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Classification of a gurantees for trade finance off-balance sheet items according to annex 1.
In which class according to annex 1 would guarantees for loans and guarantees for performance bonds fit?
If a bank is a guarantor for another bank's transaction, where some trade finance transaction, like performance bond, was issued, how should the bank acting as guarantor classify the risk according to annex 1?
Is it possible to apply Annex 1 point 1(a) or 3(a)(ii) or which else?
in case of a transaction, where the bank in FI is offering a guarantee for the transaction, where another bank has issued a working capital loan, is it correct to refer to point 1(a)?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5471 |
Topic: Credit risk |
Date of submission: 28/08/2020 |
Date of publication: 11/11/2022
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Consideration of Cloud services as outsourcing arrangements
a.- Are activities which are not listed in Annex 1 of Directive 2013/36/EU (amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC Text with EEA relevance) outside the scope of outsourcing for GL purposes??
d.- How do the EBA Guidelines on outsourcing apply to those entity EU branches’ whose national law conflicts with the EBA Guidelines on outsourcing? And if it is a non-EU branch?
e.- Regarding the transition period of outsourced functions, the current wording of paragraph 99.b. Section 13.4 Termination Rights, Title IV – Outsourcing process, states that the provider continues to perform the outsourced function when the outsourcing agreement is already terminated.
- Is there an inconsistency in regards of the wording set forth in paragraph 99.b. as it states that the provider would be rendering services during the transition period without an enforceable contract and therefore the agreed contractual conditions would not be in force at the time of the transition period of the outsourced function? - If not, shall contracts allow their validity to be extended only for the period of time that the service is being transferred in order to avoid interruptions and to include a suspension clause for termination so that the contract terminates at the time of the effective transfer?
Legal act: Directive 2013/36/EU (CRD)
COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2019/02 - Guidelines on outsourcing arrangements
ID: 2020_5220 |
Topic: Internal governance |
Date of submission: 24/04/2020 |
Date of publication: 11/11/2022
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Classification of derivative exposures in a CIU for standardised approach
How shall own funds requirement for a CIU be reported in COREP template C07.00 for standardised approach, in case the underlying exposure is a derivative, and the exposure value is calculated in accordance with Article 132a of CRR2 and using the methods laid down in the Chapter 6?
Are institutions allowed to report the underlying derivative exposures in a CIU in rows 0070 – 0080 of template C 07.00 as on- or off-balance sheet exposure subject to credit risk?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ID: 2021_5774 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 10/03/2021 |
Date of publication: 28/10/2022
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C 91.00: Relevant scenario for own funds requirements
Could you please indicate how Article 325h(4) CRR should be understood, in order to fill in information in template C 91.00?
'4. The own funds requirement under the sensitivities-based method shall be the highest of the three scenario-specific own funds requirements referred to in paragraph 3.'
It would make sense to select the most critical scenario and apply this one for all risks, without changing scenario from one risk to another, could you confirm?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/453 - ITS with regard to the specific reporting requirements for market risk
ID: 2022_6435 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 28/04/2022 |
Date of publication: 28/10/2022
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v7386_m and v7387_m (COREP)
We wonder about the consistency of validation rules v7386_m and v7387_m, which are set to verify that columns 0431 and 0432 of template C 14.01 should always be equal to or higher than columns 0900 and 0910 of Template C 13.01, respectively.
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ID: 2022_6399 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 15/03/2022 |
Date of publication: 28/10/2022
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Inclusion of CCR into C 08.07 and CR6-A
Shall counterparty credit risk exposures be included in or excluded from COREP reporting template C 08.07 (and/or disclosure template CR6-A)?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ID: 2022_6387 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 02/03/2022 |
Date of publication: 28/10/2022
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C 34.06 - Counterparty with dual Counterparty Type
In column c0050, a bank should report the type of the counterparty with the following options: QCCP, non-QCCP and No CCP.
Where a counterparty which acts as a QCCP for a number of netting agreements and transactions and at the same time acts as a No CCP as well for different netting agreements and transactions, should the counterparty be recorded (a) twice in C 34.06, its total values reported in columns 0070 to 0130 split between the two different types i.e. one line as a QCCP and another as a No CCP; or (b) once with its total exposures be populated in a single line and the counterparty type in c0050 to be populated with QCCP?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ID: 2022_6356 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 07/02/2022 |
Date of publication: 28/10/2022
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Reporting of gold positions in C 22.00
What is the correct treatment of gold positions for the purpose of reporting the currency breakdown in COREP template C 22.00?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ID: 2021_6304 |
Topic: Supervisory reporting - COREP (incl. IP Losses) |
Date of submission: 03/12/2021 |
Date of publication: 28/10/2022
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Information on the host member State in which Third Party Providers (TPPs) provide services
If a payment institution, in the specific form present in the EBA register under PSD2, presents an EU passport, does this mean that the Third Party Provider (TPP) is authorised to operate for the services indicated in all EU countries?
