Reporting modules by framework release

FRTB
Framework release v3.2
Effective as of Status Current

COREP FRTB reporting (Specific reporting requirements for market risk)

This reporting requirement covers the size of the trading book and the business subject to market risk, as well as the own funds requirements under the alternative standardised approach.

  • Reporting obligation (ITS)
  • Reporting templates (Annex I)
  • Reporting instructions (Annex II)
  • Compliance with the data point model and the validation rules (Annex III)

Please search for the module 'COREP own funds and own funds requirements' for future versions of this reporting requirement.

EN_Annex I.xlsx - EN EN_Annex II.pdf - EN EN_Annex III.pdf - EN EN_ITS.pdf - EN
Solvency
Framework release v3.2
Effective as of Status Superseded

COREP Own funds and own funds requirements

Changes to Own Funds reporting in response to RTS on software, to Securitisations reporting to align with the Capital Market Recovery Package (CMRP) in response to the COVID-19 crisis and other technical amendments (ITS and technical package)

C_2022_8252_1_ANNEX_EN_V3_P1_2077229_Annex II (Annex 2 - Solvency).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077132_Annex I (Annex 1 - Solvency).XLSX - EN
Liquidity
Framework release v3.2
Effective as of Status Current

COREP Liquidity (LCR, NSFR, ALM)

Changes to reporting of Additional liquidity monitoring metrics (ALMM), including new proportionality measures for small and non-complex institutions

25_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 12_EN_annexe_acte_autonome_nlw_part1_v2.xlsx - EN 13_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 24_EN_annexe_acte_autonome_nlw_part1_v1.xlsx - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077211_Annex VII (Annex 20 - ALMM).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077409_Annex VIII (Annex 21 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077150_Annex X (Annex 23 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077210_Annex VI (Annex 19 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077109_Annex V (Annex 18).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077129_Annex IX (Annex 22 - ALMM).XLSX - EN