Implementing Technical Standards on supervisory reporting amendments with regards to COREP, asset encumbrance and G-SIIs

  • Status: Final draft RTS/ITS adopted by the EBA and submitted to the European Commission

The proposed changes to the Commission Implementing Regulation (EU) 2021/451 with regard to COREP, asset encumbrance and G-SII reporting aim to enhance proportionality in the area of asset encumbrance reporting. They also include some minor amendments to COREP (reporting on own funds and own funds requirements) in order to obtain a deeper understanding of the institution’s use of the option to exempt certain software assets from the deduction from own funds. Besides that, the envisaged amendments expand the scope of application of the obligation to report information for the purposes of determining G-SIIs and assigning G-SII buffer rates.

The amendments are expected to apply from the reference date June 2023.

Summary of document history

Previous versions Current version Ongoing versions

Draft Implementing Technical Standards on Supervisory Reporting regarding COREP, AE, ALMM and GSIIs

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
Annexes in track changes.zip

(1.53 MB - ZIP Archive) Last update 7 January 2022

Final draft ITS on Supervisory Reporting regarding COREP, AE, ALMM and GSIIs

(662.1 KB - PDF) Last update 20 December 2021

Annex I (Annex 1 - Solvency).xlsx

(459.59 KB - Excel Spreadsheet) Last update 20 December 2021

Annex II (Annex 2 - Solvency).pdf

(2.11 MB - PDF) Last update 20 December 2021

Annex III (Annex 16 - Asset Encumbrance).xlsx

(93.11 KB - Excel Spreadsheet) Last update 20 December 2021

Annex IV (Annex 17 - Asset Encumbrance).pdf

(455.98 KB - PDF) Last update 20 December 2021

Annex V (Annex 18 - AMM).xlsx

(55.86 KB - Excel Spreadsheet) Last update 20 December 2021

Annex VI (Annex 19 - AMM).pdf

(262.31 KB - PDF) Last update 20 December 2021

Annex VII (Annex 20 - AMM - Counterbalancing capacity).xlsx

(20.49 KB - Excel Spreadsheet) Last update 20 December 2021

Annex VIII (Annex 21 - AMM - Counterbalancing capacity).pdf

(123.24 KB - PDF) Last update 20 December 2021

Annex IX (Annex 22 - AMM - Maturity ladder).xlsx

(38.77 KB - Excel Spreadsheet) Last update 20 December 2021

Annex X (Annex 23 - AMM - Maturity ladder).pdf

(325.79 KB - PDF) Last update 20 December 2021

Annex XII (Annex 27 - G-SII data).pdf

(162.37 KB - PDF) Last update 20 December 2021

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