EU CR6-IRB Approach: In the instructions in Annex 26, in point 2 part “or data on equity exposures under the Simple risk weight approach” is redundant, as all equity exposures are excluded from this template. Additionally, reference to Article 167 in point 2, table item (e) should be removed.
- EU CR6-A – IRB Approach: In Annex 26, in description of column (d), part “exposures under all A-IRB approaches for equity exposures” is different than instructions for template C08.07, where is stated: “immaterial equity exposures not included in columns 0020 or 0040”. Aligned definition needed.
No additional drivers detected.
Yes, standardization of PD ranges increases consistency and comparability.
Template provides appropriate relation on external rating equivalent.
We do not find it necessary.