Reporting modules by name

Framework release v3.3

Effective as of 2023-09-01 Status Current

ITS package for the 2024-exercise (end-2023 data): Market risk

Pending adoption by the European Commission

Reporting obligation: Please refer to consolidated version of the ITS in conjunction with the amending ITS presented below
Instruments and portfolios (Annex V and X)
Reporting templates (Annex VII)
Reporting instructions (Annex VI)

Framework release v3.2

Effective as of 2023-06-30 Status Current

Changes to Asset Encumbrance, including a revision of the definition of the asset encumbrance level and further proportionality measures.