EBU Single Rulebook Q&A 3 December 2015 2015_2500 Rows 660 – 770 of the template C 60.00 of Annex XII of the ITS on supervisory reporting do not seem to be feasible for the reporting of equities if these are considered as liquid assets. After the application of the LCR Delegated act some equities are considered as level 2B liquid assets. Therefore a solution is needed on where to report these assets in this template.
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European Union · · · 15-04-2016
Where should equities, when considered as level 2B liquid assets, be reported in the template C 60.00 of Annex XII of the ITS on supervisory reporting? Template C 60.00 does only envisage specifically equities in rows 660-770 if they are not liquid assets (columns 110-150). However the LCR Delegated Act envisages that some equities could be considered in the liquidity buffer as level 2B assets.
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