Pending credit offers

Can pending credit offers (e.g. offers to provide credit to retail clients that have not been accepted yet) qualify as committed credit facilities for the purpose of Article 424 CRR (e.g. Article 424(2) CRR in case of credit offers to retail clients) and Article 31 LCR DA (e.g. Article 31(3) LCR DA in case of credit offers to retail clients), if such pending credit offers would be irrevocable, binding on the creditor and considered "commitments qualifying for the creditor as agreements to lend" for the purpose of the credit risk framework (in particular Annex I of the CRR), in accordance with EBA Q&A 2017_3376?

Applicability of fix amount dividend policy to mutuals, cooperative societies, saving institutions and similar institutions

Is Q&A 4731 applicable to mutuals, cooperative institutions, savings institutions and similar institutions?

Simultaneous applicability of non-deduction exemptions under Articles 48 and 49 CRR regarding equity exposures on insurance holdings where an institution has a significant investment

For an institution that has received permission to apply Article 49(1) CRR, has a significant investment below or equal to the threshold indicated in Article 48(1) and 48(2) (exempted from being deducted from Common Equity Tier 1 according to Article 49(1), are the amounts of holdings in insurance undertakings, to be risk-weighted at 250% according to Article 48(4) and the amounts of such holdings that are above this threshold risk-weighted in line with Article 49(4)?

Calculation of NPV loss in case of (internal) refinancing

Which NPV loss should be taken in order to calculate the NPV loss if the 1% threshold is breached and the forborne loan contract should be placed in default?

Application of Required Stable Funding on the basis of Guarantees Received

Where a loan is made to a non-financial corporate, and the loan is guaranteed by a financial counterparty such that the credit exposure on the loan is viewed by the firm as an exposure to the guarantor (financial counterparty), can the 10% RSF applicable under CRR Article 428v be applied to such a transaction?

Use of UTP triggers when default definition is on facility level

If an obligor has a mortgage loan and other loans (like credit card, private loan, business loans etc.) where definition of default is on the facility level, and the institution has certain obligor level triggers (bankruptcy, death, divorce etc.) and the obligor defaults on his mortgage (due to an obligor level trigger), should there be an automatic cross default on the other loans as well. If the opposite happens, i.e. the obligor defaults on one of the other loans (also due to an obligor level trigger) should the mortgage be defaulted as well?

Excess collateral held by credit institution that can be contractually called at any times by the counterparty

Do we need to consider all future derivatives inflows or only the future derivatives inflows within the 30-day LCR bucket for the calculation of excess collateral?

Issues related to para (89) of the EBA/GL/2017/16 with regards to the calibration procedure of the PD models to be conducted “after taking into account any overrides applied in the assignment of obligors to grades or pools”

With regards to the interpretation of the requirement reported in paragraph (89) of the Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures (EBA/GL/2017/16), is it correct that if a ranking method or overrides policy has changed over time, the institutions cannot “conduct the calibration after taking into account any overrides applied in the assignment of obligors to grades or pools”, because the relevant data is not available (e.g. in case of a model change the rating produced by the new PD model cannot include the override process)? With regards to the interpretation of the requirement reported in par. 89 of the GLs, is it correct that if a ranking method or overrides policy has changed over time, the institutions should “analyse the effects of these changes on the frequency and scope of overrides and take them into account appropriately” in the annual review of estimates framework, once the relevant data becomes available, meaning that the new rating attribution process has been fully deployed and used by the analysts of the Supervised Entity?

Definition of retail deposits which meet conditions from Article 25(2)(d) LCR Amending Act

Which maturity shall be taken into account at assessing if deposit meets the conditions from Article 25(2) (d) of the LCR amending Act, the original maturity of the originally placed fixed-term deposit or the residual maturity of the present fixed–term deposit? What is the meaning of term "originally placed"? Can the deposit meet conditions from this Article if it wasn't originally placed as fixed-term deposit but was later prolonged as fixed-term deposit and will mature in next 30 calendar days?