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Portfolio ID Unique Row Identifier in template C 103.00

Is column 010, Portfolio ID, of table C.103, supposed to be unique for each row in the table C.1...

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_2401 | Topic : Supervisory reporting | Date of submission: 15/10/2015
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PD selection in case of substitution approach

In case of substitution approach application, the PD to be use (Annex IV, C103, c060), is the on...

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_2355 | Topic : Supervisory reporting | Date of submission: 30/09/2015
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Supervisory Benchmarking exercise for 2015 - Market Risk related

Please could information be provided on the process for selecting stressed VaR period for calcul...

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_2336 | Topic : Supervisory reporting | Date of submission: 29/09/2015
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Given the legal reference reported in the Annex IV, a clarification about the annual default rate computation is required

With reference to the field 1cDefault rate latest year 1d (Annex IV 103, field 190) the followin...

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_2297 | Topic : Supervisory reporting | Date of submission: 11/09/2015
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Inclusion of loans that have been pre-positioned with central banks but are not encumbered in the numerator of the LCR

Since loans that have been pre-positioned with Central Banks and are not encumbered can be used...

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_2486 | Topic : Liquidity risk | Date of submission: 26/11/2015
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How to manage different local rating scales

With reference to 1cRating 1d field (template 103 13 Annex IV, column No 50) how the different l...

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_2294 | Topic : Supervisory reporting | Date of submission: 11/09/2015
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Cap on inflows

Does a credit institution benefit from a cap on inflows of 90% when the sum of its activities as...

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_2236 | Topic : Liquidity risk | Date of submission: 21/08/2015
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Identification of exposures treated under Standard approach

The part of transactions which is secured by guarantees could be moved to the permanent partial...

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_2288 | Topic : Supervisory reporting | Date of submission: 11/09/2015
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Liquidity – treatment of payment commitments according to Article 2 (13) DGSD

How should payment commitments pursuant to Article 2(13) DGSD (Directive 2014/49/EU) be treated...

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_2222 | Topic : Liquidity risk | Date of submission: 13/08/2015
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Level 1 assets and Large Exposures exemptions

Please can you confirm that debt securities with a 0% risk weight under Part Three, Title II, Ch...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2040 | Topic : Large exposures | Date of submission: 09/06/2015
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Consideration of securitisation positions and securitised exposures, for the purpose of significant risk transfer.

If the originator institution of a synthetic securitisation retains a vertical slice of securiti...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 625/2014 - RTS on requirements for investor, sponsor, original lenders and originator institutions of transferred credit risk exposures
ID: 2015_2472 | Topic : Securitisation and Covered Bonds | Date of submission: 18/11/2015
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Certificate of Deposits (CDs)

How should we treat CDs (Certificate of Deposits) that we have issued? Could we treat them as de...

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_2305 | Topic : Liquidity risk | Date of submission: 18/09/2015
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Definition of retail deposits with higher outflow rate

What is the definition of the condition for retail deposit with higher outflow rate: "the rate s...

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_2303 | Topic : Liquidity risk | Date of submission: 17/09/2015
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Treatment of Eligible CRM CDS for Leverage Ratio

Should credit derivatives subject to the CRR Article 273(3) which have zero exposure value for c...

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_2165 | Topic : Leverage ratio | Date of submission: 24/07/2015
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Providing IGFS pursuant to Article 19(3)

It is our understanding that the support which is provided without the existence of prior Intra...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2718 | Topic : Recovery and Resolution | Date of submission: 21/04/2016
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CVA for Exposures in structures with underlying assets

In case the bank invests in a structure with underlying assets (e.g. UCITS) that consist also of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2013_637 | Topic : Credit risk | Date of submission: 11/12/2013
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Exclusion of Intragroup Liabilities -Treatment of cases when one institution pays annual contribution according to Article 10 of DA (lump sum) and the other according to standard risk-weight reflecting approach

How to apply requirement of Article 5 (1) (a) to exclude intragroup liabilities arising from tra...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1922 | Topic : Recovery and Resolution | Date of submission: 02/04/2015
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Annual contribution of institutions newly supervised, institutions non existent in the reference year for contribution calculation, and institutions that ceased to be supervised

How to apply a requirement of the Article 12 of DA to determine a partial contribution calculate...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_1925 | Topic : Recovery and Resolution | Date of submission: 02/04/2015
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Exclusion of positions from the calculation of net open currency positions

May positions that are already deducted in the calculation of own funds be excluded from the cal...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2317 | Topic : Market risk | Date of submission: 22/09/2015
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Reporting of retail deposits to internet banks that are also partly used as collateral for various broker services such as forex and other OTC derivatives.

As per Commission Delegated Regulation EU of 10.10.2014 to supplement Regulation 575/2013 with r...

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_2301 | Topic : Liquidity risk | Date of submission: 17/09/2015
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Showing 1 - 20 of 910 results.
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