Reporting modules by framework release

For market risk benchmarking, the changes will be limited in light of the second postponement of the FRTB. The set of instruments and subjects in the scope of the exercise will not change substantially compared to the previous exercise. Minor changes to the templates' structure include a new template for reporting the ASA validation information. Data collection will also be restricted to the ASA information set compared to the previous exercise.

For the credit risk benchmarking, the amendments to the ITS will provide a mapping between the asset classes used for the definition of the benchmarking portfolios and the breakdown of Credit Risk IRB templates adopted in the revised ITS on supervisory reporting

For market risk benchmarking, the changes will be limited in light of the second postponement of the FRTB. The set of instruments and subjects in the scope of the exercise will not change substantially compared to the previous exercise. Minor changes to the templates' structure include a new template for reporting the ASA validation information. Data collection will also be restricted to the ASA information set compared to the previous exercise.

Changes to MREL decisions ITS from NRAs to the EBA

Additional reporting requirements in relation to CRR3/CRD6 in COREP covering reporting in scope of operational risk own funds requirements.

Comprehensive revision of the reporting ITS on resolution planning

Integration of Instant Payments ITS into DPM and taxonomy. The ITS for uniform reporting templates in relation to the level of charges for credit transfers and share of rejected transactions under SEPA Regulation, aim to standardise reporting from Payment Service Providers (PSPs) to their National Competent Authorities (NCAs).

The amendments are substantial and aim to harmonize resolution reporting across the EU by introducing a revised set of templates, entity-specific obligations, and thresholds for relevant legal entities. They also strengthen group-level reporting requirements for financial interconnections and critical functions, while implementing a single data point model and validation rules to improve data quality and consistency