QA2025-23- Data freshness for B01
- SRB Services
| Attribute | Detail |
|---|---|
| Unique Identifier | QA2025-23 |
| Document | MBDT Guidance |
| MBDT Guidance | B01.00 |
| Title | Data freshness for B01 |
Question
We understand that the purpose of the B01 aggregated view is mainly to inform a preliminary NCWO assessment and the computation of conversion rates. Since all information needed for a proper NCWO assessment (e.g. maturity of less than one month) is not available in B01 we understand that the NCWO assessment is preliminary and approximated. Moreover some of the information required to feed the aggretated B01 are not available on a daily basis, in particular those coming directly from accounting (for example “other CET1 items”, or non-eligible liabilities ranking pari passu with MREL eligible like “Non-financial liabilities” and “Other liabilities”). As a consequence it seems this table could be fed with less fresh data (for example quarterly available data) without altering its objective and consistently with the possibility given to use proxies.
Response
Please refer to the MBDT Guidance, section 1.1, paragraph 23. Given the likelihood of the MBDT being reported on a non-standard reference date (i.e., a date other than the end of the month or quarter), the use of proxies or estimates for reporting certain data points is allowed, particularly to support the production of accounting or prudential data (including CET1 items other than CET1 instruments) that are usually not available at a non-standard reference date, and for which specific assumptions must be adopted to estimate the values up to the requested reference date. The estimates must be determined in a comprehensible, appropriate and prudent manner, and be properly documented to the IRTs already during the resolution planning phase. Regarding residual and non financial liabilities, please also consider the replies to: - QA 2025-9 (https://srb-europa.atlassian.net/servicedesk/customer/portal/8/article/146931773) - QA 2025-22 (https://srb-europa.atlassian.net/servicedesk/customer/portal/8/article/202244134)