2014.

These reporting dates will apply regardless of any scope for interpretation arising from the German translation of the Implementing Regulation.

BaFin and the Bundesbank assume that all institutions which meet all of the criteria pursuant to Article 16 (b) (2) of the Implementing Regulation on the relevant reporting date will submit reports on a quarterly basis. Should an institution meet the criteria but nonetheless wish to report on a monthly basis, it must therefore inform the Bundesbank of this in advance.