QA2017-74 - Guidance T03.01 - T08.00

Owned by SRB Services
Feb 01, 2024
Atribute Detail
Resolution Reporting Subject Matter Guidance
Guidance Documents -
Taxonomy -
Unique Identifier

QA2017-74

Question


Can information in sheets T03.01 – T08.00 be provided into groups where they are grouped based on their insolvency ranking (using proportionality rule as example 70% completely detailed, 30% grouped into lines based on their insolvency ranking)?


Response


No. While the insolvency ranking is one of the crucial elements within the Liability Data Report's detailed tabs, it is not the only one. Furthermore, the reconciliation between detailed tabs and the general liability structure is also important. Aside from immediate quantitative assessments based on the reported data, the granular information will also feed the assessment by the SRM of the resolution readiness of institutions and groups, in which the provision of accurate and up to date basis and in a short timeframe is key.