# L_2014172EN.01000101.xml

| 12.6.2014 | EN | Official Journal of the European Union | L 172/1 |
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12.6.2014

EN

Official Journal of the European Union

L 172/1

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COMMISSION IMPLEMENTING REGULATION (EU) No 620/2014

of 4 June 2014

laying down implementing technical standards with regard to information exchange between competent authorities of home and host Member States, according to Directive 2013/36/EU of the European Parliament and of the Council

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (1), and in particular to Article 50(7) thereof,

Whereas:

| (1) | In order to ensure efficient and timely cooperation between competent authorities of home and host Member States information exchange should be two-way, within the respective supervisory competences of those authorities. Standard forms, templates and operating procedures, including timelines, should therefore be established for the exchange of information during going concern situations and liquidity stress situations. Harmonised frequencies and maximum remittance dates for the information to be exchanged on a regular basis should also be established, providing for information to be exchanged on a bi-annual or annual basis. To ensure that the most up-to-date information is exchanged, competent authorities should nevertheless exchange information as early as is practicable without waiting until the expiry of maximum remittance dates. |
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(1)

In order to ensure efficient and timely cooperation between competent authorities of home and host Member States information exchange should be two-way, within the respective supervisory competences of those authorities. Standard forms, templates and operating procedures, including timelines, should therefore be established for the exchange of information during going concern situations and liquidity stress situations. Harmonised frequencies and maximum remittance dates for the information to be exchanged on a regular basis should also be established, providing for information to be exchanged on a bi-annual or annual basis. To ensure that the most up-to-date information is exchanged, competent authorities should nevertheless exchange information as early as is practicable without waiting until the expiry of maximum remittance dates.

| (2) | Without prejudice to procedures for standard information exchange established in this Regulation, competent authorities of home or host Member States should inform each other without undue delay about any potential situation affecting the financial stability or functioning of a branch and provide all essential and relevant information regarding that situation. |
| --- | --- |

(2)

Without prejudice to procedures for standard information exchange established in this Regulation, competent authorities of home or host Member States should inform each other without undue delay about any potential situation affecting the financial stability or functioning of a branch and provide all essential and relevant information regarding that situation.

| (3) | Given the differences in size, complexity and significance of branches operating in host Member States, it is important to apply the principle of proportionality in the exchange of information. To this end, the need for competent authorities in host Member States to receive a more extensive range of information where these authorities are responsible for branches identified as significant in accordance with Article 51 of Directive 2013/36/EU should be reflected in the forms, templates and frequencies used for exchanging this information. |
| --- | --- |

(3)

Given the differences in size, complexity and significance of branches operating in host Member States, it is important to apply the principle of proportionality in the exchange of information. To this end, the need for competent authorities in host Member States to receive a more extensive range of information where these authorities are responsible for branches identified as significant in accordance with Article 51 of Directive 2013/36/EU should be reflected in the forms, templates and frequencies used for exchanging this information.

| (4) | To ensure an efficient transmission of information to the relevant persons as well as the confidentiality of the information, the competent authorities should establish, share and regularly update lists of contact persons. |
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(4)

To ensure an efficient transmission of information to the relevant persons as well as the confidentiality of the information, the competent authorities should establish, share and regularly update lists of contact persons.

| (5) | Information exchange between competent authorities of home and host Member States is not limited to the types of information specified in Article 50 of Directive 2013/36/EU, and therefore to the types of information specified in this Regulation. In particular, Directive 2013/36/EU sets out provisions for exchange of information regarding on-the-spot verification of branches, notifications of the exercise of the right of establishment and freedom to provide services, and measures, including precautionary ones, taken by competent authorities in relation to branches and their parent undertakings. This Regulation should therefore not set out requirements for exchange of information in those areas. |
| --- | --- |

(5)

Information exchange between competent authorities of home and host Member States is not limited to the types of information specified in Article 50 of Directive 2013/36/EU, and therefore to the types of information specified in this Regulation. In particular, Directive 2013/36/EU sets out provisions for exchange of information regarding on-the-spot verification of branches, notifications of the exercise of the right of establishment and freedom to provide services, and measures, including precautionary ones, taken by competent authorities in relation to branches and their parent undertakings. This Regulation should therefore not set out requirements for exchange of information in those areas.

