Response to consultation Paper on specific supervisory reporting requirements for market risk

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Question 1. The ‘thresholds’ template requires a breakdown of the ‘on- and off-balance sheet business subject to market risk’ into on-balance sheet and off-balance sheet business. Is that breakdown clear, or would you need ad-hoc definitions for differentiating ‘on-balance sheet items’ from ‘offbalance sheet items’ to ensure a proper implementation of the reporting requirements? Are there particular challenges or a burden involved in differentiating between on- and off- balance sheet items?

Please refer to the attachment.

Question 2. Are the scope and level of application of the reporting requirements and the content of the templates and the instructions clear?

Please refer to the attachment.

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