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Showing 1 - 20 of 53 results.
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Own funds requirements for CVA in relation to transactions where Specific Wrong-Way risk has been identified

Should the EAD to be used in the CVA calculation under the Standardized Approach include the wro...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3833 | Topic : Other topics | Date of submission: 07/05/2018
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Definition of 'Positions'

Do positions held with trading intent include all positions (both hedged and unhedged positions)...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3830 | Topic : Market risk | Date of submission: 03/05/2018
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Own Funds requirements; Credit Risk; Standardised Approach, C 07.00 (col 140) Volatility and Maturity Adjustments for CRM Techniques

On COREP c 07.00 there are four tables c 07.00.a, .b, .c and .d. On c 07.00.a the header label f...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 1423/2013 - ITS on disclosure of own funds requirements
ID: 2018_3829 | Topic : Credit risk | Date of submission: 29/04/2018
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validation rule v6068_m

The above mentioned validation rule is defined as follows: The difference between deferred tax a...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3828 | Topic : Own funds | Date of submission: 27/04/2018
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New EBA Validation rules taxonomy 2.7.0.1 v4851_m about the maturity based approach in C 18.00 – Market Risk: Standardised Approach for Position Risks in Traded Debt Instruments (MKR SA TDI)

According to the formula v4851_m, about the columns 010 to 040 “Positions in Traded Debt Instrum...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3827 | Topic : Supervisory reporting | Date of submission: 27/04/2018
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EBA Validation rules taxonomy 2.7.0.1 v4850_m about the maturity based approach in C 18.00 – Market Risk: Standardised Approach for Position Risks in Traded Debt Instruments (MKR SA TDI)

According to the formula v4850_m, about the columns 010 to 040 “Positions in Traded Debt Instrum...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3826 | Topic : Supervisory reporting | Date of submission: 27/04/2018
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Financial guarantees received

Financial guarantees [r140] in NPE Regular Data Collection. Financial guarantees are contracts t...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3825 | Topic : Supervisory reporting | Date of submission: 27/04/2018
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Validation rule v5548_h

v5548_h: [F 11.01 (c010;020;030;040)] {r460} >= +{r480} (Hierarchy MC136) [Cash flow hedge] m...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3819 | Topic : Supervisory reporting | Date of submission: 25/04/2018
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validation rule v2773_m in DPM 2.7.0.1

Is th validation rule v2773_m is correct ?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3818 | Topic : Supervisory reporting | Date of submission: 24/04/2018
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IFRS 9, validation rule v5548_h

Validation rule v5548_h for IFRS 9 (taxonomy 2.7) seems to be incorrect. v5548_h: {r460} >= +...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3817 | Topic : Supervisory reporting | Date of submission: 24/04/2018
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Taxonomy 2.7.0.1 Validation Rule v_v4786_m

Is this Validation Rule v_v4786_m was correctly implemented in Taxonomy 2.7.0.1?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3812 | Topic : Supervisory reporting | Date of submission: 19/04/2018
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Taxonomy 2.7.0.1 Validation Rules v6067_m; v6068_m implementation.

Does any of these Validation Rules v6067_m; v6068_m were correctly implemented in Taxonomy 2.7.0...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3811 | Topic : Supervisory reporting | Date of submission: 19/04/2018
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Taxonomy 2.7.0.1 Validation Rules v4850_m and v4851_m implementation.

Does any of these Validation Rules v4850_m; v4851_m were correctly implemented in Taxonomy 2.7.0...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3810 | Topic : Supervisory reporting | Date of submission: 19/04/2018
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Determining if a client is Retail under the standardised approach if they also have exposure under the IRB approach

Under Article 123 (c) the total amount owed including any exposure in default but excluding expo...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3809 | Topic : Credit risk | Date of submission: 18/04/2018
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Definition of materiality threshold

In sense of definition of materiality threshold specified in the paragraph 2 of Article 1 and Ar...

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2016/07 - Guidelines on the application of the definition of default under Article 178 CRR
ID: 2018_3807 | Topic : Credit risk | Date of submission: 18/04/2018
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Multilateral development banks which are eligible for zero percent risk weight under Article 117(2) of the CRR

Are there provisions in the CRR to update the list of Multilateral development banks which are e...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3803 | Topic : Credit risk | Date of submission: 17/04/2018
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Large exposure reporting of group of connected clients including a sovereign

For the purpose of identification of a group of connected clients including a sovereign exempted...

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2017/15 - Guidelines on connected clients under Article 4(1)(39) CRR
ID: 2018_3801 | Topic : Large exposures | Date of submission: 13/04/2018
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Validation rule v5548_h

Why are [Cash flow hedges] expected to be greater or equal to [Portfolio fair value hedges of in...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3799 | Topic : Supervisory reporting | Date of submission: 11/04/2018
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Definition of a joint obligation

According to the guidelines (art 96), a joint obligation is defined as an obligation held equall...

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2016/07 - Guidelines on the application of the definition of default under Article 178 CRR
ID: 2018_3798 | Topic : Credit risk | Date of submission: 11/04/2018
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ECAI rating of central banks

In acknowledging EBA Q&A 2017_3231 it is noted that is not common practice for central banks...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3796 | Topic : Credit risk | Date of submission: 06/04/2018
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Showing 1 - 20 of 53 results.
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