News & Press
The EBA responds to Commission’s proposed changes to the technical standards on liquidity requirements of the reserve of assets under MiCA
The European Banking Authority (EBA) today published two Opinions in response to the European Commission’s (EC) amendments relating to the draft Regulatory Technical Standards (RTS) specifying the composition and liquidity requirements of the reserve of assets under the Markets in Crypto-Assets Regulation (MiCA). The EBA considers that the EC’s proposed substantive amendments are not consistent with the prudential framework established by MiCA.
Final Q&As
Question ID: 2024_7189
As the objective of Article 132c (1) CRR, as amended by Regulation (EU) 2019/876 – CRR2, is to “calculate the risk-weighted exposure amount for their off-balance-sheet items with the potential to be converted into exposures (…)”, should the calculation of RW* actually exclude short-term liabilities (e.g. bridge financing)?
Question ID: 2025_7426
In Template 1, “column k (GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company-specific reporting)”, could you please clarify how the percentage should be calculated in the total column (56)? In the interest of precision and clarity, it is essential to determine whether the total percentage should be calculated over the total gross carrying amount of the template or only take into account the exposures that contribute significantly to climate change and replicate the same percentage that appears in row 1. This determination is crucial as only emissions from sectors that contribute substantially to climate change should be reported.
Example:
| Exposure | Gross Carrying Amount | Gross Carrying Amount of the portfolio with derived from company-specific reporting |
| Highly contributing sectors exposure | 100 | 25 |
| Non-highly contributing sectors exposure | 200 | Not disclosed |
| Total exposure | 300 | 25 |
The denominator of the row 56 i.e. gross carrying amount used in the calculation of the percentage for column k will be based on 100 or 300?
Final result should be:
- 25% of the portfolio has emissions derived from company-specific reporting
- 8% of the portfolio has emissions derived from company-specific reporting
Question ID: 2025_7526
Please can we clarify what is required in row 0090 of FINREP template F44.01 in terms of the "Net defined benefit assets" ? i.e. should this row only include surplus amounts that shall be recognised in the balance sheet given that the previous sign validation rule v3985_s has now been deactivated?