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Cut-off date for the implementation of the adjustment for massive disposals
The last part of the first subparagraph of Article 500 states that "The adjustment referred to in the first subparagraph [(i.e. Adjustment for massive disposals)] may only be carried out until 28 June 2022 and its effects may last for as long as the corresponding exposures are included in the institution's own LGD estimates".
How is 28 June 2022 to be interpreted? Is it a repetition of point (b) of subparagraph 1 (i.e. "the dates of the disposals of defaulted exposures are after 23 November 2016 but not later than 28 June 2022") or it represents the cut-off date by which the adjustment can be estimated?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6174 |
Topic: Credit risk |
Date of submission: 06/09/2021 |
Date of publication: 15/07/2022
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Scope of ASA definition under IFR
Should all of the assets for which an investment firm provides depositary services (under 2011/61/EU Directive) be included in the definition of assets safeguarded and administered (ASA)?
Legal act: Regulation (EU) No 2019/2033 (IFR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_5864 |
Topic: K-factor requirements |
Date of submission: 20/05/2021 |
Date of publication: 15/07/2022
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Early repayment upon a common agreement between the issuer and the subscriber
Is a clause in provisions governing the capital instruments allowing that the parties (issuer and the investor) may mutually agree to have the issuer repay, at any time, but not before five years after the date of issuance, totally or partially, the principal amount of the capital instrument compliant with the eligibility criteria for own funds instruments?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_5720 |
Topic: Own funds |
Date of submission: 05/02/2021 |
Date of publication: 15/07/2022
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Definition of the parameter ρ_kl (option maturity)
How is the parameter “ρ_kl (option maturity)” concretely determined? Does the calculation take place at the level of a single option or at the level of weighted net sensitivity, which may consist of several options?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5645 |
Topic: Market risk |
Date of submission: 07/12/2020 |
Date of publication: 15/07/2022
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Conditions for the usage of the net present value when calculating open positions in each currency and in gold
According to Article 352(3) CRR, which requirements have to be met in order to consider the approach as applied consistently?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5631 |
Topic: Market risk |
Date of submission: 25/11/2020 |
Date of publication: 15/07/2022
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Treatment of non-performing exposures underlying a CIU
Could you clarify if non-performing exposures underlying a CIU should be subject to deductions in accordance with point (m) of Article 36(1) of CRR when using the look-through approach in accordance with Article 132a(1) of CRR or the mandate based approach in accordance with Article 132a(2) of CRR?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5629 |
Topic: Credit risk |
Date of submission: 19/11/2020 |
Date of publication: 15/07/2022
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Leverage Exposure Exclusion for guaranteed parts of Export Credit
Can a qualifying guarantee which meets the conditions of Article 429a(1)(f) only be used to reduce the Exposure of On Balance sheet Export related Credit (i.e. drawn amounts)? or can it also be applied to the Off Balance Sheet exposures related to Export Credits, such as the undrawn portion of an Export related facility?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2020_5627 |
Topic: Leverage ratio |
Date of submission: 18/11/2020 |
Date of publication: 15/07/2022
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Weighted Average Life calculation for Credit Card Receivables without fixed repayment scheme
Can you provide guidance on how to determine the weighted average life and the residual maturity, of credit card exposures where instalments can vary every month from a minimal amount, mainly covering interest, to the full outstanding balance, fully depending on the preferences of the obligor?
Legal act: Regulation (EU) No 2017/2402 (SecReg)
COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2018/08 - Guidelines on the STS criteria for ABCP securitisation
ID: 2020_5532 |
Topic: Simple Transparent and Standardised securitisation |
Date of submission: 05/10/2020 |
Date of publication: 15/07/2022
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Formula to be applied in case of a switch from multiple netting sets to a single netting set
Which formula shall or may be applied in case of a switch from multiple netting sets to a single netting set?
Is it allowed to continue application of Formula 3 on single netting sets,
- if the single netting set is covered by a margin agreement, which allows coverage for multiple netting sets?
- If the singularity of the netting set is just temporary, eg due to the fact that further transactions have been closed or not yet opened?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2020_5482 |
Topic: Credit risk |
Date of submission: 09/09/2020 |
Date of publication: 15/07/2022
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Recognition of deducted items in calculation of own funds requirements for market risk
Are positions in own capital instruments - held for market making purposes and which have been deducted from own funds in accordance with Article 78 CRR in conjunction with Article 28(2) of Regulation (EU) No 241/2014 - still to be considered in the calculation of market risk requirements?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions
ID: 2020_5292 |
Topic: Market risk |
Date of submission: 05/06/2020 |
Date of publication: 15/07/2022
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Real estate inspection for real estate valuation
What does the term 'valuer' mean? In particular, does it mean only a certified person? Will it be in line with the EBA guidelines if the inspection is done by non-certified assistants, sub-assistants, real estate agents, or even the real estate owner (owner takes pictures and sends to valuator)?
