QA2020-160 - Critical Functions Tempalte 20.05: Number of transactions

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Feb 01, 2024
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QA2020-160

Question


Template 20.05: The guidance (page 34) relates for template 20.05, columns c030 „Market Share“ and c060 „Cross border value“ to the same FINREP tables (table 20.04 and table 20.06). However, the references to the FINREP-rows are different. For c030, the guidance refers to the sum of the FINREP-rows 020 and 030. For c060, the guidance refers to the FINREP-row 010. The FINREP-row 010 covers all derivatives, the FINREP-rows 020 and 030 only a subset for two FINREP customer groups. Are in column 030 really less transactions to be reported than in column 060?


Response


The guidance on p. 34 should read Derivatives (assets) (ID 5.2): Table 20.04, column 010, rows 020 + 030, all countries except home country. Derivatives (liabilities) (ID 5.4): Table 20.06, column 010, rows 020 + 030, all countries except home country. for both gross carrying amount (c0030) and (c0060 cross-border value). The same FINREP reference is indeed valid. It is clear from the definitions on p.32-33 of "derivatives assets/liabilities", which should only contain derivative positions vis-à-vis financial counterparties.