GN JIBs 102 - Validation and verification of the '10.2 HQLA Details' Sheet

Summary

This guidance note is a technical reference for banks that submit the JFSC's liquidity prudential reporting template (JIBs). It sets out, cell by cell, the automated validation and verification checks that the JFSC's system runs against the '10.2 HQLA Details' sheet when a completed template is submitted, and explains the error and warning messages a submitter will see if a check fails.

• Field-level input rules: Each data row (HH.1 through HH.20 and related items) has fixed validation for Location Jurisdiction (must be a 2-digit ISO country code), Type/HQLA Classification (must match a listed HQLA item number), and numeric fields such as Own Holdings, Rehypothecated Holdings, Amount Pledged, Realisable Value, Adjusted Amount and Haircut Amount (must be whole numbers between -1,000,000,000 and +1,000,000,000).
• Percentage fields: Repo Market Haircut and Central Bank Haircut fields must be entered as a percentage between 0 and 100 percent.
• Submission process: Excel-level validation is not a failsafe; the JFSC re-checks the data on submission of the template, and accepted submissions are confirmed to the JIB along with any warnings generated.
• Error identification: Each validation test has a unique 'Check' identifier included in any failure message so the submitter can match it back to the relevant row and column in this guidance.

The document does not introduce new reporting obligations itself; it is a reference tool supporting existing JIB liquidity (HQLA) reporting requirements by explaining how to interpret and resolve validation errors when completing the template.

Applies to

Jersey International Banks (JIBs)