+19. Issuers shall report all the items in this template in the reporting currency, regardless of …
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19. Issuers shall report all the items in this template in the reporting currency, regardless of …
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19.
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Issuers shall report all the items in this template in the reporting currency, regardless of the actual denomination of those items. For these purposes, items that are not denominated in the reporting currency should be converted into the reporting currency by using the ECB spot exchange rate applicable on the reporting reference date. Issuers shall also report separately the items of this template that are denominated in the same currency, presented in their currency of denomination by setting the related z-axis value accordingly.
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X. Instructions concerning specific positions of Template S 03.02
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Columns
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Legal references and instructions
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0010
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Type of product
Issuers/Counterparties recorded in column 0020 shall be assigned a product type corresponding to the underlying transaction, using the following codes indicated in bold:
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DEPO (Deposits with a credit institution in the reserve of assets).
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—
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0% SEC (LCR 0% haircut liquid assets – securities or money market instruments in the reserve of assets).
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EHCB (LCR extremely high-quality covered bonds in the reserve of assets).
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UCITs units (units in UCITs in the reserve of assets).
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DERIV (Unmargined OTC derivatives in the reserve of assets).
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OTHER (Other highly liquid financial instruments – securities, money market instruments or crypto-assets in the reserve of assets).
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Different rows shall be reported with the same issuer/counterparty for each product type.
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0020
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Counterparty/Issuer Name
The names of the top twenty issuers or counterparties as long as the amount of the deposits placed with, the instruments issued or the exposures to each of them is at least 3 % of the reserve of assets as reported in row 0010 of S 03.01. Each name shall include the deposit receiver or the instruments issuer or all entities with close links among each other to those exposures. This column shall capture the full name of the legal entity among those with close links with which the issuer has the highest exposure and shall include any references to the company type in accordance with the national company law.
The largest item shall be reported in line 1.01, the second in line 1.02, and so on.
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0030
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LEI Code
The legal entity identifier code of the counterparty.
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0040
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Type of institution
Issuers/Counterparties classified as credit institution defined in Article 4(1), point (1), of Regulation (EU) No 575/2013 of the European Parliament and of the Council (3) recorded in column 0020 shall be reported using the following codes indicated in bold:
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G-SII if the credit institution receiving the deposit is designated as ‘global systemically important institution’ in accordance with Article 131(1) of Directive 2013/36/EU of the European Parliament and of the Council (4).
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O-SII if the credit institution receiving the deposit is designated as other 'systemically important institution' in accordance with Article 131(1) of Directive 2013/36/EU.
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Large Institution (other than G-SII or O-SII) if the credit institution receiving the deposit qualifies as a ‘large institution’ as defined in Article 4(1), point (146), of Regulation (EU) No 575/2013 but is not identified as G-SII or O-SII.
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—
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Other (Regular and SNCIs) if the credit institution receiving the deposit does not qualify as a large institution as defined in Article 4(1), point (146), of Regulation (EU) No 575/2013.
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If the issuer/counterparty is not a credit institution, this field shall be left empty.
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0050
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Amount/Market value
The amount of the deposits and the market value of the securities and derivatives shall be reported here taking into account the unwind mechanism as defined in Article 6 of Delegated Regulation establishing regulatory technical standards adopted pursuant to Article 38(5) of Regulation (EU) 2023/1114. The amount/market value shall not take into account regulatory haircuts. They shall take into account the net outflows and net inflows that would result in the event of an early close-out of the hedge.
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0060
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as % of total assets of the credit institution receiving deposit
For deposits in a credit institution that are included in the reserve of assets of the same tokens referred to in Article 36 of Regulation (EU) 2023/1114, the amount shall be reported as percentage of the total assets of the credit institution receiving those deposits. The amount of total assets shall be the latest published available data of the relevant credit institution.
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z-axis
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Legal references and instructions
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Currency
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The issuer shall indicate which currency is in scope in accordance with point 20 for the template presented.
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PART IV: TRANSACTIONS PER DAY (S 04.01, S 04.02, S 04.03 and S 04.04)
XI. General remarks on Template S 04.01
1. Επισκόπηση
1.1 Παραπομπές
1.2 Εντοπισμένες απαιτήσεις
1.3 Σχετικά πρότυπα
2. Εντοπισμένες απαιτήσεις
3. Σχετικά πρότυπα
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