June 14, 2016
The Banque de France (BDF) published today its updated COREP_SUBCON Taxonomy.
COREP_SUBCON enables the LCR and NSFR discounts on sub-consolidated basis to waive the application of liquidity requirements on an individual basis, according to Article 8 of the European No. 575/2013 Regulation (CRR).
For consolidated standard discounts use the entry points of the EBA: COREP_LCR_CON, COREP_LCR_DA, COREP_NSFR_CON and COREP_ALM_CON.
These entry points are identical to the entry points corresponding EBA taxonomies.
The taxonomy for COREP_SUBCON can be viewed here: //esurfi-banque.banque-france.fr/taxonomie/taxonomies-corep-subcon/