№ files_lp_4_process_3_106668
Regulatory reporting instruction describing the structure, data fields, thresholds, and calculation methods used by institutions when completing additional liquidity monitoring templates on funding concentration by counterparty and by product type.
Document section: Annex XXII
Document type: Regulatory reporting instructions
Subject: Liquidity risk monitoring and funding concentration reporting
Related framework: Liquidity monitoring under FINREP reporting framework
Legal references: Regulation (EU) No 575/2013 (CRR); Directive 2009/65/EC; Directive 94/19/EC
Reporting templates: C 67.00 (Concentration of funding by counterparty); C 68.00 (Concentration of funding by product type)
Institution type: Reporting institutions and credit institutions
Supervisory authority: Competent authorities for prudential supervision
Geographical scope: European Union
Key data fields: Counterparty name, LEI code, counterparty sector, residence ISO code, product type, amount received, weighted average initial maturity, weighted average residual maturity
Threshold rule: Funding sources exceeding 1% of total liabilities
Referenced standards: FINREP economic sector classification; ISO 3166-1 alpha-2 country codes
Price: 8 / 10 USD
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