Single Rulebook Q&A

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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 th...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2691 | Topic : Credit risk | Date of submission: 30/03/2016
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Taps on callable instruments

If a tap of an instrument is priced at a lower credit spread than the initial spread of the orig...

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_2848 | Topic : Own funds | Date of submission: 28/07/2016
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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 whic...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3169 | Topic : Credit risk | Date of submission: 16/02/2017
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Instrumenty w Tier II / Tier 2 instruments and incentives to redeem or repay subordinated bonds prior to their maturity.

Original question Artykuł 63 lit. h) Rozporządzenia Parlamentu Europejskiego i Rady (UE) n...

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_3076 | Topic : Own funds | Date of submission: 29/12/2016
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Minority Interests

How should the calculations, needed for the minority interests’ calculation under Article 81 CRR...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3070 | Topic : Own funds | Date of submission: 21/12/2016
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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/EBA RTS/EBA ITS/EBA 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...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3231 | Topic : Credit risk | Date of submission: 20/03/2017
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Prior permission for repurchase of CET 1 instruments for discretionary trading activity over treasury shares for a certain predetermined amount.

Should the prior permission for the repurchase of CET 1 instruments for discretionary trading ac...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions
ID: 2017_3174 | Topic : Own funds | Date of submission: 22/02/2017
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Derivative adjustment of the basic annual contribution through mark-to-market method

For the purpose of Article 5(3) of Commission Delegated Regulation (EU) 2015/63 the valuation of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3172 | Topic : Market risk | Date of submission: 20/02/2017
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Cap on inflows for consumer finance or leasing and factoring activity

When a bank constituting a single liquidity subgroup is applying for a preferential treatment in...

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_2870 | Topic : Liquidity risk | Date of submission: 12/08/2016
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Application of the 0% floor in the calculation of the supervisory standard shock (particularly downward scenario).

In times of already negative interest rates, how should banks apply the 0% floor? ...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities
ID: 2017_3121 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 23/01/2017
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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 proce...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA 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...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA 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 merchan...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2916 | Topic : Credit risk | Date of submission: 26/09/2016
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Short positions in financial institution capital instruments

1. For a contract between bank A and B as set out in the background that is a forward sell (phy...

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_2785 | Topic : Own funds | Date of submission: 10/06/2016
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Systemic risk buffer requirement calculation

1) What is the definition of the term “exposure” in Article 133 (3) CRD IV? What is the base fo...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3037 | Topic : Other topics | Date of submission: 08/12/2016
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CVA Standardised Method for Securities Financing Transactions (SFTs)

Article 382(2) of Regulation (EU) No 575/2013 (CRR) states that ‘an institution shall include se...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_1376 | Topic : Market risk | Date of submission: 18/07/2014
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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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Private ownership of a bridge institution or an asset management tool

We seek clarification on Articles 40(2) and 42(2) of Directive 2014/59/EU (BRRD). Can a bridge i...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2342 | Topic : Recovery and Resolution | Date of submission: 30/09/2015
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Reporting of assets lending on an unsecured basis

When collateral lending on an unsecured basis maturing within the 30-day period, shall the insti...

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_2992 | Topic : Liquidity risk | Date of submission: 14/11/2016
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Showing 1 - 20 of 1,287 results.
of 65