Instruction No. 2020-I-13 of December 14, 2020 on the submission of information for calculating contributions to deposit, securities, and guarantee fund mechanisms (repealed)

PRUDENTIAL CONTROL AND RESOLUTION AUTHORITY

Instruction No. 2020-I-13 on the submission of information necessary for calculating contributions to the deposit, securities, and guarantee mechanisms

The Prudential Control and Resolution Authority,

Having regard to the Monetary and Financial Code, in particular Articles L. 312-4 to L. 312-16,
L. 322-1 to L. 322-10, L. 313-50 to L. 313-51, L. 511-30 and D. 313-26;

Having regard to Decree No. 2010-1599 of December 20, 2010, publishing the agreement in the form of an exchange of letters between the Government of the French Republic and the Government of the Principality of Monaco regarding banking regulation applicable in the Principality of Monaco and repealing the agreement in the form of an exchange of letters dated November 27, 1987, modifying the exchange of letters of May 18, 1963 regarding banking regulation in the Principality of Monaco, signed in Paris and Monaco on October 20, 2010;

Having regard to Decree No. 2009-1372 of November 6, 2009, publishing the agreement under the form of an exchange of letters regarding investor guarantee between the Government of the French Republic and the Government of His Serene Highness the Prince of Monaco, signed in Monaco and Paris on November 8, 2005;

Having regard to the Order of October 27, 2015, taken for the application of point 6° of Article L. 312-16 of the Monetary and Financial Code;

Having regard to the Order of October 27, 2015, regarding the implementation of the deposit guarantee, the compensation ceiling, and the application methods of Article L. 312-4-1 of the Monetary and Financial Code;

Having regard to the Decision of the Prudential Control and Resolution Authority No. 2020-C-62 of December 14, 2020, establishing the methods for calculating contributions to the deposit guarantee mechanism;

Having regard to the Joint Decision of the Prudential Control and Resolution Authority and of the Financial Markets Authority No. 2020-C-63 of December 14, 2020, establishing the methods for calculating contributions to the securities guarantee mechanism;

Having regard to the Decision of the Prudential Control and Resolution Authority No. 2020-C-64 of December 14, 2020, establishing the methods for calculating contributions to the guarantee mechanism for sureties;

Having regard to the opinion of the Prudential Affairs Consultative Committee of December 2, 2020,

DECIDES

Chapter 1

• General Provisions

Article 1:
Credit institutions, branches of credit institutions referred to in
Article L. 511-10 of the Monetary and Financial Code, hereinafter "credit institutions", investment firms, branches of third-country investment firms referred to in Article L. 532-47 of the same code, intermediaries authorized to hold accounts and conserve assets, and market operators authorized to provide investment services referred to in points 8 and 9 of Article L. 321-1 of the
Monetary and Financial Code, hereinafter "investment firms", as well as financing companies concerned by one or more of the mechanisms of guarantee of deposits, securities, or sureties, shall submit, under the conditions defined below, the information requested in the annexes to this instruction.

Article 2:
The tables annexed to this instruction shall be completed in accordance with this instruction and, where applicable, with the technical documentation published by the general secretariat of the Prudential Control and Resolution Authority. Financial data shall be reported in euros and, unless otherwise stated, shall be finalized on de December 31 of the year preceding the submission. This date is referred to as "the reference finalization date".

These tables shall be submitted annually to the general secretariat of the Prudential Control and Resolution Authority via electronic transmission in EXCEL format within the ONEGATE system by the following deadlines:

• January 15 for the information requested in "1.2. Identification of the institution" and "2. Information for the calculation of the base" of Annex I of this instruction;
• March 31 for the information requested in "1.2. Identification of the institution", "2. Information for the calculation of bases for the securities and surety mechanisms" and "3. Information for risk indicators" of Annex II of this instruction.

Chapter 2 - Information necessary for calculating contributions to the
deposit guarantee mechanism

Article 3:
Credit institutions licensed as of January 1 of the current year shall submit the information requested in "2. Information for the calculation of the base" of
Annex I of this instruction.

