EBU Single Rulebook Q&A 5 December 2019 2019_5028 Treatment of Central Bank Overnight deposits in ALMM Template C71

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European Union · · · 11-09-2020

Should central bank fixed term overnight deposits be included within ALMM Template C71 Row 120 "ALL OTHER ITEMS USED AS COUNTERBALANCING CAPACITY"? The treatment of how central bank overnight deposits in template C66 is very clear. However, in template C71 instructions Article 3 states: "The counterbalancing capacity in C 71.00 shall be the same as that in C 66.

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