SNB released reporting forms (Version 4.42) for solvency risk of counterparties in the interbank sector. The forms cover recording of the ten or twenty largest claims and liabilities positions vis-à-vis other banks or bank groups in Switzerland and abroad. The forms are valid for reporting from June 30, 2019. The forms, which a have a quarterly reporting frequency, must be submitted within one month of the cut-off date. Reporting institutions include all banks or banking groups without branches of foreign banks in Switzerland.
Related Link: Reporting Form (v4.42) and Associated Documents
Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Default Risk, SNB
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