| (6) | Standard forms, templates and procedures should also address exchanges of information in relation to the carrying out of activities in a host Member State by way of the provision of cross border services. |
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(6)

Standard forms, templates and procedures should also address exchanges of information in relation to the carrying out of activities in a host Member State by way of the provision of cross border services.

| (7) | Given the nature of cross-border services, competent authorities of host Member States are confronted with a lack of information regarding operations being conducted in their jurisdictions, and it is essential to establish procedures for sharing information for the purposes of safeguarding financial stability and monitoring conditions of authorisations, in particular monitoring whether the institution provides services in accordance with the notifications provided. Despite the importance of such information, given the need to avoid potential burden in collecting and disseminating this to all competent authorities of host Member States, the information should be provided following a request from the competent authorities of host Member States rather than be shared on a regular basis. |
| --- | --- |

(7)

Given the nature of cross-border services, competent authorities of host Member States are confronted with a lack of information regarding operations being conducted in their jurisdictions, and it is essential to establish procedures for sharing information for the purposes of safeguarding financial stability and monitoring conditions of authorisations, in particular monitoring whether the institution provides services in accordance with the notifications provided. Despite the importance of such information, given the need to avoid potential burden in collecting and disseminating this to all competent authorities of host Member States, the information should be provided following a request from the competent authorities of host Member States rather than be shared on a regular basis.

| (8) | Given the fact that the type of information to be exchanged between competent authorities is detailed in Commission Delegated Regulation (EU) No 524/2014 (2), this Implementing Regulation should be considered as the necessary corollary of Delegated Regulation (EU) No 524/2014. |
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(8)

Given the fact that the type of information to be exchanged between competent authorities is detailed in Commission Delegated Regulation (EU) No 524/2014 (2), this Implementing Regulation should be considered as the necessary corollary of Delegated Regulation (EU) No 524/2014.

| (9) | This Regulation is based on the draft implementing technical standards submitted by the European Supervisory Authority (European Banking Authority) (EBA) to the Commission. |
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(9)

This Regulation is based on the draft implementing technical standards submitted by the European Supervisory Authority (European Banking Authority) (EBA) to the Commission.

| (10) | The EBA has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (3), |
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(10)

The EBA has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (3),

HAS ADOPTED THIS REGULATION:

Article 1

Subject matter

This Regulation establishes standard forms, templates and procedures for the information sharing requirements which are likely to facilitate the monitoring of institutions which operate, through a branch or in the exercise of the freedom to provide services, in one or more Member States other than that in which their head offices are situated.

This Regulation applies in relation to the information provided for in Delegated Regulation (EU) No 524/2014.

Article 2

Remittance date and frequency of information exchanges regarding institutions operating through a branch

1.   Information regarding any situations of non-compliance with legislative or regulatory requirements, the application of supervisory or other administrative measures or the imposition of administrative or criminal penalties shall be provided without undue delay and no later than 14 calendar days after the determination by the competent authorities of the non-compliance situation, of the application of the supervisory or other administrative measure, or the imposition of the administrative or criminal penalty.

2.   Where a branch is considered as significant in accordance with Article 51 of Directive 2013/36/EU, quantitative information concerning liquidity and information on findings from the supervision of liquidity shall be provided by the competent authorities of the home Member State to the competent authorities of the host Member State which supervise this significant branch on a bi-annual basis and no later than the following remittance dates:

| (a) | 28 February each year on the basis of the position as on 31 December of the preceding year; |
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(a)

28 February each year on the basis of the position as on 31 December of the preceding year;

| (b) | 31 August each year on the basis of the position as on the preceding 30 June. |
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(b)

31 August each year on the basis of the position as on the preceding 30 June.

3.   Information other than that referred to in paragraphs 1 and 2 shall be provided annually and no later than 30 April each year on the basis of the position as at the preceding 31 December, except for information regarding management and ownership of an institution, which shall be provided on the basis of the most recent information available.

