1.

Annex II is amended as follows: (a) Part 1 is amended as follows: (i) in the third paragraph, the first sentence is replaced by the following: ‘As regards balance sheet data for other monetary financial institutions (MFIs), NCBs must report to the ECB data on outstanding amounts in accordance with Tables 1 to 4 of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33), and flow adjustments in accordance with Tables 1 and 2 below.’; (ii) the fourth paragraph is replaced by the following: ‘As regards the requirements concerning loan securitisations and other loan transfers, NCBs must report to the ECB data in accordance with Tables 5a and 5b of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33). NCBs must report to the ECB on a monthly basis, where available, data for adjusting loans to households broken down by purpose for securitisations and other loan transfers which are required on a quarterly basis by Table 5b of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33). In addition, NCBs must report flow adjustments data in accordance with Tables 3a and 3b below. Additional items on loans securitisation and other loan transfers, where available, must be reported in accordance with Table 4, in so far as these data are not required under Tables 5a and 5b of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33).’; (iii) a fifth paragraph is added: ‘As regards the requirements concerning notional cash pooling, to the extent that data are available, NCBs must report to the ECB outstanding amounts and flow adjustments relating to gross positions of deposits and loans in notional cash pools which are included in the reporting of the data requirements under Tables 1 to 4 of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33) in accordance with Table 5 below. Notional cash pool deposits must be reported as an “of which” position of “overnight deposits”. Notional cash pool loans must be treated, where applicable, as “revolving loans and overdrafts” and “loans with maturity up to and including one year”, and must be reported as an “of which” position of “loans”. Loans not contractually covered by the cash pool arrangement but which are granted to pool participants must not be included in the reporting of Table 5.’; (iv) Table 3a is replaced by the following: ‘Table 3a Securitisations and other loan transfers: items for which monthly flow adjustments are required (*1) BALANCE SHEET ITEMS A. Domestic B. Euro area other than domestic C. Rest of the world MFIs General government (S.13) Other resident sectors MFIs General government (S.13) Other resident sectors Total Other gen.gov't (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) Total Other gen. gov't (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) Total Credit for consumption Lending for house purchase Other lending Total Credit for consumption Lending for house purchase Other lending SP/P (2) SP/P (2) 1. Outstanding amounts of securitised loans not derecognised 1.1 Total 1.1.1 of which securitised through a euro area FVC 2. Loans securitised and derecognised for which the MFI acts as servicer ( 1 ) 2.1 Outstanding amounts † † † † † † † † † NCBs to report, where available, adjustments relating to the quarterly requirements of Table 5 of Annex I of Regulation ECB/2013/33 for adjusting loans to households by purpose on a monthly basis. (v) Table 4 is replaced by the following: ‘Table 4 Securitisations and other loan transfers: loans derecognised from the MFI balance sheet BALANCE SHEET ITEMS A. Domestic B. Euro area other than domestic C. Rest of the world MFIs Non-MFIs MFIs Non-MFIs General government (S.13) Other resident sectors General government (S.13) Other resident sectors Total Other general government (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) Total Other general government (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) Credit for consumption Lending for house purchase Other lending Credit for consumption Lending for house purchase Other lending SP/P (4) SP/P (4) 3. Loans derecognised by MFIs ( 3 ) 3.1 Outstanding amounts M M M M M M M M M M M M M M M M M Loan purpose M / Q M / Q M / Q M / Q M / Q M / Q M / Q M / Q up to 1 year Q Q over 1 and up to 5 years Q Q over 5 years Q Q 3.2 Financial transactions, excluding the impact of loan transfers M M M M M M M M M M M M M M M M M Loan purpose M / Q M / Q M / Q M / Q M / Q M / Q M / Q M / Q up to 1 year Q Q over 1 and up to 5 years Q Q over 5 years Q Q M Monthly