Question ID:
2013_389
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - COREP (incl. IP Losses)
Article:
99
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph:
Annex II part II 1.5, C 04.00/ Memorandum- r 650
Disclose name of institution / entity:
No
Type of submitter:
Credit institution
Subject Matter:
Risk weighted exposures of CET1/AT1/T2 holdings in financial sector entities which are not deducted from the institution's CET1 capital
Question:

Can we exclude from the RWA, the exposures related to the trading book?

Background on the question:

As the RWA is calculated by a model with correlated products, it is not possible to isolate the concerning exposure

Date of submission:
16/10/2013
Published as Rejected Q&A
24/01/2022
Rationale for rejection:

This question has been rejected because the question is not sufficiently clear, or has not sufficiently identified a provision of Regulation (EU) No 2021/451 (ITS on Supervisory Reporting) for which an explanation is merited regarding their practical implementation or application.

Status:
Rejected question
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