Transmission of monthly COREP-FINREP reports – user guide

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.