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2019/411 - RTS on EBA register under PSD2
ID: 2021_6078 |
Topic: Central register of the EBA |
Date of submission: 06/07/2021 |
Date of publication: 14/10/2022
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Change of TPP access rights for AIS consent by the PSU prior to authorisation
A clarification / harmonised guidance on the Scope of the Bank Offered Consent, as defined in the Berlin Group standard, is needed.
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication
ID: 2021_6246 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 19/10/2021 |
Date of publication: 14/10/2022
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Clarification on the protection requirements of a CustomerID when included in a payer-presented QR-code for the initiation of (instant) credit transfers at the Point of Interaction (POI)
Are the Customer ID’s security measures (e.g., encryption, tokenisation, transport layer security) mentioned under Q&A 5476 to be always applied in any payer-presented QR code, regardless of who generates it (e.g., including a non-PSP)?
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6298 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 29/11/2021 |
Date of publication: 14/10/2022
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Future-dated payments and recurring transactions
When it comes to recurring transactions and future-dated payments, would an implementation of the PSD2-interface that requires that the TPPs store the payment details until due date, and not until due date are they allowed to send the transactions to the ASPSP for execution, satisfy the requirements in Opinion on the implementation of the RTS on SCA and SCA (EBA-Op-2018-04) of June 13, 2018' paragraph 29, in cases where the ASPSP itself offers future-dated payments and recurring transactions in their mobile/web-bank application?
If the answer to the preceding question is yes, what then is the meaning of the statement '… a PISP has the right to initiate the same transactions that the ASPSP offers to its own PSUs, such as … recurring transactions, … and future-dated payments'?
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication
ID: 2021_6318 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 16/12/2021 |
Date of publication: 14/10/2022
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API functionality
Is it allowed to use a dedicated PSD2 interface by a TPP that identifies itself with an eIDAS certificate for purposes other than those specified in Article 30(1)(b) - (c) of the RTS on strong customer authentication (SCA) and secure communication?
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication
ID: 2022_6392 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 10/03/2022 |
Date of publication: 14/10/2022
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Annex VI - Agentes/distributors
Please clarify whether under Directive 2015/2366, in the exchange of notifications between NCAs, Annex VI of the Commission Delegated Regulation (EU) 2017/2055 should be sent concerning each new agent/distributor or only for the first agent/distributor acting on behalf of a payment/e-money institution.
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2017/2055 - RTS on passporting under PSD2
ID: 2022_6437 |
Topic: Passporting |
Date of submission: 03/05/2022 |
Date of publication: 14/10/2022
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Exclusion of intragroup transactions with entities in third country from the CVA risk charge
May a transaction towards an entity of the group be excluded from the CVA own funds requirements under Article 382(4)(b) CRR, when such entity is established in a third country, and for that third country, an equivalence decision under Article 13(2) of Regulation (EU) No 648/2012 has been adopted by the Commission only in relation to certain part of respective requirements?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2022_6495 |
Topic: Market risk |
Date of submission: 23/06/2022 |
Date of publication: 30/09/2022
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CCF used for commitment performance bond
Which CCF must be applied to the undrawn/unissued amount if there is a commitment to a performance bond facility?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6327 |
Topic: Credit risk |
Date of submission: 23/12/2021 |
Date of publication: 30/09/2022
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Other retail deposits subject to higher outflow rates: treatment of joint accounts
According to Article 25(2) (a) of Delegated Act 2015/61 “Retail deposits with total deposits balance, including all the client’s deposit accounts at that credit institution or group, exceeding € 500.000” are subject to higher outflows. How should this threshold be tested in case of joint accounts?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2020_5322 |
Topic: Liquidity risk |
Date of submission: 18/06/2020 |
Date of publication: 30/09/2022
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LCR treatment of open maturity reverse repos which can be terminated at any point in time
What is the LCR treatment of reverse repos with open maturity which can be terminated at any point in time? Will they be considered as regular secured lending transactions pursuant to Article 32(3)(b) of Delegated Regulation (EU) 2015/61? Or are they to be excluded since any inflows arising from the termination of those transactions are contingent?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2021_6163 |
Topic: Liquidity risk |
Date of submission: 03/09/2021 |
Date of publication: 30/09/2022
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Available stable funding factor (ASF) applicable to current tax liabilities in the NSFR
What should be the available stable funding factor applicable to current tax liabilities?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6086 |
Topic: Liquidity risk |
Date of submission: 13/07/2021 |
Date of publication: 30/09/2022
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ASF applicable to payables (accruals) in the NSFR
What should be the available stable funding factor applicable to payables (accruals)?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6085 |
Topic: Liquidity risk |
Date of submission: 13/07/2021 |
Date of publication: 30/09/2022
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