Published on 15 July 2024
Transmission of monthly COREP-FINREP reports – user guide
CSSF
Following our press release dated 21 June 2024 on the new transmission method for monthly COREP-FINREP reports, please find attached the user guide which details the submission methods as well as the new naming convention applicable for the following reportings.
Monthly reportings to be submitted from 1 September 2024
ALM – Reporting on additional monitoring metrics for liquidity
LCRDA – Liquidity Coverage requirements
IRRBB reporting – Interest Rate Risk in the Banking Book – to be submitted from 1 October 2024
Please note that the user guide also includes the naming convention for the following quarterly reports, for which the applicable deadlines will be communicated at a later date :
COREP – Own Funds
LAREX – Large Exposures
LEVER – Leverage Ratio
NSFR – Stable Funding
FINREP – Financial Reporting
AE – Asset Encumbrance
FRTB – Fundamental Review of the Trading Book
For any questions, please contact edesk@cssf.lu.
https://www.cssf.lu/wp-content/uploads/Bank_prudential_reporting.pdf