Final Q&As
Question ID: 2024_7220
Topic
Credit risk
Subject matter
Use of credit assessments by ECAIs not in scope of Regulation (EC) No 1060/2009.
Can external credit assessments that have been issued by an ECAI, but were not publicly disclosed, be used to determine the risk weight of an exposure under the Standardised Approach?
Question ID: 2026_7731
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Subject matter
COREP Additional Liquidity Monitoring Metrics - technical implementation of DPM v4.2 for template C_67.00.a and C_67.00.w - SubCategory "new_CO4" used instead of "new_CO1"
With DPM v4.2 the modeling of template C_67.00.a and C_67.00.w has been changed to use SubCategory new_CO4 instead of new_CO1. Now it is possible to submit the “LEI code”, the “MFI Code” and “Type of identifier, other than LEI or MFI code” but not the “National code”. How should a national code be reported in template C_67.00.a and C_67.00.w and what is the reason behind this change?