Question ID
2023_6898
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting
Article
430
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
306
Name of institution / submitter
BANCO BILBAO VIZCAYA ARGENTARIA S.A. (BBVA)
Country of incorporation / residence
SPAIN
Type of submitter
Credit institution
Subject matter
Interaction between Qualified CCPs and Reporting C 07.00/C 08.00
Question

Where should institutions report the values of all its trade exposures with QCCP? 

Background on the question

Although trade exposures to qualifying CCPs are subject to a standard risk weight of 2% or (4% where applicable) in line with article 306.1.a, it has not been made clear under which CoRep these exposures should be reported. As the applicable risk weights are standard risk weights, it is assumed that the template to be used to report these exposures is the standardised approach to Capital Requirements (C 07.00) CoRep.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the issue it deals with is already explained or addressed in section 3.2 of Annex II to Implementing Regulation (EU) 2021/451 (ITS on Supervisory reporting). 

For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'.

Status
Rejected question