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    SNB Publishes Form for Reporting Solvency Risk of Counterparties

    June 19, 2020

    SNB released the form ARIS 5.05 and related documentation for reporting solvency risk of counterparties in the interbank sector. The form covers ten or twenty largest claim and liability positions vis-à-vis other banks or banking groups in Switzerland and abroad. The form will be valid for reporting from June 30, 2020. Additionally, SNB released a bank lending survey (BLSM) on market interest rates in pricing (Release 1.3). The survey covers information on market interest rates in price-setting that is broken down into different market rates or interest rate curves and by type of loan. The reporting frequency of BLSM is quarterly, with a submission deadline of 20 days.

    The form for reporting solvency risk of counterparties in the interbank sector, which has a quarterly reporting frequency, must be submitted within six weeks after the reference date. Reporting institutions include all banks or bank groups without branches of foreign banks in Switzerland. The survey of counterparty solvency risk in the interbank sector is intended to analyze the interlinkages in the interbank sector, with a view to identify and monitor systemic risks.

     

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    Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Systemic Risk, Basel, Large Exposures, BLSM, SNB

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