Information regarding "Covered deposits excluding special regime savings (Livret A, LDD, and LEP)", "Special regime savings centralized in the Savings Fund" and "Special regime savings not centralized in the Savings Fund" shall be declared on the quarterly finalization dates of March 31, June 30, September 30, and December 31 of the year of the reference finalization date.

Article 4:
Credit institutions referred to in Article 3 shall also submit all information requested in "3. Information for risk indicators" of
Annex II of this instruction.

For the calculation of the "Indicator D. ii) Return on Assets (ROA)" mentioned in "Section D. Pillar 'Banking Model and Governance'", in addition to the data relating to the reference finalization date, data finalized on December 31 preceding the reference finalization date must also be provided.

Chapter 3 - Information necessary for calculating contributions to the
securities guarantee mechanism

Article 5:
Credit institutions providing investment services and investment firms licensed as of January 1 of the current year shall submit the information requested in "Section A. Information for the calculation of the contribution base for the securities guarantee mechanism" of "2. Information for the calculation of bases for the securities and surety mechanisms" of Annex II of this instruction.

However, credit institutions providing investment services shall not declare the amount of "customer cash deposits and other liabilities" requested in 2B6 of "Section A. Information for the calculation of the contribution base for the securities guarantee mechanism" of "2. Information for the calculation of bases for the securities and surety mechanisms" of Annex II of this instruction.

Article 6:
The persons referred to in Article 5 shall also submit the following information requested in "3. Information for risk indicators" of
Annex II of this instruction:

• in "Section A. 'Capital Pillar'", the "Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio)";
• in "Section D. Pillar 'Banking Model and Governance'", the "Risk Indicator D. ii) Return on Assets (ROA)".

For the calculation of the "Indicator D. ii) Return on Assets (ROA)" mentioned in "Section D. Pillar 'Banking Model and Governance'", in addition to the data relating to the reference finalization date, data finalized on December 31 preceding the reference finalization date must also be provided.

Chapter 4 - Information necessary for calculating contributions to the
surety guarantee mechanism

Article 7:
Credit institutions and financing companies whose license as of January 1 of the current year allows them to issue surety commitments required by legislative or regulatory text within the meaning of Articles L. 313-50 and D. 313-26 of the Monetary and Financial Code shall submit the information requested in "Section B. Information for the calculation of the contribution base for the surety guarantee mechanism" of "2. Information for the calculation of bases for the securities and surety mechanisms" of Annex II of this instruction.

Article 8:
The persons referred to in Article 7 shall also submit the following information requested in "3. Information for risk indicators" of
Annex II of this instruction:

• in "Section A. 'Capital Pillar'", the "Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio)";
• in "Section D. Pillar 'Banking Model and Governance'", the "Risk Indicator D. ii) Return on Assets (ROA)".

For the calculation of the "Indicator D. ii) Return on Assets (ROA)" mentioned in "Section D. Pillar 'Banking Model and Governance'", in addition to the data relating to the reference finalization date, data finalized on December 31 preceding the reference finalization date must also be provided.

Chapter 5 - Final Provisions

Article 9:
Instruction No. 2019-I-26 regarding the submission of information necessary for calculating contributions to the deposit, securities, and surety guarantee mechanisms is repealed.

Article 10:
This instruction, which applies in New Caledonia, French Polynesia, and the Wallis and Futuna Islands, shall enter into force the day following its publication.