Article 3

Operational procedures for the transmission of information between competent authorities

1.   The competent authorities of the home Member State shall maintain and share with the competent authorities of a host Member State an up-to-date list for each institution containing the relevant contacts, including emergency contacts, for the exchange of information between the competent authorities of the home Member State and of the host Member States.

The competent authorities of host Member States shall inform the competent authorities of the home Member State of their contacts and of any changes in those contacts without undue delay. The competent authorities of the home Member State and of host Member States shall review the contact list each year.

2.   Information shall be exchanged in written or electronic form and shall be addressed to the relevant contact persons identified in the contact list referred to in paragraph 1 unless specified otherwise by a competent authority requesting information.

3.   Where information is exchanged in electronic form, secure channels of communication shall be used unless the competent authorities deem it appropriate to use unsecured channels of communication.

4.   The following information may be provided orally before being confirmed in written or electronic form:

| (a) | information regarding non-compliance with legislative or regulatory requirements; |
| --- | --- |

(a)

information regarding non-compliance with legislative or regulatory requirements;

| (b) | information regarding the application of supervisory or other administrative measures; |
| --- | --- |

(b)

information regarding the application of supervisory or other administrative measures;

| (c) | information regarding the imposition of administrative or criminal penalties; |
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(c)

information regarding the imposition of administrative or criminal penalties;

| (d) | information relating to a liquidity stress situation. |
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(d)

information relating to a liquidity stress situation.

5.   Competent authorities shall confirm the receipt of information. Where information has been provided in electronic form using a secure channel of communication the confirmation shall be provided using the same channel. Confirmation shall not be required for information which has been provided orally or using a secure channel of communication which enables the sender to receive confirmation that the receiver has received the information.

6.   Where a college of supervisors has been established in accordance with Article 51(3) of Directive 2013/36/EU and where all branches of the institution are considered as significant paragraphs 1 to 5 of this Article shall not apply. In such cases the information shall be exchanged using the procedure set out in the written arrangements referred to in Article 51(3) of Directive 2013/36/EU.

Article 4

Forms and templates to be used for information exchanges regarding institutions operating through a branch

1.   Quantitative information referred to in Article 2(2) shall be exchanged using the template specified in Part 1 of Annex I and shall be provided in the form specified in that template.

2.   Quantitative information regarding the liquidity and solvency of an institution other than the information referred to in paragraph 1 shall be exchanged using the template specified in Part 2 of Annex I and shall be provided in the form specified in that template.

3.   Quantitative information regarding the volume of services offered through the exercise of the freedom to provide services shall be exchanged using the template specified in Part 3 of Annex I and shall be provided in the form deemed appropriate by the competent authority that provides the information.

4.   Quantitative information regarding the market shares of a branch established in a host Member State shall be exchanged using the template specified in Part 4 of Annex I and shall be provided in the form deemed appropriate by the competent authority that provides the information.

5.   Non-quantitative information other than the information referred to in paragraphs 6, 7 and 8 shall be exchanged using the respective templates and shall be provided in the form deemed appropriate by the competent authority providing the information, as follows:

| (a) | the template specified in Part 2 of Annex I shall be used for information on the liquidity and solvency of an institution; |
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(a)

the template specified in Part 2 of Annex I shall be used for information on the liquidity and solvency of an institution;

| (b) | the template specified in Part 3 of Annex I shall be used for information on cross-border provision of services; |
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(b)

the template specified in Part 3 of Annex I shall be used for information on cross-border provision of services;

| (c) | the template specified in Part 4 of Annex I shall be used for information on a branch established in a host Member State; |
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(c)

the template specified in Part 4 of Annex I shall be used for information on a branch established in a host Member State;

| (d) | the template specified in Part 5 of Annex I shall be used for information on deposit guarantee schemes. |
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(d)

the template specified in Part 5 of Annex I shall be used for information on deposit guarantee schemes.

6.   Non-quantitative information specified in Part 6 of Annex I regarding the management and ownership of an institution, its liquidity and funding policies, liquidity and funding contingency plans and preparations for emergency situations shall be provided in the form deemed appropriate by the competent authority that provides the information. The information shall be provided as an appendix to the other information exchanged using the templates specified in Parts 1 to 5 of Annex I.

