24-12-2015 New reports as from the December 2015 reporting period

Starting with the December 2015 reference period, you must submit a new LCR Delegated Act (LCR DA) report in e-Line DNB, in addition to the current monthly LCR report. The new LCR DA report is a quarterly report, with a temporary submission deadline of 30 calendar days pending the EC's approval of the new ITS on reporting. Until the EC's approval, you should only report the total for all currencies at all applicable consolidation levels. You must also continue to submit the existing monthly LCR report with its unaltered submission deadline of 15 calendar days. See our CRD IV alert of November 2015 for more information on the LCR, http://www.toezicht.dnb.nl/en/binaries/51-234546.pdf.
 
As from the December 2015 reference period, you must also submit your Funding Plans report (FP) in single euros instead of thousands of euros. Resubmissions for June 2015 should still be submitted in thousands of euros like other CRD IV reports.
 
The ITS on Supervisory Benchmark Portfolios (SBP) and the ITS on Additional Liquidity Monitoring Metrics (ALMM) haven’t been approved yet to date (21 December 2015) by the European Commission (EC). On that day, the EBA published a news release on the status of the ITS SBP, see http://www.eba.europa.eu/-/eba-updates-on-the-status-of-its-final-implementing-technical-standards-on-benchmarking-portfolios.
 
As from 1 January 2016, a new version of the COREP report will be available in e-line DNB. The issue of not being able to enter an amount in row 010, column 010 in the Large Exposure Limit template (C 26.00) has been resolved in this new version.
 
Questions
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