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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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Reference to point (b) in Article 60(2)

The final sentence in Article 60(2) refers to point (b). Is that reference correct or is it mean...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3018 | Topic : Recovery and Resolution | Date of submission: 23/11/2016
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Requirements regarding „control” by the resolution authority

Are the requirements of “control” of the bridge bank (Article 40(2)(a)) and asset separation too...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2345 | Topic : Recovery and Resolution | Date of submission: 30/09/2015
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General credit risk adjustment (GCRA) inclusion into Tier 2 capital

For the purpose of the inclusion into institutions' Tier 2 capital and in the event of interim p...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 183/2014 - RTS for the calculation of specific and general credit risk adjustments
ID: 2016_2807 | Topic : Own funds | Date of submission: 27/06/2016
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Calculation of the ratio variable to fixed remuneration

Is it possible to value Long Term Instruments, included in the variable component, according to...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2015/22 - Guidelines on sound remuneration policies under Articles 74(3) and 75(2) of CRD and disclosures under Article 450 of CRR
ID: 2016_2806 | Topic : Remuneration | Date of submission: 27/06/2016
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Break clauses in capital requirements and Residual maturity

In a swap contract with break clauses, basically with an enforceable option of early termination...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2252 | Topic : Market risk | Date of submission: 24/08/2015
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Exclusion of intragroup transactions from own funds requirements for CVA risk

Shall intragroup transactions be excluded from the own funds requirements for CVA risk on a cons...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1929 | Topic : Market risk | Date of submission: 03/04/2015
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Calculation and Application of incurred CVA per Article 273(6)

We would like to clarify how the incurred Credit Valuation Adjustments (CVA) per Article 273(6)...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_1544 | Topic : Supervisory reporting | Date of submission: 13/10/2014
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Correct application of credit conversion factors in relation to credit substitutes and shipping guarantees

According to Annex I Classification of off-balance sheet items: a) Paragraph 1. (a) guarante...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2543 | Topic : Credit risk | Date of submission: 23/12/2015
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IMV definition for 2017 Market Risk Benchmarking exercise

In Annex V.b it is stated that the Initial Market Value (IMV) means the 'unrealized balance...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2993 | Topic : Supervisory reporting | Date of submission: 14/11/2016
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Model selection/use in context of a pending application of a significant model change

Should an institution that expects to receive approval to use a new internal market risk model f...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2946 | Topic : Supervisory reporting | Date of submission: 17/10/2016
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Annex V, Section 2.4: Market Benchmarking Portfolios. Definition of Portfolio 16 (FX)

Please confirm that the NYC Closing on 13 October 2016 should be used for the determination of t...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2942 | Topic : Supervisory reporting | Date of submission: 13/10/2016
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Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 13 (FX)

For consistency we will also use the EUR/USD ECB reference rate for the option in portfolio 13....

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2941 | Topic : Supervisory reporting | Date of submission: 13/10/2016
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Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 10 (IR)

We will use 16 October 2018 as start date for the swap and thus 14 October 2018 as maturity of t...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2940 | Topic : Supervisory reporting | Date of submission: 13/10/2016
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Clarification on portfolio specification.

The Common Instructions paragraph (n) mentions that the commodities OTC options are American. Ho...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2931 | Topic : Supervisory reporting | Date of submission: 06/10/2016
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Clarification on portfolio specification.

For Portfolio 1.27 the maturity of the index option is given as 15-Apr-2017 (a Saturday). Index...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2930 | Topic : Supervisory reporting | Date of submission: 06/10/2016
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Clarification on credit portfolio specifications.

Portfolios 1.35, 1.36, 1.37: For CTPs page 16, we are being asked to book the hedges such that n...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2016_2929 | Topic : Supervisory reporting | Date of submission: 06/10/2016
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