Paris, December 14, 2020
The President
[Denis BEAU]

ANNEX I to Instruction 2020-I-13
Information relating to the base of contributions to the deposit guarantee mechanism

SUBMISSION Base of Deposits
DEADLINE 15/01/YYYY
Code
Format
(maximum number of characters)
Value
CIB Numeric (5)
LEI Text (20)
NAME Text (255)
EMAIL 1 Text (255)
EMAIL 2 Text (255)
CTPRE1 Text (50)
CTNM1 Text (50)
TELCT1 Numeric (15)
CTPRE2 Text (50)
CTNM2 Text (50)
TELCT2 Numeric (15)
DATE DD/MM/YYYY
Electronic address 2 of the institution's contact Submission deadline Reference date for this declaration form First name of contact person n° 1 Phone number of contact person n° 1 First name of contact person n° 2 Last name of contact person n° 2 Phone number of contact person n° 2 Contributions for the deposit guarantee mechanism for YYYY to be submitted on Onegate / FDG domain / report X

1.2. Identification of the institution
Field
Banking Identification Code (CIB) of the institution Legal Entity Identifier (LEI) of the institution First name of contact person n° 1 Name of the institution

1.1. Submission Typology
Submission template typology
Electronic address 1 of the institution's contact

Code
Format
(maximum number of characters)
Value in euros
2A1T1
1st quarter YYYY-1;
Numeric (15)
2A1T2
2nd quarter YYYY-1;
Numeric (15)
2A1T3
3rd quarter YYYY-1;
Numeric (15)
2A1T4
4th quarter YYYY-1;
Numeric (15)
2A2T1
1st quarter YYYY-1;
Numeric (15)
2A2T2
2nd quarter YYYY-1;
Numeric (15)
2A2T3
3rd quarter YYYY-1;
Numeric (15)
2A2T4
4th quarter YYYY-1;
Numeric (15)
2A3T1
1st quarter YYYY-1;
Numeric (15)
2A3T2
2nd quarter YYYY-1;
Numeric (15)
2A3T3
3rd quarter YYYY-1;
Numeric (15)
2A3T4
4th quarter YYYY-1;
Numeric (15)
2A4 Numeric (15) 0
NEXT STEP:
Institutions must also submit the form for risk data and, where applicable, for the bases of the securities and surety mechanisms before 31/03/YYYY For this, another form, Assiettes_et_risques_mecanismes_de_garantie_AAAA.xls, is available on e-surfi in the theme "Guarantee Mechanisms" Positive value or equal to 0 Special regime savings (Livret A, LDDS, LEP) not centralized in the Savings Fund Deposit Guarantee Base: filled automatically do not complete Contributions for the deposit guarantee mechanism for YYYY Covered deposits (excluding Livret A, LDDS, LEP) Special regime savings (Livret A, LDDS, LEP) centralized in the Savings Fund Information for the calculation of the contribution base for the deposit guarantee mechanism and on special regime regulated savings (only credit institutions complete this section)

2. Information for the calculation of the base
   Data from YYYY-1
   Field

ANNEX II to Instruction 2020-I-13
Information relating to the base of contributions to the guarantee mechanisms for securities and sureties and to the risk indicators used for calculating contributions

SUBMISSION Guarantee Mechanisms
DEADLINE 31/03/YYYY
Code
Format
(maximum number of characters)
Value
CIB Numeric (5)
LEI Text (20)
NAME Text (255)
TYPE 1 Text (Yes/No)
TYPE 2 Text (Yes/No)
TYPE 3 Text (Yes/No)
TYPE 4 Text (Yes/No)
TYPE 5 Text (Yes/No)
TYPE 6 Text (Yes/No)
EMAIL 1 Text (255)
EMAIL 2 Text (255)
CTPRE1 Text (50)
CTNM1 Text (50)
TELCT1 Numeric (15)
CTPRE2 Text (50)
CTNM2 Text (50)
TELCT2 Numeric (15)
DATE DD/MM/YYYY
Last name of contact person n° 2
Phone number of contact person n° 2
Electronic address 1 of the institution's contact Electronic address 2 of the institution's contact Reference date for this declaration form First name of contact person n° 1 Last name of contact person n° 1 Phone number of contact person n° 1 Is the institution a credit institution? Is the institution an investment firm? Is the institution a financing company? Is the institution (credit institution or financing company) licensed to issue regulated sureties (Article L.313-50 of the Monetary and Financial Code)? Is the institution (credit institution or financing company) licensed to provide investment services? First name of contact person n° 2 Is the institution a branch of a credit institution referred to in the first paragraph of I of Article L. 511-10 of the Monetary and Financial Code or a branch of an investment firm referred to in Article L. 532-48 of the Monetary and Financial Code having its registered office in a State that is neither a member of the European Union nor a party to the Agreement on the European Economic Area? Contributions for the deposit, securities, and surety guarantee mechanisms YYYY TO BE SUBMITTED BEFORE MARCH 31 YYYY via Onegate / FDG domain / report Y

