Implementing Technical Standards on specific reporting requirements for market risk

  • Status: Adopted and published in the Official Journal of the EU

The original version of the Implementing Technical Standards (ITS) on supervisory reporting requirements for market risk were the first elements of the Fundamental Review of the Trading Book (FRTB) introduced by the revised Capital Requirements Regulation (CRR2) in the prudential framework of the EU. These requirements included a thresholds template, providing insights into the size of institutions’ trading books and the volume of their business subject to market risk, and a summary template, reflecting the own funds requirements under the ‘Alternative Standardised Approach’ for market risk (MKR-ASA).

With effect as of 2025, the reporting requirements on the market risk framework were expanded to capture further detailed information on the own funds requirements under the ASA, as well as a summary and detailed information on the own funds requirements under the Alternative internal model approach (AIMA), and transferred into Regulation (EU) 2021/451.

Summary of document history

Current version Ongoing versions

Consultation on draft ITS amending Regulation (EU) 2021/453 with regard to the specific reporting requirements for market risk

  • Status: Closed
  • Deadline: 21 JUNE 2023
Documents
Consultation Paper on amendments to the ITS on specific reporting requirements for market risk

(856.89 KB - PDF) Last update 21 March 2023

Annex I (templates) (XLSX)

(230.76 KB - Excel Spreadsheet) Last update 21 March 2023

Annex II (Instructions) (DOCX)

(249.44 KB - Word Document) Last update 21 March 2023

Annex III (MOV template and example) (XLSX)

(48.19 KB - Excel Spreadsheet) Last update 21 March 2023

Annex IV (MOV instructions) (DOCX)

(86.55 KB - Word Document) Last update 21 March 2023

Responses

The form is now closed.

Public hearings

Public Hearing on amendments to the ITS on specific reporting requirements for market risk

Presentation

(820.12 KB - PDF) Last update 25 May 2023

Press contacts

Franca Rosa Congiu