7.   Information regarding any situations of non-compliance with legislative or regulatory requirements, the application of supervisory or other administrative measures or the imposition of administrative or criminal penalties as referred to in Article 2(1) shall be provided in the form deemed appropriate by the competent authority that provides the information.

8.   Information regarding the identification of an institution as a global systemically important institution or as another systemically important institution within the meaning of Article 131(1) of Directive 2013/36/EU shall be provided in the form deemed appropriate by the competent authority that provides the information.

Article 5

Ad-hoc information requests of competent authorities

1.   Requests for information that is not required to be exchanged pursuant to Delegated Regulation (EU) No 524/2014 shall be transmitted in written or electronic form to the relevant contact persons identified in the contact list referred to in Article 3(1) of this Regulation.

2.   A competent authority making a request as referred to in paragraph 1 shall explain how the information is likely to facilitate the supervision or monitoring of an institution, the examination of the conditions for the authorisation of an institution or the protection of the stability of the financial system. That competent authority shall specify a reasonable time by which the response must be provided taking into account the nature and urgency of the request and information requested.

3.   A competent authority receiving a request referred to in paragraph 1 shall provide the information without undue delay and shall make every effort to respond by the time indicated in the request. If that competent authority is unable to reply by the time indicated in the request it shall inform the competent authority making the request without undue delay of the time by which it will provide the information.

If the requested information is not available, the competent authority receiving a request referred to in paragraph 1 shall accordingly inform the competent authority making the request.

Article 6

Information exchange regarding cross-border service providers

The competent authorities of a host Member State in which an institution carries out its activities in the exercise of the freedom to provide services which request the competent authorities of the home Member State to provide the information regarding those services laid down in Delegated Regulation (EU) No 524/2014 shall provide the request in written or electronic form to the relevant contact person identified in the contact list referred to in Article 3(1). The competent authorities of the home Member State shall provide the information within three months of receiving the request.

Article 7

Information exchange regarding institutions operating through a branch in case of liquidity stress affecting the institution or the branch itself

In a liquidity stress situation competent authorities shall use the template specified in Annex II to this Regulation and follow the procedures provided for in Article 3 of this Regulation to exchange the information laid down in Delegated Regulation (EU) No 524/2014.

Article 8

Entry into force

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.

Official Journal of the European Union

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 4 June 2014.

For the Commission

The President

José Manuel BARROSO

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(1)  
  OJ L 176, 27.6.2013, p. 338.

1

(2)  Commission Delegated Regulation (EU) No 524/2014 of 12 March 2014 supplementing Directive 2013/36/EU of the European Parliament and of the Council with regard to regulatory technical standards specifying the information that competent authorities of home and host Member States supply to one another (OJ L 148, 20.5.2014, p. 6).

2

(3)  Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12).

3

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ANNEX I

PART 1

BI-ANNUAL SPECIFIC

Template for the information on liquidity and supervisory findings regarding individual institutions to be exchanged bi-annually with the competent authorities of a host Member State supervising a significant branch

| Legal reference: | Article 4(1) of Commission Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Bi-annually |
| Competent Authority: | |
| Institution name: | |
| Reference date (30/06 YYYY or 31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Article 4(1) of Commission Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Bi-annually

Competent Authority:

Institution name:

Reference date (30/06 YYYY or 31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

| Information Group | Information item | Reference to COREP/FINREP templates, where applicable, or other | Information value
  (quantitative as required by the grid, or qualitative to be provided in free text) | Comments |
| --- | --- | --- | --- | --- |
| Liquidity | LCR (domestic currency) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 1, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 2, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 3, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| [please add more rows for material currencies, if applicable] | | | |
| NSFR (domestic currency) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 1, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 2, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 3, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| [please add more rows for material currencies, if applicable] | | | |
| Components of the institution's liquidity buffer, including | |
| Cash | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Deposits held with central banks | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Securities with a 0 % risk weight | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Securities with a 20 % risk weight | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Non-financial corporate bonds | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2) | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [value to be provided based on national reporting and specification] | |
| Total encumbered assets | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total non-encumbered assets | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total encumbered collateral received | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total non-encumbered collateral received | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Loan-to-deposit ratio | Based on the requirements of ITS on supervisory reporting | [value from FINREP] | |
| Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios | [Definition and calculation formula to be provided by the competent authority] | [value to be provided based on national reporting and specification] | |
| Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS |
| Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Liquidity