Legal act: Regulation (EU) No 575/2013 (CRR)
COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2020/06 - Guidelines on loan origination and monitoring
ID: 2021_6325 |
Topic: Credit risk |
Date of submission: 22/12/2021 |
Date of publication: 10/06/2022
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Clarification of remote payment for dynamic linking
Is a SEPA Credit Transfer (SCT) transaction, whereby a user mobile phone interacts locally via Near Field Communication (NFC) with a merchant payment terminal to initiate the SCT transaction, whereby the user mobile phone does not communicate remotely over a mobile network for this purpose but whereby the payment terminal connects on-line to a payment system and handles the required strong customer authentication (SCA) through this on-line channel, considered an electronic remote payment transaction?
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: 2020_5247 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 12/05/2020 |
Date of publication: 13/04/2022
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ASPSP restricting access for TPPs who embeds the redirect
Do Account Servicing Payment Service Providers (ASPSPs) have the right to block access to payment accounts for a Third Party Provider (TPP) who embeds the ASPSP-provided redirection website in order to provide the Payment Service User (PSU) with a TPP-provided user interface?
Legal act: Directive 2015/2366/EU (PSD2)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2021_6245 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 19/10/2021 |
Date of publication: 13/04/2022
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Payment Initiation Service - Batch payment / bulk payment
Can you apply the PSD2 non-discrimination principle to batch/bulk payment?
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_6236 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 12/10/2021 |
Date of publication: 13/04/2022
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Application of the exemption under Article 10 RTS and EBICS T
Can an Account Servicing Payment Service Provider (ASPSP) consider that it is not applying the Article 10 Exemption under the Commission Delegated Regulation (EU) 2018/389 “at all” where it permits its Payment Services Users (PSUs) to access balances and transactions information through another direct interface (such as Electronic Banking Internet Communication Standard (EBICS) T) with no systematic or daily strong customer authentication (SCA)?
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_6235 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 12/10/2021 |
Date of publication: 13/04/2022
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Re-engineering by TPP of the ASPSP’s redirect API and PSU customer journey
May a Payment Initiation Services Provider (PISP) connect to the dedicated interface of the ASPSP, only to subsequently embed (“screen scrape”) the redirection approach into their own environment, without redirecting the PSU to the ASPSP’s mobile banking app, for authentication?
Are Third-Party Providers (TPPs) allowed to re-engineer the customer journey designed by the ASPSP to the effect that authentication of the PSU will take place in the TPP domain?
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_6044 |
Topic: Strong customer authentication and common and secure communication (incl. access) |
Date of submission: 21/06/2021 |
Date of publication: 13/04/2022
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SCA requirements with dynamic linking for mobile initiated credit transfers (MSCTs)
Can mobile initiated credit transfers (MSCT) solutions whereby a proximity technology (e.g. NFC, QR-code, BLE, etc.) is used for the exchange of payer identification data between the payer’s mobile device and the payee’s payment terminal but a mobile network is used (e.g. by a dedicated app) on the payer’s mobile device for the payer authentication, be considered as a proximity payment whereby strong customer authentication (SCA) may apply without requiring dynamic linking?
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: 2020_5367 |
Topic: Other topics |
Date of submission: 14/07/2020 |
Date of publication: 13/04/2022
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Chief Risk Officer (CRO) Chairman Credit Risk Committee
Supervisors have identified that for some credit institutions located in some EU countries the CRO acts as Chairman of the Credit Committee.
The question is if this set-up can be considered as fully compliant with the applicable regulation to ensure the independence of the risk management function.
Legal act: Directive 2013/36/EU (CRD)
COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2021/05 - Guidelines on internal governance under CRD - repealing EBA/GL/2017/11
ID: 2019_4972 |
Topic: Internal governance |
Date of submission: 30/10/2019 |
Date of publication: 01/04/2022
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Treatment of tax accounts
Can a tax account be treated as a level 1 asset according to Article 10(1)(c) Delegated Regulation (EU) 2015/16, and be included in the liquidity buffer?
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: 2019_4764 |
Topic: Liquidity risk |
Date of submission: 05/06/2019 |
Date of publication: 01/04/2022
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Classification of “Undrawn term loans” under Article 23(1)(b) LCR DA
Where the drawdown of undrawn term loans is gradually disbursed in phases over a certain drawing window and where these drawdowns are contingent to predefined milestones whereby the credit institution has to evaluate whether the milestone is achieved, could these term loans be classified as ‘Undrawn loans and advances to wholesale customers’ according to Article 23(1)(b) of the Commission 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: 2019_4717 |
Topic: Liquidity risk |
Date of submission: 14/05/2019 |
Date of publication: 01/04/2022
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