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EBA E-mail alert December 20, 2024

News & Press

The EBA responds to a law firm on the treatment of some legacy instruments of Banque Fédérative du Crédit Mutuel

News item

The European Banking Authority (EBA) published today a response to the letter received from a law firm on 18 June 2024, regarding the intention of Banque Fédérative du Crédit Mutuel (BFCM), based in France, to keep some legacy instruments in its balance sheet without any regulatory value.

ESAs are recruiting Heads of Unit for their DORA Joint Oversight Team

News item

The European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) today kicked off a joint recruitment process for Heads of Unit (AD9) in the Joint Oversight team that was set up to carry out the oversight of the Information and Communication Technology Critical Third-Party Providers (CTPPs) under the Digital Operational Resilience Act (DORA).

Final Q&As

Question ID: 2024_7092

Topic
Transparency and Pillar 3
Subject matter
Consistency of Article 447(f) CRR and ITS on public disclosures with the mapping tool for the key metric LCR in KM1

It is clear in article 447(f) of Regulation (EU) N0 575/2013 (CRR) and in the ITS on public disclosures by institutions under Part Eight of Regulation (EU) N0 575/2013 (annex II of Regulation (EU) 2021/637) that average LCR should be reported in KM1 (as well as average of liquidity buffer, outflows and inflows). However, in the mapping tool the references to the LCR numbers in KM1 are to LCR numbers in templates C72, C73, C74 and C76, which are the templates where the regular LCR is reported. The weighted average numbers for LCR are found in template LIQ1. So what is correct and what should be reported in KM1?

Question ID: 2024_7099

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
Loan commitments, financial guarantees and other commitments received in F 9.2

What should be presented as “Loan commitments, financial guarantees and other commitments received” in F 09.02?

Question ID: 2024_7139

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
Definition of SME in Finrep vs COREP under CRR3 Regulation

Could you confirm whether, with the implementation of Regulation 2024/1623 of the European Parliament and of the Council amending Regulation (EU) No 575/2013 (the Capital Requirements Regulation 3 – CRR3), institutions will be required to report the concept of micro, small and medium-sized enterprises (SME) differently in FINREP and COREP, as provided in Recommendation 2003/361/EC and Article 5 point 9 of CRR 3, respectively?

Question ID: 2024_7158

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
NACE CODES

Can we expect changes in the reporting templates for new updated NACE (NACE REV. 2.1)?

Question ID: 2024_7164

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
Definition of ‘project finance loans’ for FINREP reporting

What should be considered as ‘project finance loans’ for financial reporting purposes (FINREP)? Is deviation from definition of project finance referred to in Article 147(8) CRR (with regard to conditions a and b) justified?

Question ID: 2024_7191

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
The asset resulted from the customer´s obligation to reimburse the payment to the bank from the financial guarantee

In which row in the template F 05.01-Breakdown of non-trading loans and advances by product should bank recognize the asset resulted from the customer´s obligation to reimburse the payment to the bank from financial guarantee?

Question ID: 2024_7207

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
FINREP reporting of loans secured by mortgage mandates (Belgium)

Should loans secured by mortgage mandates be reported as 'CRE loan' and/or as 'loans collateralized by immovable property' in FINREP table F 18.02?

Question ID: 2024_7212

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
a) Disclosure of Items in Transit balance in FINREP Table 01.01 {F01.01, c0010 (r0020 or r0183 or r0360)} b) EBA_v5013 (Type - Error): [F 05.01, F 01.01] Sum of Loans & Advances across Industry ({{F 05.01, r0080, (c0010, c0020, c0030, c0040, c0050, c0060)}}) Should be equal to Sum of Cash at Central Banks and Loans & Advances in Balance Sheet ({{F 01.01, c0010, (r0030, r0040, r0099, r0130, r0144, r0174, r0178, r0183, r0233, r0237)}})

1) Disclosure of items in transit balance in FINREP Template F 01.01 {F01.01, c0010 (r0020 or r0183 or r0360)}

Please clarify where the items in transit balances should be reported in Template F01.01 out of the following?

a) Other Assets (c0010, r0360)

b) Loans & advances at amortised cost (c0010, r0183) 

c) Cash on hand (c0010, r0020).

2) EBA_v5013 (Type - Error): [F 05.01, F 01.01] sum of Loans & Advances across Industry ({{F 05.01, r0080, (c0010, c0020, c0030, c0040, c0050, c0060)}}) should be equal to sum of Cash at Central Banks and Loans & Advances in Balance Sheet ({{F 01.01, c0010, (r0030, r0040, r0099, r0130, r0144, r0174, r0178, r0183, r0233, r0237)}})

Question ID: 2024_7222

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
FINREP Group Structure Template 40.02

For entities which are consolidated as part of the Group, where a subsidiary of the economic group has legal ownership over these entities, but the group has no legal ownership over that subsidiary. What data should be reported in FINREP template F 40.02?

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