Single Rulebook Q&A

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Reporting of inflows for term deposits with option for early withdrawal

Which inflow rate should apply to term deposits maturing beyond the 30 day horizon for which the...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2015_2112 | Topic : Liquidity risk | Date of submission: 06/07/2015
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Review and validation of criteria for the use of a reduced number of parameters

For purposes of internal independent review and annual validation of the netting methodology, ca...

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: 2016_2949 | Topic : Market risk | Date of submission: 18/10/2016
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Exclusion of centrally cleared transactions

How should the terms ‘clearing member’ and ‘client’ be understood for the purposes of Article 38...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3009 | Topic : Market risk | Date of submission: 18/11/2016
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Offset of Additional Value Adjustments (“AVA”) against Expected Loss (“EL”) under Article 159

Could the EBA advise whether the reference to “provisions” within the answer to Q&A 2014_933...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1835 | Topic : Market risk | Date of submission: 17/02/2015
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Recognition of unfunded credit protection / guarantees under Advanced IRB

Does an institution which has been granted permission to use the IRB Approach, including to use...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2593 | Topic : Credit risk | Date of submission: 22/01/2016
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Meaning of "credit lines" in the context of conversion factors for certain off-balance sheet items

Which types of off-balance sheet exposures are referred to by the term “other credit lines” in...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2663 | Topic : Credit risk | Date of submission: 07/03/2016
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Application level of materiality threshold for assessing the materiality of extensions and changes to the IMA

What is the reference base for the materiality thresholds specified in the technical standards f...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2466 | Topic : Market risk | Date of submission: 12/11/2015
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Calculation of the threshold for using the simplified approach for the determination of AVAs.

Exactly matching, offsetting fair-valued assets and liabilities shall be excluded from the calcu...

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: 2016_2756 | Topic : Market risk | Date of submission: 30/05/2016
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Supervisory permission for reducing own funds if the institution repays share premium to its shareholders

Is supervisory permission required where an institution reduces its own funds by repaying share...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2808 | Topic : Own funds | Date of submission: 28/06/2016
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Mark-to-Market Method: Application of perfectly matching provisions to FX forwards

Can the perfectly matching rule be applied to the below two FX forward...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2115 | Topic : Market risk | Date of submission: 07/07/2015
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Risk weighting under the Standardised Approach for credit risk for an exposure secured by a mortgage on a residential property which is a second home (for instance, a holiday home).

Can a second home be a residential property under Article 4(75) of Regulation (EU) No 575/2013...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2641 | Topic : Credit risk | Date of submission: 24/02/2016
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Recognition of minorities arising from an intermediate financial holding company

In the example below, are the minority interests of 20% in (mixed) financial holding company no....

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2652 | Topic : Own funds | Date of submission: 02/03/2016
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Exposure secured by immovable property vs. secured by mortgages on immovable property

CRR requires the treatment of exposures secured by mortgages on residential property under the S...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2376 | Topic : Credit risk | Date of submission: 06/10/2015
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Risk weight of exposures with QCCPs

Is it possible to use a risk weight according to Article 107(2)(a) of Regulation (EU) No 575/201...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 528/2014 - RTS on non-delta risk of options in the standardised market risk approach
ID: 2015_2138 | Topic : Market infrastructures | Date of submission: 20/07/2015
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Eligibility of unconditional Financial Letters of Credit as eligible financial collateral

Can an unconditionally drawable Letter of Credit held by an institution as beneficiary be treate...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1917 | Topic : Credit risk | Date of submission: 31/03/2015
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Supplementary transfers when using the sale of business tool

Does the power under Article 38(5) of Directive 2014/59/EU (BRRD) allow the resolution authority...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2357 | Topic : Recovery and Resolution | Date of submission: 30/09/2015
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Classification of SME/Retail Corporates as 'Retail Deposits'

To be eligible for Article 153(4) CRR, do firms need to have externally verified annual sales nu...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2016_2731 | Topic : Liquidity risk | Date of submission: 11/05/2016
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Including in the LCR calculation deposits from this category with residual maturities longer than 30 days

Should banks include in the LCR calculation deposits from this category with residual maturities...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2016_2727 | Topic : Liquidity risk | Date of submission: 05/05/2016
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Implementation of the exemption from bail in for “liabilities” in a fiduciary context ((Article 44(2)(d)) BRRD)

How should the exemption from bail in for “liabilities” in a fiduciary relationship context be i...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3023 | Topic : Recovery and Resolution | Date of submission: 25/11/2016
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Calculation of the predetermined amount for market making purposes

Which amount has to be taken into account in market making operations when the nominal amount of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions
ID: 2016_2852 | Topic : Own funds | Date of submission: 02/08/2016
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Showing 1 - 20 of 1,124 results.
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