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Consideration of collateral haircuts in the exposure calculated in accordance with the Mark-to-Market Method

Could EBA please clarify whether to take the haircuts (if appropriate) for netted collateral int...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3617 | Topic : Market risk | Date of submission: 05/12/2017
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Interpretation of "or" in context with market or mortgage lending value

Regarding Art. 126 II d) CRR: Interpretation of “or“ Art. 126 II d) CRR says, “... does not exce...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3616 | Topic : Own funds | Date of submission: 05/12/2017
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deferred tax assets

Does the 10% CET1 threshold must be applied with only reference to DTA that rely on future profi...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3606 | Topic : Own funds | Date of submission: 28/11/2017
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Consolidated disclosures

Where an EU Parent Financial Holding Company has an Institution as a subsidiary, the Institution...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3602 | Topic : Transparency and Pillar 3 | Date of submission: 24/11/2017
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A stricter risk weight of exposures under standardised approach

With reference to article 3 CRR: is it allowed to assign a stricter risk weight to exposures und...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3599 | Topic : Credit risk | Date of submission: 22/11/2017
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Classification of Advance Payment Guarantees to OFF-Balance Sheet type of risk

In the case of an Advance Payment Guarantee where the bank pays the remitter of the advance paym...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3588 | Topic : Credit risk | Date of submission: 08/11/2017
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Additional valuation adjustment

Could you please specify if as per article 33 par1 point c, not taking into account the DVA in t...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/101 - RTS for prudent valuation under Article 105(14) CRR
ID: 2017_3583 | Topic : Other topics | Date of submission: 02/11/2017
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Market risk capital requirement for CIU

What shall we understand by "Where the institution is aware of the underlying investments of the...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3577 | Topic : Market risk | Date of submission: 30/10/2017
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SME Supporting Factor

Should the response to question ID 2014_1020 be withdrawn by the EBA as it is in direct conflict...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3575 | Topic : Credit risk | Date of submission: 25/10/2017
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Use of ECAI credit assessments for the determination of risk weights for securitization items

Is it in line with Article 138 CRR to nominate different ECAIs for the exposure classes Article...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3569 | Topic : External Credit Assessment Institutions (ECAI) | Date of submission: 23/10/2017
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LCR Delegated Act - Treatment on Public Sector Entities assets

1.Per LCR DA Article 10 1 (c) (v) and CRR article 116 (4), basically if the PSE is treated effec...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2371 | Topic : Liquidity risk | Date of submission: 02/10/2015
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