Maturity floor in Standard Method for CVA

Shall a floor equal to 1 - according to Article 162(2)(b)CRR- be applied also for derivatives that are not subject to a master netting agreement? For example, if you have an exposure to a counterparty consisting of a single derivative not subject to a master netting agreement and expiring in 6 months, is the effective maturity to be entered equal to 0.5 or 1?

Preferential risk weight for exposures to central governments and central banks under Article 114(4) of CRR

Does Article 114(4) of CRR apply to both on-balance sheet and off-balance sheet liabilities (including the forward leg of an FX swap) in the same domestic currency and at least the same amount as the exposure to the central government or central bank (on- or off- balance sheet exposures)?

Definition and scope of Asset Under Management

Are assets for which the investment firm provides account aggregation services (outside of the MiFID authorisation scope) to be included in the AUM calculation?  

Scope of COH definition under IFR

Are pure intermediation transactions processed in name give-up taken into account in the K-COH calculations?

Delta calculation internal models

Is an institution required to obtain competent authority’s permission for delta calculation internal model in the situation when the position in option is being closed back-to-back (additional adjustments of closing position due to daily change of the position being closed) on a weekly basis?

Treatment of an institution’s investments into EU AIF managed by a non-EU AIFM and into closed-ended CIUs

Should not the investment of an institution into a closed-ended CIU which has been marketed in accordance with Article 42 of AIFMD, but is not marketed anymore due to the end of its marketing phase, remain eligible to apply the look-through to the underlying exposures of the CIU, provided the other relevant conditions for looking-through continue to be met?

Treatment of cash on Nostro accounts – i.e., Bank’s cash held by a third party institution acting as a service provider for payment and settlement purposes

Do exposures related to cash on Nostro / correspondent bank accounts (i.e., Bank’s cash held by a third party institution acting as a service provider for payment and settlement purposes) qualify for a 0% risk weight (equivalent to cash and cash balances at central banks) in both Standardized and IRB approach according to articles 134(3) and 156 (a), respectively?

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?

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?