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Correct scope of clusters based on collateralisation status and collateral type

Both template C 102.00 (LDP) and template C 103.00 (HDP) include clusters based on collateralisa...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2015_2347 | Topic : Supervisory reporting | Date of submission: 30/09/2015
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Interaction between benchmarking and additional capital requirements under Article 458 of CRR

For the benchmarking exercise for credit risk, the ITS templates request banks to report risk pa...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2015_2377 | Topic : Supervisory reporting | Date of submission: 07/10/2015
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SBP: Missmatch between predefined values of dimension (ei385) and expected values from EBA

What are the correct predefined values of dimension ei365 in the COREP SBP project report C.106....

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2015_2389 | Topic : Supervisory reporting | Date of submission: 09/10/2015
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Portfolios where Maturity should be completed

C 103.00 – Definition of High Default Portfolios - column 140, Maturity: Should this field be co...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2016_2837 | Topic : Supervisory reporting | Date of submission: 20/07/2016
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Clarification of columns 050 and 060 of template C 101.00, Annex I of the Benchmarking exercise.

In ITS-Annex I of the Benchmarking exercise the columns 050 and 060 provide the ISIN code and Bl...

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_2892 | Topic : Supervisory reporting | Date of submission: 06/09/2016
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Clarification of 'Facility Type', regarding the characteristic values 'Undrawn committed credit facility' (Annex I) and 'Undrawn committed other credit facility' (Annex II)

The segmentation criterion 'Facility Type' is used to define the benchmarking portfolios. In Ann...

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_2901 | Topic : Supervisory reporting | Date of submission: 12/09/2016
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Clarification of 'Facility Type', regarding the characteristic values 'Other Facilities' (Annex I) and 'Full Risk' (Annex II)

The segmentation criterion 'Facility Type' is used to define the benchmarking portfolios. In Ann...

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_2902 | Topic : Supervisory reporting | Date of submission: 12/09/2016
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Collateral value

Please confirm that the sum of all the collateral values of all the collateral types of all expo...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2016_2999 | Topic : Supervisory reporting | Date of submission: 17/11/2016
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Rating grades in Annex I of the draft ITS on benchmarking

Please confirm the approach to be applied regarding the master scale. According to us, two...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2016_3002 | Topic : Supervisory reporting | Date of submission: 17/11/2016
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Report of Type of Facility

Definition of Low Default Portfolios in C 102.00 requires classifying portfolios by Type of Faci...

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_3066 | Topic : Supervisory reporting | Date of submission: 21/12/2016
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RWA Standardised (c180 of C 102.00 and C 103.00)

According to Article 7 of Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2016_3068 | Topic : Supervisory reporting | Date of submission: 21/12/2016
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Clarification on Type of Facility to be used for Template C 102.00

How to interpret ‘short term’ for letters of credit mentioned in Option g) ‘Issued short-term le...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2017_3105 | Topic : Supervisory reporting | Date of submission: 19/01/2017
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Data level for template C 101.00 of Annex III related to Exposure Classes (column 020)

We notice that the same customer can fall into multiple exposure classes. How should we report s...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2017_3107 | Topic : Supervisory reporting | Date of submission: 19/01/2017
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Level of data to be reported for LEI codes provided in Annex I

For Template C 101.00, should we report position of the specific Low Default Counterparty mentio...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3108 | Topic : Supervisory reporting | Date of submission: 19/01/2017
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Clarification on the exclusion of calculation of credit spread portfolio in cases where only approval for general risk of debt instruments is granted

Do only institutions with approval to calculate their own funds requirements for the general ris...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2017_3135 | Topic : Supervisory reporting | Date of submission: 27/01/2017
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Use ‘AND’ or ‘OR’ rule to identify the exposure of the individual counterparties?

Template C 101.00 ‘Definition of Low Default Portfolio Counterparties’ (Annex I): Shall the colu...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3140 | Topic : Supervisory reporting | Date of submission: 01/02/2017
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Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?

The excel workbook C 101.00 and C 102.00 in Annex I contains rules with pattern columns (like ge...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3142 | Topic : Supervisory reporting | Date of submission: 01/02/2017
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Annex VI, template C 108.00, Definition of P&L

Is the definition of P&L, for template C108.00, (i) the P&L Vector generated using hi...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2017_3175 | Topic : Supervisory reporting | Date of submission: 22/02/2017
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Content of templates C 105.01, C 105.02 and C 105.03

As reporting corresponding to 2016 exercise (and to be submitted before 11 April 2017) is relate...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3184 | Topic : Supervisory reporting | Date of submission: 27/02/2017
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Supervisory Benchmarking Portfolios (SBP) - Z axes on C 101.00 and C 102.00

Should the 'counterparty credit risk' and 'credit risk and free deliveries' Z axes on the C 101....

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3185 | Topic : Supervisory reporting | Date of submission: 27/02/2017
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Showing 1 - 20 of 1,221 results.
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