1.2. Identification of the institution
Field
Banking Identification Code (CIB) of the institution Legal Entity Identifier (LEI) of the institution Name of the institution

1.1. Submission Typology
Submission template typology
Submission deadline

Code
Format
(maximum number of characters)
Value in euros
2B1 Numeric (15)
2B2 Numeric (15)
2B3 Numeric (15)
2B4 Numeric (15)
2B5 Numeric (15)
2B6 Numeric (15)
2B7 Numeric (15) 0
Code
Format
(maximum number of characters)
Value in euros
2C1 Numeric (15)
2C2 Numeric (15)
2C3 Numeric (15)
2C4 Numeric (15) 0
2C5 Text (Yes/No) Have you issued sureties covered by Article D.313-26 of the Monetary and Financial Code? Securities Guarantee Base: filled automatically do not complete Surety Guarantee Base: filled automatically do not complete Financial Guarantees Other customer guarantees of an order nature Positive value or equal to 0 Positive value or equal to 0 Real Estate Sureties Financial Derivatives - Margin Deposits Financial Derivatives - Purchased Option Instruments (*) this line is to be completed only by members who are not credit institutions Field
Section B. Information for the calculation of the contribution base for the surety guarantee mechanism
(credit institutions and financing companies licensed to issue regulated sureties complete this
section)
TCNs and Treasury Bills held
Securities of collective investment undertakings held For information, information relating to the contribution base for the deposit guarantee mechanism must be submitted before January 15 using a dedicated form.

2. Information for the calculation of bases for the securities and surety mechanisms
   Data finalized on 12/31/YYYY-1
   Section A. Information for the calculation of the contribution base for the securities guarantee mechanism
   Complete this section:

• investment firms
• credit institutions or financing companies if and only if they are providers of investment services
  Field
  Securities held - French and foreign securities Contributions for the deposit, securities, and surety guarantee mechanisms YYYY TO BE SUBMITTED BEFORE MARCH 31 YYYY via Onegate / FDG domain / report Y Customer cash deposits and other liabilities (*)

Risk Indicator A.i) Leverage Ratio
(Only for credit institutions)
(on a solo basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 3A1 Has the ACPR or the ECB granted the institution an exemption regarding the application of the leverage ratio risk indicator at the individual level? Yes/No 3A2 Level of reporting of the leverage ratio risk indicator Solo/Sub-consolidated/Consolidated 3A3 Name of the consolidating institution (only in case of exemption, cf. 3A1) Text (255) 3A4 Banking Identification Code (CIB) of the parent institution (only in case of exemption, cf. 3A1) Numeric (5) 3A5 For a branch of a CI, has the ACPR granted you an exemption? Yes/No 3A6 If yes to question line 3A5, do you have the corresponding data from your head office? Yes/No 3A7 Capital under the leverage ratio at the reporting level selected above (in euros) Numeric (15) Positive value or equal to 0 3A8 Total exposures under the leverage ratio at the reporting level selected above (in euros) Numeric (15) Strictly positive value 3A9 Leverage ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (3A7/3A8) .v Contributions for the deposit, securities, and surety guarantee mechanisms YYYY