LCR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

NSFR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

Components of the institution's liquidity buffer, including

Cash

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Deposits held with central banks

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 0 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 20 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Non-financial corporate bonds

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2)

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[value to be provided based on national reporting and specification]

Total encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Loan-to-deposit ratio

Based on the requirements of ITS on supervisory reporting

[value from FINREP]

Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios

[Definition and calculation formula to be provided by the competent authority]

[value to be provided based on national reporting and specification]

Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

PART 2

ANNUAL SPECIFIC

Template for the information to be exchanged annually regarding the liquidity and solvency of individual institutions

| Legal reference: | Articles 4(1), 5 and 11 of Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Annually |
| Competent Authority: | |
| Institution name: | |
| Reference date (31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Articles 4(1), 5 and 11 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

| Information Group | Information item | Reference to COREP/FINREP templates, where applicable, or other | Information value
  (quantitative as required by the grid, or qualitative to be provided in free text) | Comments |
| --- | --- | --- | --- | --- |
| Liquidity | LCR (domestic currency) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 1, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 2, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| LCR (Material currency 3, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| [please add more rows for material currencies, if applicable] | | | |
| NSFR (domestic currency) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 1, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 2, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| NSFR (Material currency 3, please specify) | [Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration] | [value to be provided based on national reporting and specification until ratios are available in COREP] | |
| [please add more rows for material currencies, if applicable] | | | |
| Components of the institution's liquidity buffer, including | |
| Cash | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Deposits held with central banks | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Securities with a 0 % risk weight | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Securities with a 20 % risk weight | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Non-financial corporate bonds | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [Value based on the ITS] | |
| Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2) | Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding | [value to be provided based on national reporting and specification] | |
| Total encumbered assets | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total non-encumbered assets | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total encumbered collateral received | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Total non-encumbered collateral received | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| of which central bank eligible | Based on the requirements of the ITS on reporting for asset encumbrance | [Value based on the ITS] | |
| Loan-to-deposit ratio | Based on the requirements of ITS on supervisory reporting | [value from FINREP] | |
| Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios | [Definition and calculation formula to be provided by the competent authority] | [value to be provided based on national reporting and specification] | |
| Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS |
| Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Solvency | Information of whether the institution complies with the following requirements:






  (a) | the own fund requirements laid down in Article 92 of Regulation (EU) No 575/2013 taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements under Part Ten of that Regulation; |

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Liquidity

LCR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

NSFR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

Components of the institution's liquidity buffer, including

Cash

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Deposits held with central banks

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 0 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 20 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Non-financial corporate bonds

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2)

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[value to be provided based on national reporting and specification]

Total encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Loan-to-deposit ratio

Based on the requirements of ITS on supervisory reporting

[value from FINREP]

Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios

[Definition and calculation formula to be provided by the competent authority]

[value to be provided based on national reporting and specification]

Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Solvency

Information of whether the institution complies with the following requirements:

(a)

the own fund requirements laid down in Article 92 of Regulation (EU) No 575/2013 taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements under Part Ten of that Regulation;

| (b) | any additional own fund requirements imposed in accordance with Article 104 of Directive 2013/36/EU; |
| --- | --- |

(b)

any additional own fund requirements imposed in accordance with Article 104 of Directive 2013/36/EU;

| (c) | the capital buffer requirements set out in Chapter 4 of Title VII of Directive 2013/36/EU |
| --- | --- |

(c)

the capital buffer requirements set out in Chapter 4 of Title VII of Directive 2013/36/EU

