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EBA E-mail alert October 25, 2024

Final Q&As

Question ID: 2023_6957

Topic
Securitisation and Covered Bonds
Subject matter
Simple Transparent and Standardised securitisation

How does the value-weighted average referred in Article 243.2.b)i) of CRR should be calculated?

Should we:

Option A: calculate first a “Loan to Value” average and then map it to the applicable value-weighted average according to CRR or;

Option B: calculate a risk weighted average calculated from each exposure multiplied by its corresponding risk weight divided by the sum of the total exposure value?

Question ID: 2024_7128

Topic
Remuneration
Subject matter
Components included in total gross annual earnings used for the calculation of gender pay gap

Should overtime pay awarded to staff members be included in their total gross annual remuneration for the purposes of calculating the gender pay gap? 

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