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Showing 1 - 20 of 157 results.
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Original maturity for off balance sheet items

How is the "original maturity" identified for items in CRR Annex 1 (2)(b)(ii)?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3366 | Topic : Credit risk | Date of submission: 23/06/2017
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Multiplier of 1.25 to the asset value correlation

In case of an exposure to a regulated financial sector entity which does not meet the requiremen...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_3057 | Topic : Credit risk | Date of submission: 19/12/2016
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Classification as off-balance sheet items of a committed reverse repo facility or other committed credit facilities where drawing under the facility is conditional upon purchasing or receiving eligible collateral

Would it be possible for an institution to assign a committed reverse repo facility, or other com...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3332 | Topic : Credit risk | Date of submission: 07/06/2017
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Application of IRB floor

How should the IRB floor requirement, stemming from Article 500 CRR (transitory Basel I floor), b...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3227 | Topic : Credit risk | Date of submission: 17/03/2017
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Notification of model changes

Does an alignment of the quantification of default to the default frequency based on an approved...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2468 | Topic : Credit risk | Date of submission: 13/11/2015
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Capital requirements deduction for credit risk on exposures to SMEs

Further to Q&A 2135 and Q&A 2268 , can the capital requirement deduction (SME...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_3012 | Topic : Credit risk | Date of submission: 22/11/2016
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Documentary credits in which underlying shipment acts as collateral and other self-liquidating transactions

Does a documentary credit secured by an assignment, assignment for security and/or pledge of the...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3171 | Topic : Credit risk | Date of submission: 17/02/2017
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Treatment of an institution’s guarantees for investments into CIUs

In case of an institution’s guaranteeing the amount of a customer’s original investment into a CI...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_2971 | Topic : Credit risk | Date of submission: 28/10/2016
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Risk weight for the credit risk for third countries with supervisory and regulatory arrangements at least equivalent to those applied in the Union according to Article 114(7) CRR

If a third country has supervisory and regulatory arrangements at least equivalent to those appli...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3262 | Topic : Credit risk | Date of submission: 06/04/2017
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Computation of discount for purchased assets

How does the treatment described in the last subparagraph of Article 166(1) CRR interact with tha...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_2691 | Topic : Credit risk | Date of submission: 30/03/2016
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Effective Maturity calculation for fully/nearly fully collateralised derivatives and Security Financing Transcations

How do you calculate the effective maturity for Internal Model Method (IMM) eligible trades which...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3169 | Topic : Credit risk | Date of submission: 16/02/2017
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Risk weight of EURATOM debt

Which risk weight shall apply to outstanding/new EURATOM debt instruments?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3204 | Topic : Credit risk | Date of submission: 06/03/2017
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Risk weight to apply to exposures to unrated central banks

What risk weight should be assigned to exposures to the central bank of a non EU-member country w...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3231 | Topic : Credit risk | Date of submission: 20/03/2017
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Speculative immovable property financing

Should the loans that banks grants to build a first home, as a part of the normal business proces...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3131 | Topic : Credit risk | Date of submission: 27/01/2017
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Use of bona fide estimates for the determination of the size of a corporation

Is it allowed to use bona fide estimates for the determination of the size of a corporation for t...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_3049 | Topic : Credit risk | Date of submission: 15/12/2016
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Contingent liabilities within the Merchant Services Industry

Does the contingent liability to which an acquiring bank is subject in the course of the merchant...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_2916 | Topic : Credit risk | Date of submission: 26/09/2016
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Valuation of immovable property performed by statistical model

Does the reference to the independent valuer in Article 229(1) and Article 208(3)(b) of Regulatio...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3078 | Topic : Credit risk | Date of submission: 03/01/2017
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Implementation of default definition - retail portfolio

In the case of retail exposures, can the default definition be implemented in a way that the defa...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_2968 | Topic : Credit risk | Date of submission: 27/10/2016
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Own estimates of CCF in the retail exposure class

For which product types has a credit conversion factor (CCF) to be used in the retail exposure cl...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2015_2397 | Topic : Credit risk | Date of submission: 14/10/2015
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Other items

Does the approach specified in Article 134(5) CRR regarding the risk weight to be applied to asse...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_2935 | Topic : Credit risk | Date of submission: 10/10/2016
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Showing 1 - 20 of 157 results.
of 8