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Institution's Common Equity Tier 1 capital ratio, within the meaning of point (a) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's Tier 1 capital ratio, within the meaning of point (b) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's total capital ratio, within the meaning of point (c) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's total risk exposure amount, within the meaning of Article 92(3) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Own funds requirements applicable in the home Member State in accordance with Article 92 of Regulation (EU) No 575/2013, taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements laid down in Part Ten of that Regulation

[Definition and calculation formula to be provided by competent authority]

[value to be provided based on national reporting and specification]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of the capital conservation buffer that the institution is required to maintain in accordance with Article 129 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any institution-specific countercyclical capital buffer that the institution is required to maintain in accordance with Article 130 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any systemic risk buffer that the institution is required to maintain in accordance with Article 133 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any G-SII buffer or O-SII buffer that the institution is required to maintain in accordance with Article 131(4) and (5) of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any additional own funds requirements imposed in accordance with point (a) of Article 104(1) of Directive 2013/36/EU and of any other requirements imposed relating to an institution's solvency in accordance with that Article

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Leverage

Information disclosed by the institution in accordance with Article 451 of Regulation (EU) No 575/2013 regarding its leverage ratio and its management of the risk of excessive leverage

[link to the disclosure made by institution]

PART 3

ANNUAL — SERVICES

Template for the information to be exchanged regarding cross-border service providers

| Legal reference: | Article 16 of Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Annually upon request |
| Competent Authority: | |
| Institution name: | |
| Reference date (31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Article 16 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually upon request

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

| Information Group | Information item | Reference to COREP/FINREP templates, where applicable, or other reference | Information value
  (quantitative as required by the grid, or qualitative to be provided in free text) | Comments |
| --- | --- | --- | --- | --- |
| Information regarding cross-border services providers | Volume of deposits taken from residents of the host Member State | [Definition and calculation formula to be provided by competent authority] | [value to be provided in millions in applicable currency of the institution based on national reporting and specification] | |
| Volume of loans provided to the residents of the host Member State | [Definition and calculation formula to be provided by competent authority] | [value to be provided in millions in applicable currency of the institution based on national reporting and specification] | |
| The following information items are related to the activities listed in Annex I to Directive 2013/36/EU which the institution has notified its wish to carry out in the host Member State by way of provision of services | |
| Form in which the institution carries out the activities | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Activities which are the most significant in terms of the institution's activities in the host Member State | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Confirmation whether the activities identified as core business activities in the notification provided by the institution pursuant to Article 39 of Directive 2013/36/EU are being performed by an institution | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other reference

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Information regarding cross-border services providers

Volume of deposits taken from residents of the host Member State

[Definition and calculation formula to be provided by competent authority]

[value to be provided in millions in applicable currency of the institution based on national reporting and specification]

Volume of loans provided to the residents of the host Member State

[Definition and calculation formula to be provided by competent authority]

[value to be provided in millions in applicable currency of the institution based on national reporting and specification]

The following information items are related to the activities listed in Annex I to Directive 2013/36/EU which the institution has notified its wish to carry out in the host Member State by way of provision of services

Form in which the institution carries out the activities

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Activities which are the most significant in terms of the institution's activities in the host Member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Confirmation whether the activities identified as core business activities in the notification provided by the institution pursuant to Article 39 of Directive 2013/36/EU are being performed by an institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

PART 4

BRANCH SPECIFIC — FROM HOSTS

Template for the information to be exchanged regarding branches established in host Member States

| Legal reference: | Article 15 of Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Annually |
| Competent Authority: | |
| Branch name: | |
| Institution name: | |
| Reference date (31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |

Legal reference:

Article 15 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Branch name:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

| Information Group | Information item | Reference to COREP/FINREP templates, where applicable, or other | Information value
  (quantitative as required by the grid, or qualitative to be provided in free text) | Comments |
| --- | --- | --- | --- | --- |
| Information regarding branches established in host Member States | Market shares of the branch in loans | [Definition and calculation formula to be provided by competent authority] | [value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total loans in the host Member State] | |
| Market shares of the branch in deposits | [Definition and calculation formula to be provided by competent authority] | [value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total deposits in the host Member Stat] | |
| Identification of systemic risks posed by the branch or its activities in the host Member State, including assessment of the likely impact of a suspension or closure of the operations of the branch on systemic liquidity, payment systems, clearing and settlement systems | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Obstacles to cash and collateral transfer to or from the branch | | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Information regarding branches established in host Member States

