Environmental Social and Governance
Integration of ESG pillar 3 disclosures into DPM and taxonomy to support the implementation of the EBA Decision EBA/DC/498
Reporting modules by framework release
Intermediate Parent Undertaking
Integration of the intermediate EU parent undertakings (IPU) threshold monitoring templates into DPM and XBRL taxonomies.
Supervisory Benchmarking - Market risk (Initial market valuation and risk metrics)
ITS package for the 2024-exercise (end-2023 data): Market risk
- 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)
Supervisory Benchmarking - IFRS9 benchmarking
ITS package for the 2024-exercise (end-2023 data): IFRS 9 benchmarking
Pending adoption by the European Commission
- Reporting obligation: Please refer to consolidated version of the ITS in conjunction with the amending ITS presented below
- Portfolios (Annexes I and II, templates 101 and 104)
- Reporting templates (Annex VIII)
- Reporting instructions (Annex IX)
Supervisory Benchmarking - Credit risk
ITS package for the 2024-exercise (end-2023 data): Credit risk
Pending adoption by the European Commission
- Reporting obligation: Please refer to consolidated version of the ITS (the amending ITS presented below does not change the reporting obligation)
- Portfolios (Annexes I and II)
- Reporting templates (Annex III)
- Reporting instructions (Annex IV)