Regulatory Alerts2022-01-19
Added · Updated
Circular to Credit Institutions and Foreign Branches on Developments in the Supervisory Reporting Framework
The amended Implementing Technical Standards (ITS) [Regulation (EU) No 2021/451] form part of reporting framework version 3.2 and apply from 1 December 2022, with the first reporting reference date being 31 December 2022. For Additional Liquidity Monitoring Metrics (ALMM), large and medium institutions must report monthly using templates C66.01 through C71.00, while small and non-complex institutions report quarterly using C66.01, C67.00, and C71.00. Asset Encumbrance (AE) reporting requires large and medium institutions to submit Parts A, B, C, and E, though Parts B, C, and E are only mandatory if asset encumbrance is greater than or equal to 15%. Global Systemically Important Institutions (G-SIIs) reporting extends to individual level for institutions not subject to consolidated supervision, and Common Reporting (COREP) updates include changes to securitisation templates and requirements for intangible software assets exempted from CET1 capital deduction.
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