EBU Single Rulebook Q&A 18 October 2013 2013_407 Doubt about Annex XV - Validation Rules

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European Union · · · 21-03-2014

The validation rules test if the sum of NSFR ({C 61.00.b, r040, (c010-050)}) is equal to the sum of LCR ({C 52.00.a, c010, (r020-030)}. In my opinion this condition is NOT always valid. In LCR ({C 52.00.a, c010, (r020-030)} I have understood to report the AMOUNT of retail deposits which have open maturity OR maturity within 30 days (considering all possible prepayment clauses).

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