The revised Large Exposures report form, posted in e-Line for December 2010, has been amended. Exposures to an individual counterparty as well as exposures to a group of connected counterparties should be reported on Template 1. The type of counterparty should be selected in Column 2 (1 Non-credit institutions, 2 Credit institutions, 3 Intra-group credit institutions, 4 Intra-group non-credit institutions). The selection list was not complete, seeing as a group of connected counterparties could include several types of institution. The list was therefore supplemented on Tuesday 18 January 2011 with the following extra option in the case of exposures to connected counterparties: 5 Other (Breakdown on template 2). A breakdown by type of counterparty may be entered on Template 2.
Institutions using automated import files should take this adjustment into account in their XML import file. The amended specifications can be found under the heading User Documentation on e-Line DNB (CRD II Corep and Large Exposures 2010 (January 2011) (ZIP: 178.8 Kb)).
For more information, please refer to your regular contact person.