|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
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
|
|
|
|
Asset encumbrance in the NSFR
How to determine the residual maturity of the encumbrance in a cover pool if it derives from covered bonds with different maturity?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6055 |
Topic: Liquidity risk |
Date of submission: 24/06/2021 |
Date of publication: 30/09/2022
|
|
|
|
Scope of Article 208 CRR
Does Article 208(3)(a) CRR require institutions to monitor property values of all commercial properties on a yearly basis, regardless of whether they can qualify as eligible collateral for credit risk mitigation?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5470 |
Topic: Credit risk |
Date of submission: 27/08/2020 |
Date of publication: 30/09/2022
|
|
|
|
Outflows from deposits in insurance wrappers
Can cash deposits in insurance wrappers be treated like deposits by Personal Investment Companies (PIC) when computing outflows in the LCR?
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_5461 |
Topic: Liquidity risk |
Date of submission: 21/08/2020 |
Date of publication: 30/09/2022
|
|
|
|
Assets requiring stable funding
Where a national competent authority has instructed an institution to hold a pillar 2 liquidity add-on, should the pillar add-on amount be treated as an encumbered asset for the purpose of NSFR reporting?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5272 |
Topic: Liquidity risk |
Date of submission: 21/05/2020 |
Date of publication: 30/09/2022
|
|
|
|
Multilateral Development Banks (MDBs) not listed in Article 117(2) CRR
Should the multilateral development banks (MDB) which are not included in Article 117(2) CRR be treated as institution?
If the head office of that MDB is in a non-equivalent jurisdiction Article 107(3), should the exposure to MDB be treated as corporate?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5164 |
Topic: Credit risk |
Date of submission: 05/03/2020 |
Date of publication: 30/09/2022
|
|
|
|
Recognition of collateral substitution rights in secured funding transactions
Could credit institutions recognise substitution rights on secured funding trades and include any collateral that can be substituted as an unencumbered asset on the reporting date?
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_5148 |
Topic: Liquidity risk |
Date of submission: 03/03/2020 |
Date of publication: 30/09/2022
|
|
|
|
Treatment of FX transactions settled via central settlement counterparties i.e. CLS (The Continuous Linked Settlement foreign exchange settlement system)
Can CLS (as a central settlement counterparty) be treated as a counterparty when netting FX transactions according to Article 21 of the Delegated Regulation (EU) 2015/61?
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_5134 |
Topic: Liquidity risk |
Date of submission: 17/02/2020 |
Date of publication: 30/09/2022
|
|
