Reporting modules by framework release

This module includes the reporting requirements applicable to investment firms other than small and non-interconnected investment firms.

• Reporting obligations (ACT)
• Reporting templates, excluding COREP templates (1_..._Annex)
• Reporting instructions, excluding COREP templates (2_..._Annex)
• For the COREP templates C 18.00 to C 24.00 (market risk - standardised approach), C 25.00 (market risk - internal models) and C 34.02 (counterparty credit risk), please search for the module 'COREP Own funds and own funds requirements'
• Compliance with the data point model and validation rules (5_..._Annex)

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

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)

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

The amendments are minimal and aim at re-aligning the standards with the provisions of the Bank Recovery and Resolution Directive (BRRD), following the changes to the minimum requirement for own funds and eligible liabilities (MREL) introduced in the revised BRRD2, as well as to remove some identified obstacles, at the technical level, that hamper compliance with the requirements specified in these ITS. 

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)

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.

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.

Amendments to the ITS on supervisory reporting, introducing new reporting on Interest Rate Risk in the Banking Book (IRRBB).

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.