BCB Normative Instruction No. 107 of May 17, 2021

BCB NORMATIVE INSTRUCTION NO. 107, OF MAY 17, 2021

Consolidates the procedures for sending information regarding the detailed calculation of the Long-Term Liquidity Indicator (NSFR), as addressed by Resolution No. 4,616 of November 30, 2017, and Circular No. 3,869 of December 19, 2017, through document 2170 - Long-Term Liquidity Indicator Statement (DLP).

The Head of the Department of Financial System Monitoring (Desig), using the authority conferred by Article 23, item I, letter “a”, of the Internal Regulations of the Central Bank of Brazil, annexed to Ordinance No. 84,287 of February 27, 2015, based on Article 77, item III, of the aforementioned Regulations, and considering the provisions of CMN Resolution No. 4,616 of November 30, 2017, and Circular No. 3,869 of December 19, 2017,

RESOLVES:

Art. 1 Institutions classified in Segment 1 (S1), in accordance with Article 2 of Resolution No. 4,553 of January 30, 2017, must send the Central Bank of Brazil the information referred to in Circular No. 3,869 of December 19, 2017, through document 2170 - Long-Term Liquidity Indicator Statement (DLP), in accordance with the Annex to this Normative Instruction.

§ 1 The submission referred to in the caput must be carried out by the lead institution of each conglomerate, on a consolidated basis, for institutions belonging to the same conglomerate, in accordance with the consolidation adopted for the calculation of Reference Equity.

§ 2 The information necessary for the preparation of the document indicated in the caput is available on the Central Bank of Brazil’s website at the electronic address https://www.bcb.gov.br/estabilidadefinanceira/leiautedocumentoscrd.

Art. 2 The institutions mentioned in Article 1 must indicate an employee qualified to respond to any questions regarding the information provided in accordance with this Normative Instruction.

Sole Paragraph. The designation referred to in the caput must be registered in the Information System on Entities of Interest to the Central Bank (Unicad), as provided for in Circular No. 3,165 of December 4, 2002.

Art. 3 The following are revoked:

I - Circular Letter No. 3,900 of August 14, 2018;

II - Circular Letter No. 3,958 of July 5, 2019.

Art. 4 This Normative Instruction enters into force on June 1, 2021.

Gilneu Francisco Astolfi Vivan

Annex to BCB Normative Instruction No. 107 of May 17, 2021

Document characteristics and other information:

Document Code: 2170.

Document Name: Long-Term Liquidity Indicator Statement (DLP).

Institutions required to submit: Financial institutions and other institutions authorized to operate by the Central Bank of Brazil classified in Segment 1 (S1), in accordance with Article 2 of Resolution No. 4,553 of January 30, 2017.

Submission Frequency: Monthly.

Reference Date: Last business day of each month.

Submission Deadline: By the 5th day of the second month following the corresponding reference date.

Curatorship Responsible Unit: Desig.

Submission Method: Electronic means.

Submission System: File Transfer System (STA), as regulated and made available on the Central Bank of Brazil’s website at https://www.bcb.gov.br/acessoinformacao/sistematransferenciaarquivos.

Submission Format: XML (eXtensible Markup Language).

Submission Validation: Anticipated.

Submission Validation Schema: XSD (XML Schema Definition).

Additional Elements for Submission: Filling instructions, Layouts, XSD Validation Schemas, and Validator Program available on the Central Bank of Brazil’s website at https://www.bcb.gov.br/estabilidadefinanceira/leiautedocumentoscrd.

Registration of the designated employee to answer questions: Module “Links - Inclusion - Responsible for Information Submission” of Unicad.

Electronic Address for Resolving Doubts Regarding:

I - Submission of the document: dlp-envio@bcb.gov.br;

II - Filling of the document: dlp-preenchimento@bcb.gov.br.