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Joint Decision - Annex III - C105.01 - Column 110

Column 110 of table C.105.01 as per Annex IV shall be filled in just with "Yes" or "No"?...

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_2404 | Topic : Supervisory reporting | Date of submission: 15/10/2015
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Levels of reporting

Please clarify whether this reporting exercise requires also the submission of data at sub-conso...

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_2406 | Topic : Supervisory reporting | Date of submission: 15/10/2015
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Assignment of Mortgage Exposures to Portfolio IDs

Please clarify to what Portfolio ID(s) shall be assigned a non-defaulted mortgage exposure with...

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_2402 | Topic : Supervisory reporting | Date of submission: 15/10/2015
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Format of column 020 (exposure class) in Template 103 of Annex I

Regarding the EBA Benchmarking Exercise, in Annex I of the ITS some of the 18High Default Portfo...

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_2738 | Topic : Supervisory reporting | Date of submission: 19/05/2016
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definition of the counterparty size in case of substitution approach application

In case of substitution approach application, for the field "size of counterparty, (Annex II, C1...

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_2354 | Topic : Supervisory reporting | Date of submission: 30/09/2015
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Incorporation of intra year cures

The loss rate is defined as sum(credit risk adjustment write offs of observed new defaults at th...

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_2535 | Topic : Supervisory reporting | Date of submission: 21/12/2015
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Template 105.01 filling for LDPs

Should the template 105.01 be filled also for LDPs?...

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_2503 | Topic : Supervisory reporting | Date of submission: 03/12/2015
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C105.01 / 080 - Cure rate for defaulted assets

C105.01 / 080 - Cure rate for defaulted assets. Is this only applicable to the PD models?...

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_2423 | Topic : Supervisory reporting | Date of submission: 16/10/2015
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Termination date

1cFor portfolio 1.28, should the scheduled termination dates be 5 years (i.e. December 2020) rat...

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_2776 | Topic : Supervisory reporting | Date of submission: 08/06/2016
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Benchmarking

With regard to Annex I - C 103.00 we see that EBA requires data that the bank already reports re...

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_2561 | Topic : Supervisory reporting | Date of submission: 13/01/2016
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Clarification of the geographical scope of the benchmark portfolios

Annex I, template C103, Column 030: When 'not applicable' is stated for geographical location,sh...

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_2550 | Topic : Supervisory reporting | Date of submission: 06/01/2016
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Incorporation of contributions over full five year time horizon into determination of five year loss rate

The five year loss rates is calculated as the average of the one year loss rate as defined in co...

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_2536 | Topic : Supervisory reporting | Date of submission: 21/12/2015
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Relevant time period to determine default rate and loss rate

Is it correct that the default rate and the loss rate for each rating grade has to be calculated...

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_2534 | Topic : Supervisory reporting | Date of submission: 21/12/2015
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RWA Standardised calculation

Could you confirm if RWA Standardised (field c180 of template C103, Annex III) is out of scope u...

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_2505 | Topic : Supervisory reporting | Date of submission: 04/12/2015
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‘Mortgages’ identification

Are "commercial mortgages" and "other mortgages" excluded from HDPs perimeter?...

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_2501 | Topic : Supervisory reporting | Date of submission: 03/12/2015
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C105.02 / 010 - Portfolio ID

C105.02 / 010 - Portfolio ID. Is it possible to have multiple Portfolio IDs by model?...

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_2424 | Topic : Supervisory reporting | Date of submission: 16/10/2015
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C105.01 / 050 - EAD weighted average default rate for calibration

C105.01 / 050 - EAD weighted average default rate for calibration. Is the specification only rel...

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_2421 | Topic : Supervisory reporting | Date of submission: 16/10/2015
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“Direct” control

In the example stipulated in the background section, does Central Government A - even if it does...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1974 | Topic : Large exposures | Date of submission: 29/04/2015
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Application of the DGS Directive to Financial Institutions

Based on the definition provided in Article 4(1)(26) of Regulation (EU) No. 575/2013 (CRR), shou...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2676 | Topic : Own funds | Date of submission: 16/03/2016
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Definition of “effective procedures” to monitor that the property taken as credit protection is adequately insured against the risk of damage.

What are the minimal criteria of adequate insurance of property against the risk of damage that...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2685 | Topic : Credit risk | Date of submission: 21/03/2016
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Showing 1 - 20 of 955 results.
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