3. Information for risk indicators
   Data finalized on 12/31/YYYY-1
   Section A. Capital Pillar
   Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio) (For all institutions) (on a solo basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 3A10 Has the ACPR or the ECB granted the institution an exemption regarding the application of the solvency ratio risk indicator at the individual level? (Article 7 CRR) Yes/No 3A11 Level of reporting of the CET1 ratio risk indicator Solo/Sub-consolidated/Consolidated 3A12 Name of the consolidating institution (only in case of exemption, cf. 3A10) Text (255) 3A13 Banking Identification Code (CIB) of the consolidating institution (only in case of exemption, cf. 3A10) Numeric (5) 3A14 For an investment firm (type 2 = yes), has the ACPR granted you an exemption? 3A15 If yes to question 3A14, do you still submit prudential statements to the ACPR allowing to calculate this ratio? 3A16 For a branch of a CI (or of a CI and IF for the GDT), has the ACPR granted you an exemption? Yes/No 3A17 If yes to question 3A16, do you have the corresponding data from your head office? Yes/No 3A18 CET1 Capital, at the reporting level selected above Numeric (15); euros Positive value or equal to 0 3A19 Total risk exposure, at the reporting level selected above Numeric (15); euros Strictly positive value 3A20 CET1 ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (3A18/3A19) .v

Risk Indicator B.i) Liquidity Coverage Ratio (LCR) (Only for credit institutions) (on a solo basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 3B1 Has the ACPR or the ECB granted the institution an exemption regarding the monitoring of liquidity (LCR) at the individual level? (Article 8 CRR) Yes/No 3B2 Level of reporting of the LCR risk indicator Solo/Sub-consolidated/Consolidated 3B3 Name of the consolidating institution (only in case of exemption, cf. 3B1) Text (255) 3B4 Banking Identification Code (CIB) of the consolidating institution (only in case of exemption, cf. 3B1) Numeric (5) 3B5 For a branch of a CI, has the ACPR granted you an exemption? Yes/No 3B6 If yes to question 3B5, do you have the corresponding data from your head office? Yes/No 3B7 Numerator at the reporting level selected above Numeric (15); euros Positive value or equal to 0 3B8 Denominator at the reporting level selected above Numeric (15); euros Strictly positive value 3B9 LCR ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (3B7/3B8) .v
Section B. Pillar 'Stability and Diversity of Funding Sources'
Risk Indicator B.ii) Net Stable Funding Ratio (NSFR) (Only for credit institutions) (on a solo basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 3B10 Has the ACPR or the ECB granted the institution an exemption regarding the monitoring of liquidity (NSFR) at the individual level? (Article 8 CRR) Yes/No 3B11 Level of reporting of the NSFR risk indicator Solo/Sub-consolidated/Consolidated 3B12 Name of the consolidating institution (only in case of exemption, cf. 3B10) Text (255) 3B13 Banking Identification Code (CIB) of the consolidating institution (only in case of exemption, cf. 3B10) Numeric (5) 3B14 For a branch of a CI, has the ACPR granted you an exemption? Yes/No 3B15 If yes to question 3B14, do you have the corresponding data from your head office? Yes/No 3B16 Numerator at the reporting level selected above Numeric (15); euros Positive value or equal to 0 3B17 Denominator at the reporting level selected above Numeric (15); euros Strictly positive value 3B18 NSFR, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (3B16/3B17) .v

(Only for credit institutions)
(on a solo basis only)
Code Field Format (maximum number of characters) Value 3C1 Non-performing loans Numeric (15) Positive value or equal to 0 3C2 Total gross amount of loans granted by the institution Numeric (15) Strictly positive value 3C3 Non-performing loan ratio, on a solo basis (in euros; filled automatically - do not fill) Calculated automatically (3C1/3C2) .v (Only for credit institutions) (on a solo basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 3D1 Has the ACPR or the ECB granted the institution an exemption regarding the application of the solvency ratio risk indicator at the individual level? (Article 7 CRR) Yes/No 3D2 Level of reporting of the risk indicator for the risk-weighted assets ratio / Total assets Solo/