Commission Implementing Regulation (EU) 2016/1066 of 17 June 2016 laying down implementing technical standards with regard to procedures, standard forms and templates for the provision of information for the purpose of resolution plans for credit institutions and investment firms pursuant to Directive 2014/59/EU of the European Parliament and of the Council (Text with EEA relevance) (repealed)
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7.ANNEX IV, SECTION 3 — CRITICAL COUNTERPARTIES (MATERIAL HEDGES)
The following item listed in Section B of the Annex to Directive 2014/59/EU is covered by this template:
(9) the material hedges of the institution including a mapping to legal persons
Instructions concerning specific columns:
Columns | Legal reference and instructions |
---|
010-020 | Legal entity |
010 | Entity name |
020 | Legal Entity Identifier
20-digit, alpha-numeric code of the legal entity identified in Column 010. The Legal Entity Identifier uniquely identifies every legal entity or structure that is party to a financial transaction, in any jurisdiction.
Where the ‘Legal Entity Identifier’ is not available for a given entity another form of identification shall be provided. Only where there is no other form of identification, it is allowed to say ‘not available’.
|
030-040 | Critical counterparty
Counterparties shall be reported for the relevant Groups of Connected Clients and in case a client does not belong to a Group of Connected Clients, on an individual level. Resolution authorities may request information on Groups of Connected Clients on an individual level. Group of Connected Clients is defined in Article 4(39) of Regulation (EU) No 575/2013.
|
030 | Entity name |
040 | Legal Entity Identifier
20-digit, alpha-numeric code of the legal entity identified in Column 010. The Legal Entity Identifier uniquely identifies every legal entity or structure that is party to a financial transaction, in any jurisdiction.
Where the ‘Legal Entity Identifier’ is not available for a given entity another form of identification shall be provided. Only where there is no other form of identification, it is allowed to say ‘not available’.
|
050-080 | Material hedges (on-balance sheet) |
050 | Type
Material hedges provided should not be limited to accounting hedges.
|
060 | Amount |
070 | Currency
Identification according to ISO 4217
|
080 | Purpose of hedge
Risks intended to be hedged.
|
090-120 | Material hedges (off-balance sheet) |
090 | Type
Material hedges provided should not be limited to accounting hedges.
|
100 | Amount |
110 | Currency
Identification according to ISO 4217
|
120 | Purpose of hedge
Risks intended to be hedged.
|
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