Market shares of the branch in loans

[Definition and calculation formula to be provided by competent authority]

[value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total loans in the host Member State]

Market shares of the branch in deposits

[Definition and calculation formula to be provided by competent authority]

[value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total deposits in the host Member Stat]

Identification of systemic risks posed by the branch or its activities in the host Member State, including assessment of the likely impact of a suspension or closure of the operations of the branch on systemic liquidity, payment systems, clearing and settlement systems

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Obstacles to cash and collateral transfer to or from the branch

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

PART 5

ANNUAL GENERIC — DGS

Template for the information to be exchanged concerning deposit-guarantee schemes

| Legal reference: | Article 6 of Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Annually |
| Competent Authority: | |
| Institution name: | |
| Reference date (31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Article 6 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

| Information Group | Information item | Information value
  (quantitative as required by the grid, or qualitative to be provided in free text) | Comments |
| --- | --- | --- | --- |
| Deposit-guarantee scheme | Name of the deposit-guarantee scheme to which the institution belongs | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Maximum coverage of the deposit-guarantee scheme per eligible depositor | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Scope of coverage, the types of deposits covered and any exclusion from the coverage, including products and types of depositors | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Funding arrangements of the deposit-guarantee scheme, in particular whether the scheme is funded ex ante or ex post and the volume of the scheme | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |
| Contact details of the administrator of the deposit-guarantee scheme | [free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly] | |

Information Group

Information item

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Deposit-guarantee scheme

Name of the deposit-guarantee scheme to which the institution belongs

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Maximum coverage of the deposit-guarantee scheme per eligible depositor

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Scope of coverage, the types of deposits covered and any exclusion from the coverage, including products and types of depositors

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Funding arrangements of the deposit-guarantee scheme, in particular whether the scheme is funded ex ante or ex post and the volume of the scheme

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Contact details of the administrator of the deposit-guarantee scheme

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

PART 6

ANNUAL ADDITIONAL

Additional information to be exchanged concerning the management and ownership of individual institutions, their liquidity and funding policies, liquidity and funding contingency plans and preparations for emergency situations

| Legal reference: | Articles 3, 4(3) and 14 of Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Frequency of the information exchange: | Annually |
| Competent Authority: | |
| Institution name: | |
| Reference date (31/12/YYYY): | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Articles 3, 4(3) and 14 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Additional information to be exchanged concerning the management and ownership of the institution and preparations for emergency situations

| 1. | Current organisational structure of the institution including its business lines and its relationships to entities within the group |
| --- | --- |

1.

| 2. | Emergency contact details of persons within the competent authorities who are responsible for handling emergency situations and communication procedures that shall apply in emergency situations |
| --- | --- |

2.

Additional information to be exchanged with the competent authorities of a host Member State supervising a significant branch

| 1. | Current structure of the management body and senior management, including the allocation of responsibility for the oversight of the branch |
| --- | --- |

1.

| 2. | Current list of shareholders and members with qualifying holdings based on information provided by the credit institution in accordance with Article 26(1) of Directive 2013/36/EU |
| --- | --- |

2.

| 3. | Liquidity and funding policy of the institution, including descriptions of the funding arrangements for its branches, any intra-group support arrangements, and procedures for centralised cash pooling |
| --- | --- |

3.

| 4. | Liquidity and funding contingency plans of the institution, including information on the assumed stress scenarios |
| --- | --- |

4.

