Circular Letter ST.17-0644 — Update of FINREP reporting instructions

2, boulevard Royal L-2983 Luxembourg Fax (+352) 4774-4943 E-mail: reporting.banques@bcl.lu ./.
Ref.: ST.17-0644 Luxembourg, December 19, 2017

To all credit institutions

Subject: Update of reporting instructions

Dear Sirs, Madams,

We refer to the update of FINREP reporting as of January 1, 2018, to inform you that this update involves minor changes at the level of statistical reporting by the BCL.

Since the instructions for statistical reports TPTBBL (Reporting by title - Balance sheet data - Luxembourg entity) and TPTBBN (Reporting by title - Balance sheet data - Luxembourg entity and its branches) provide for the identification of the FINREP portfolio type in which securities are classified, the update of FINREP reporting requires a minor adaptation of the reporting instructions.

Indeed, the codification provided for in the current instructions no longer allows for the appropriate reporting of the portfolio type.

To remedy this deficiency, we have adapted the codification, provided for in reports TPTBBL and TPTBBN, to FINREP reporting.

In this context, we have taken the opportunity to complete the information requested regarding the type of holding of securities. Indeed, we have added an additional code to list "Securities otherwise encumbered" in order to improve the analysis of the liquidity of credit institutions.

2, boulevard Royal L-2983 Luxembourg Fax (+352) 4774-4943 E-mail: reporting.banques@bcl.lu ./.

In this context, we wish to inform you that the new codification is applicable as of January 1, 2018 (for reports established as of January 31, 2018).

Regarding the identification of the portfolio type, the old codes will still be accepted in an intermediate phase until June 30, 2018 inclusive.

The revised instructions, namely:

• TPTBBL reporting instructions
• TPTBBL verification rules collection
• TPTBBN reporting instructions
• TPTBBN verification rules collection

are included in the annex to this letter and can be downloaded from the BCL website at the following address:
http://www.bcl.lu/fr/reporting_reglementaire/Etablissements_credit/Statistiques-bancaires-etmonetaires/Instructions/index.html

Please accept, Sirs, Madams, the assurance of our perfect consideration.

BANQUE CENTRALE DU LUXEMBOURG

Romain Weber Roland Nockels
Head of the Statistics
Section Banking and Monetary Head of the Statistics Department