EBU Single Rulebook Q&A 1 August 2013 2013_114 Liquidity: Reporting on liquid assets Annexe XII; C51.00

Let's take a French bank that have an LCR >100% with a liquidity buffer composed by German government bonds. For report C 51.00 (liquidity buffer) the German government bonds should be reported only to 1 of the 6 reporting blocs. As a consequence, German government bonds will be reported in line 340 since they are of extremely high liquidity and of high credit quality.