Responses to Frequently Asked Questions Regarding Liquidity Reporting (Tables 90.31-32-33) and Liquidity Standards

NBB_2013_06 – June 28, 2013 Communication – Page 1/2 14 Boulevard de Berlaimont – BE-1000 Brussels tel. +32 2 221 38 12 – fax +32 2 221 31 04 company number: 0203.201.340 RPM Brussels www.bnb.be

Communication
Brussels, June 28, 2013
Reference: NBB_2013_06 your contact:
Janssens Jurgen tel. +32 2 221 53 85 – fax +32 2 221 31 04 jurgen.janssens@nbb.be

Responses to Frequently Asked Questions Regarding Liquidity Reporting (Tables 90.31-32-33) and Liquidity Standards

Scope
This communication is addressed to establishments subject to the Regulation of July 27, 2010, relating to the liquidity of credit institutions, financial companies, liquidation bodies, and entities assimilated to liquidation bodies.

Summary/Objectives
This communication aims to provide a clear answer to recurring questions regarding the interpretation of tables 90.31, 90.32, and 90.33 of the liquidity reporting and the quantitative regulatory liquidity standards.

Madam, Sir,

On January 1, 2011, quantitative regulatory liquidity standards ("stress test ratios") entered into force for the liquidity position of Belgian credit institutions, Belgian branches of foreign credit institutions, financial companies, liquidation bodies, and entities assimilated to liquidation bodies. The NBB calculates these "stress test" ratios based on the liquidity reporting of the concerned establishments. The reporting for tables 90.31, 90.32, and 90.33 was established by circular PPB-2006-17-CPB. Since the establishment of this liquidity reporting, a list, for internal use, of frequently asked questions – and their answers – has been developed. Following an examination of the treatment of flows related to the derivative portfolio by establishments in their liquidity reporting, the Bank decided that this list would henceforth be published in order to further rationalize the reporting.

Communication – Page 2/2 NBB_2013_06 – June 28, 2013

The Bank intends that establishments now take these clarifications regarding reporting for tables 90.31, 90.32, and 90.33 into account.
A copy of this is sent to your authorized commissioner or your authorized auditor.
Please accept, Madam, Sir, the expression of my distinguished sentiments.

Luc Coene
Governor

Appendix: 1