Reporting modules by framework release

COREP Immovable Property Losses

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.

COREP Global Systemically Important Institutions data

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.

COREP Own funds and own funds requirements

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.

COREP Large exposures

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. 

COREP Leverage ratio

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.

COREP Liquidity (LCR, NSFR, ALMM)

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.

Financial Reporting (FinRep)

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.

MREL and TLAC compliance reporting

This module includes the reporting on the compliance with the Minimum requirement for own funds and eligible liabilities (MREL) and the Total Loss Absorbency Capital requirement (TLAC).

  • Reporting obligations (ACT)
  • Reporting templates (1_..._annexe)
  • Reporting instructions (2_..._annexe)
  • Compliance with the data point model and the validation rules (3_..._annexe)

MREL decisions

These Implementing Technical Standards (ITS) specify the templates, instructions and methodology for transmitting information on decisions on minimum requirements for own funds and eligible liabilities (MREL) by resolution authorities to the EBA.

  • Reporting obligations (ITS)
  • Reporting templates (Annex 1)
  • Reporting instructions (Annex 2)

Notifications on impracticability (MREL)

The draft Implementing Technical Standards (ITS) specify uniform formats and templates for the notification to resolution authorities of contracts meeting the conditions of impracticability defined in the corresponding RTS on impracticability of contractual recognition of bail-in.