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Net to Gross Ratio calculation for Derivatives for Leverage Ratio

Can the NGR calculation as defined in QA_2016_2735 be extended to the Leverage ratio treatment...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2017_3267 | Topic : Leverage ratio | Date of submission: 10/04/2017
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Written Credit Derivatives Add-On MR/NR Netting

Under Article 429a(5) of the Regulation (EU) No 575/2013 (CRR), as modified by Commission Delega...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2015_2491 | Topic : Leverage ratio | Date of submission: 29/11/2015
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Cross-Product Netting

Can a Bank with a netting set to a QCCP counterparty combining cash instruments (already settled...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2016_3028 | Topic : Leverage ratio | Date of submission: 02/12/2016
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Clarification on the treatment of regular clearing positions of central counterparties (CCPs) in the leverage ratio exposure measure (provided CCPs are subject to leverage ratio regulation)

Can you confirm that positions which arise from a CCP’s primary clearing activity and which are...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2016_2750 | Topic : Leverage ratio | Date of submission: 27/05/2016
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Calculation of derecognised fiduciary assets

Are institutions required to calculate the value of their fiduciary assets in accordance with th...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2016_2631 | Topic : Leverage ratio | Date of submission: 17/02/2016
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Leverage ratio - Add-on calculation for SFT transactions in Financial collateral simple method

In the example below, under Financial Collateral Simple Method would the add-on be the same as u...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2015_2234 | Topic : Leverage ratio | Date of submission: 21/08/2015
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Treatment of Eligible CRM CDS for Leverage Ratio

Should credit derivatives subject to the CRR Article 273(3) which have zero exposure value for c...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2015_2165 | Topic : Leverage ratio | Date of submission: 24/07/2015
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Clarification on Add on measure of Securities Financing Transactions (SFT) from the delegated act of the regulation 575/2013 on leverage ratio.

Based on Article 429b, of the delegated act of the regulation 575/2013 on leverage ratio, in additio...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2015_2318 | Topic : Leverage ratio | Date of submission: 23/09/2015
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Counterparty credit risk add-on for repurchase transactions

Is it required to calculate and report this counterparty credit risk add-on also for cash borrowers...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1861 | Topic : Leverage ratio | Date of submission: 02/03/2015
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Disclosure of the Leverage Ratio

How shall institutions disclose the Leverage Ratio as set out in Art. 451 CRR and the Delegated Regu...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1863 | Topic : Leverage ratio | Date of submission: 02/03/2015
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Scope of Waiver for Amended Solo Consolidation and Impact on Supervisory Reporting

Article 9 of Regulation (EU) No 575/2013 (CRR) for the ‘Individual consolidation method’ refers dire...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting of Institutions
ID: 2014_752 | Topic : Leverage ratio | Date of submission: 21/01/2014
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Determining the exposure value for regular way securities transactions

If settlement date accounting is employed in the recording of regular way securities transactions th...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_1255 | Topic : Leverage ratio | Date of submission: 30/05/2014
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Significant risk transfer applicable to leverage ratio computation

Should the concept of significant risk transfer be applied to the leverage ratio computation of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_1104 | Topic : Leverage ratio | Date of submission: 24/04/2014
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Underwriting Commitments

Can underwriting commitments as described under Article 345 of the CRR be included in the Exposure m...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_839 | Topic : Leverage ratio | Date of submission: 11/02/2014
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CCF applicable to ABCP liquidity facilities for Leverage ratio purposes

Where do liquidity facilities, as defined in CRR Chapter 5 "Securitisations", stand among the off-ba...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_756 | Topic : Leverage ratio | Date of submission: 22/01/2014
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Look through approach to be applied for calculation of Leverage Ratio

Art 429 (5) a) states that risk positions for the calculation of the Leverage Ratio should be calcul...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2013_635 | Topic : Leverage ratio | Date of submission: 11/12/2013
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Determining the exposure value for repurchase transactions for the purpose of calculating the leverage ratio in case the collateral provided doesn’t qualify as eligible according to Regulation (EU) No 575/2013 (CRR).

How should an institution that uses the standardized approach (for the purpose of calculating the ca...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2013_576 | Topic : Leverage ratio | Date of submission: 27/11/2013
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