data requirements. Q Quarterly data requirements. M / Q Data requirements to be provided on a quarterly basis, and/or a monthly basis where available. (vi) The following Table 5 is added: ‘Table 5 Notional cash pooling: outstanding amounts and flow adjustments (*2) BALANCE SHEET ITEMS A. Domestic B. Euro area other than domestic C. Rest of the world MFIs General government (S.13) Other resident sectors MFIs General government (S.13) Other resident sectors Total Other gen.gov't (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) Total Other gen. gov't (S.1312+S.1313+S.1314) Total Non-MMF investment funds (S.124) Other financial intermediaries + financial auxiliaries + captive financial institutions and money lenders (S.125+S.126+S.127) Insurance corporations (S.128) Pension funds (S.129) Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14+S.15) LIABILITIES 9.1. Overnight deposits 9.1e Euro of which: Notional cash pool positions 9.1x Foreign currencies of which: Notional cash pool positions ASSETS 2. Loans 2e Euro of which: Notional cash pool positions 2x Foreign currencies of which: Notional cash pool positions (b) in Part 3, the second sentence of the first paragraph is replaced by the following: ‘NCBs must report to the ECB data on outstanding amounts in accordance with the scheme laid down in Annex I to Regulation (EU) No 1074/2013 (ECB/2013/39), and flow adjustments in accordance with Table 1 below.’; (c) Part 4 is amended as follows: (i) Table 1 is replaced by the following: ‘Table 1 (*3) ECB/NCBs' data Domestic Euro area other than domestic Rest of the world Total LIABILITIES 8. Currency in circulation of which: banknotes — Euro banknotes # — National denomination banknotes # (5) of which: coins — Coins denominated in euro # — Coins in national denominations # (5) 11. Debt securities issued ( 6 ) Up to 1 year 13. Capital and reserves of which: equity capital raised of which: profit or loss accumulated in the accounting period of which: income and expenses recognised directly in equity of which: funds arising from income not distributed to shareholders of which: provisions 14. Remaining liabilities of which: accruals on deposits † of which: transit items † of which: suspense items † of which: financial derivatives † of which: intra-Eurosystem liabilities related to the allocation of euro banknotes (7) ASSETS 7. Remaining assets of which: accruals on loans † of which: transit items † of which: suspense items † of which: financial derivatives † of which: intra-Eurosystem claims related to the allocation of euro banknotes (7) (ii) Table 2 is replaced by the following: ‘Table 2 (*4) Other MFIs data Domestic Euro area other than domestic Rest of the world Total LIABILITIES 9. Deposits Counterpart liability to non-derecognised loans (8) † † † 11. Debt securities issued ( 9 ) Up to 1 year # # # Euro # # # Foreign currencies # # # Over 1 and up to 2 years # # # Euro # # # Foreign currencies # # # 13. Capital and reserves of which: equity capital raised of which: profit or loss accumulated in the accounting period of which: income and expenses recognised directly in equity of which: funds arising from income not distributed to shareholders of which: provisions 14. Remaining liabilities of which: accruals on deposits † of which: transit items † of which: suspense items † of which: financial derivatives † of which: provisions ASSETS 3 Debt securities held of which: own debt securities held 4 Equity of which: own equity held 5 Investment funds shares/units of which: own MMF shares/units held (10) 7. Remaining assets of which: accruals on loans † of which: transit items † of which: suspense items † of which: financial derivatives † (d) Part 13 is amended as follows: (i) Table 1 is deleted; (ii) paragraph 1 is deleted; (e) in Part 15a, in the first paragraph the sentence ‘In particular, NCBs are expected to report ancillary series on a best efforts basis for amounts exceeding EUR 50 million, but only when the ancillary series are larger than 1 % of the outstanding amounts of the indicator, i.e. threshold = max (EUR 50 million, 1 % of stocks).’ is replaced by the following: ‘In particular, NCBs must report ancillary series on a best efforts basis for amounts exceeding EUR 50 million, but only when the ancillary series are larger than 1 % of the outstanding amounts of the indicator, i.e. threshold = max (EUR 50 million, 1 % of stocks).’; (f) in Part 16, Section 3 is deleted; (g) in Part 18, Table 3 is deleted;