Implementing Technical Standards on supervisory reporting changes related to CRR2 and Backstop Regulation

  • Status: Adopted and published in the Official Journal of the EU

These revised Implementing Technical Standards (ITS) on supervisory reporting aim to keep the reporting requirements in line with changes in the regulatory framework related to CRR2 and the Backstop Regulation and with the evolving needs for Supervisory Authorities' risk assessments. The changes affect different areas of reporting, including own funds, credit risk, counterparty credit risk, large exposures, leverage ratio, net stable funding ratio, FINREP and G-SII indicators. The review of the reporting framework is designed to replace the Commission's Implementing Regulation (EU) No 680/2014 and has been used as an opportunity to improve the consistency between the reporting and disclosure requirements, with a view to facilitate institutions' compliance with both requirements.

Summary of document history

Previous versions Current version Ongoing versions

Draft Implementing Technical Standards on supervisory reporting requirements for institutions under Regulation EU No 575/2013

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
Final draft ITS on supervisory reporting requirements for institutions under Regulation EU No 575/2013

(1.14 MB - PDF) Last update 25 June 2020

Annex 1 (Solvency).zip

(611.27 KB - ZIP Archive) Last update 10 August 2020

Annex 2 (Solvency).zip

(977.28 KB - ZIP Archive) Last update 10 August 2020

Annex 3 (FINREP).xlsx

(266.91 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 4 (FINREP).xlsx

(327.76 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 5 (FINREP).pdf

(581.42 KB - PDF) Last update 25 June 2020

Annex 6 (IP losses).xls

(60.5 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 7 (IP losses).pdf

(30.94 KB - PDF) Last update 25 June 2020

Annex 8 (Large exposures).xls

(65.5 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 9 (Large exposures).pdf

(133.08 KB - PDF) Last update 25 June 2020

Annex 10 (Leverage).zip

(161.06 KB - ZIP Archive) Last update 10 August 2020

Annex 11 (Leverage).zip

(324.11 KB - ZIP Archive) Last update 10 August 2020

Annex 12 (NSFR).xlsx

(47.02 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 13 (NSFR).pdf

(371.3 KB - PDF) Last update 25 June 2020

Annex 14 (DPM).pdf

(9.68 KB - PDF) Last update 25 June 2020

Annex 15 (VR).pdf

(65.25 KB - PDF) Last update 25 June 2020

Annex 16 (Asset Encumbrance).xlsx

(50.37 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 17 (Asset encumbrance).pdf

(309.92 KB - PDF) Last update 25 June 2020

Annex 18 (AMM).xlsx

(51.56 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 19 (AMM).pdf

(131.99 KB - PDF) Last update 25 June 2020

Annex 20 (AMM - Counterbalancing capacity).xls

(43.5 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 21 (AMM - Counterbalancing capacity).pdf

(30.01 KB - PDF) Last update 25 June 2020

Annex 22 (AMM - Maturity ladder).xlsx

(33.89 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 23 (AMM - Maturity ladder).pdf

(166.48 KB - PDF) Last update 25 June 2020

Annex 24 (LCR).xlsx

(77.54 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 25 (LCR).pdf

(1.03 MB - PDF) Last update 25 June 2020

Annex 26 (G-SII data).xlsx

(24.72 KB - Excel Spreadsheet) Last update 25 June 2020

Annex 27 (G-SII data).pdf

(63.45 KB - PDF) Last update 25 June 2020

Annexes in track changes.zip

(2.92 MB - ZIP Archive) Last update 25 June 2020

NSFR calculation tool.xlsx

(58.41 KB - Excel Spreadsheet) Last update 25 June 2020

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Franca Rosa Congiu