Guidelines on the Electronic Submission of the Basel III Liquidity Coverage Ratio (LRC) Report

BANGKO SeNIRaL NG PILIPINAS OFFICE OF THE DEPUW GOVERNOR SUPERVISION AND EXAMINATION SECTOR MEMORANDUM NO. M-2018-Q06 To : At[ UNIVERSAL AND COMMERCIAL BANKS (UKBsl Subject : Guidelines on the Electronic Submission of the Basel lll Liquidity Coverage Ratio (tCR) Report Pursuant to BSP Circular No. 905 dated 10 March 2016 on the lmplementation of Basel lll Framework on Liquidity Standards - Liquidity Coverage Ratio and Disclosure Standards, the following submission guidelines shall be observed beginning measurement date 3l January 20L8: 1. The presently prescribed Data Entry Template (Ott), corresponding control prooflist (CP) of the LCR Report, and the newly prescribed Certification Form (CF) can be downloaded from http ://www. bsp.gov. ph/SES/reporti ng_tem plates or req uested from the BSP-Supervisory Data Center (SDC). 2. The DET of the LCR, together with the corresponding scanned certified CP and scanned notarized CF both in Portable Document Format (PDF) and signed by the authorized officials of the reporting bank, shall be electronically submitted monthly to [email protected] within 15 banking days after end of the month for Solo reports and quarterly within 30 banking days after end of the quarter for Conso reports, using the prescribed format for the subject, as follows: "LCR <bankname>, <reference period>", as illustrated below: To : [email protected] Subject : LCR Bonk Nome,3l January 2018 and usinsg the followi prescribed file names: File Name Data Entry Template Solo LCR-5o I o-cu r re n cy.xls Conso LC R-Co n so- cu rre n cy.xls where currency is the name of the reported currency such as "USD", ,CHF", etc. For reporting in single currency terms as defined in Circular No. 905, use "SingleCurrency" Control Prooflist LCR-basis-Control Prooflist.pdf Certification Form LCR-basis-Certification Form.pdf where basis is the type of report (i.e., solo or conso). A. Mobini St., Molote 1004 Monilo, Philippines . (6321 708-7701 . www.bsp.gov.ph . [email protected]

3. Banks that are unable to transmit electronically can submit the DET and its accompanying scanned cP and cF in compact disc (cD) or any portable storage device (e.g., USB flash drive) through messengerial or postal services within the prescribed deadline to: The Senior Director Supervisory Data Center (5DC) Bangko Sentral ng Pilipinas 11th Floor, Multi-Storey Building BSP Complex, A. Mabinistreet, Malate 1004 Manila 4. ln accordance with BsP Memorandum No. M-2oL7-ozg dated 11 September 2017, only electronic submissions originating from officially registered e-mail address/es of Banks shall be recognized and accepted by the sDC. same registered e-mail address/es shall be used by the sDC in electronically acknowledging the submitted report and transmitting the corresponding validation results. 5. Report submissions that do not conform to the above prescribed procedures shall not be accepted and, thus, considered unsubmitted. lt likewise follows that only the files prescribed by the BSp for the report shall be accepted as compliant with the existing reportorial requirements subject to validation and applicable penalties for delayed, erroneous and / or u nsubm itted reporting. For compliance. 7 February 2018