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ANNEX II

Template for the information exchange in case of liquidity stress

| Legal reference: | Article 17 of the Commission Delegated Regulation (EU) No 524/2014 |
| --- | --- |
| Competent Authority: | |
| Institution name: | |
| Submission date (DD/MM/YYYY): | |
| Information provided on consolidated basis (Yes/No) | Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution |

Legal reference:

Article 17 of the Commission Delegated Regulation (EU) No 524/2014

Competent Authority:

Institution name:

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

SECTION 1

Description of the liquidity stress situation

| Question/Information item | Response/value |
| --- | --- |
| Has a stress situation occurred or is this likely to occur within the next month or beyond (please specify time period)? | [free text answering the question] |
| Description of the situation including the underlying cause of the stress situation | [free text answering the question] |
| What will happen next? What should happen which would concern the competent authority? | [free text answering the question] |
| Have contingency plans such as contingency funding plans been triggered? | [free text answering the question] |
| Expected impact of the situation on contagion risk within the home Member State's banking sector over the next 3-6 months | [free text answering the question] |
| Expected impact of the situation on the institution, including its critical economic functions, over the next 3-6 months | [free text answering the question] |
| Expect impact of the situation on the activities of the branch over the next 3-6 months | [free text answering the question] |

Question/Information item

Response/value

Has a stress situation occurred or is this likely to occur within the next month or beyond (please specify time period)?

[free text answering the question]

Description of the situation including the underlying cause of the stress situation

[free text answering the question]

What will happen next? What should happen which would concern the competent authority?

[free text answering the question]

Have contingency plans such as contingency funding plans been triggered?

[free text answering the question]

Expected impact of the situation on contagion risk within the home Member State's banking sector over the next 3-6 months

[free text answering the question]

Expected impact of the situation on the institution, including its critical economic functions, over the next 3-6 months

[free text answering the question]

Expect impact of the situation on the activities of the branch over the next 3-6 months

[free text answering the question]

SECTION 2

Actions and Recovery

| Please list actions taken so far by the institution or competent authority to mitigate the cause of the stress. Give details on the impact these actions have had: |
| --- |
| Action and who took the action | Impact |
| free text | free text |
| free text | free text |
| free text | free text |
| Please list future actions planned by the institution or competent authority to mitigate the cause of the stress. Give details on the timescale for taking these actions and their expected impact: |
| Action and who will take the action | Timescale | Impact |
| free text | free text | free text |
| free text | free text | free text |
| free text | free text | free text |
| What are the future milestones and trigger points for further action? |
| [free text answering the question] |
| Please list actions taken by the institution or competent authority to improve the liquidity position. Give details on their quantitative impact. |
| Action and who took the action | Impact |
| free text | free text |
| free text | free text |
| free text | free text |
| Please list the future actions planned by the institution or competent authority to improve the liquidity position. Give details on the timescale for taking these actions and their expected impact |
| Action and who will take the action | Timescale | Impact |
| free text | free text | free text |
| free text | free text | free text |
| free text | free text | free text |
| What are the future milestones and trigger points for further action? |
| [free text answering the question] |
| In addition, please provide the latest available quantitative information regarding liquidity as specified in Article 4(1)(c)-(h) of the Delegated Regulation (EU) No 524/2014 (see also the templates specified in Part I or 2 of Annex I) |

Please list actions taken so far by the institution or competent authority to mitigate the cause of the stress. Give details on the impact these actions have had:

Action and who took the action

Impact

free text

free text

free text

free text

free text

free text

Please list future actions planned by the institution or competent authority to mitigate the cause of the stress. Give details on the timescale for taking these actions and their expected impact:

Action and who will take the action

Timescale

Impact

free text

free text

free text

free text

free text

free text

free text

free text

free text

What are the future milestones and trigger points for further action?

[free text answering the question]

Please list actions taken by the institution or competent authority to improve the liquidity position. Give details on their quantitative impact.

Action and who took the action

Impact

free text

free text

free text

free text

free text

free text

Please list the future actions planned by the institution or competent authority to improve the liquidity position. Give details on the timescale for taking these actions and their expected impact

Action and who will take the action

Timescale

Impact

free text

free text

free text

free text

free text

free text

free text

free text

free text

What are the future milestones and trigger points for further action?

[free text answering the question]

In addition, please provide the latest available quantitative information regarding liquidity as specified in Article 4(1)(c)-(h) of the Delegated Regulation (EU) No 524/2014 (see also the templates specified in Part I or 2 of Annex I)

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