Question
ANNEX XXV REPORTING ON LIQUIDITY (PART 3: INFLOWS) clarifies the treatment of inflows from securities maturing within 30 days Row 190, ID 1.1.5. What is the correct treatment of amortizable securities for which capital repayments occur within 30 calendar days ? What is the LCR treatment of interest inflows from securities that occur within LCR horizon ?
Background on the question
for payments received on securities, there is no dedicated category in the LCR.
Answer
This question has been rejected because the issue it deals with is already explained or addressed in template C 74.00 of Annex XXIV of Regulation (EU) 2021/451 - ITS on supervisory reporting of institutions.For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'.