Question ID:
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Supervisory reporting - Leverage ratio
430 (1)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Annex XI 5 C40.00 (r60;c70)
Disclose name of institution / entity:
Type of submitter:
Credit institution
Subject Matter:
Alternative treatment of the exposure measure: Notional amount

Is the scope of products limited to the scope for calculation of credit equivalent (without FX contracts < 14 days, without future, written options,… ) or not?

Background on the question:

How can we maintain coherence of the line as there are values sourcing from Credit Risk and Finance with different scopes?

Date of submission:
Published as Final Q&A:
Final Answer:

According to the description in Section 5 of Annex XI of the Regulation (EU) No 680/2014 13 ITS on supervisory reporting of institutionsDraft ITS on Supervisory reporting, the cell {C40.00, r060, c070} provides the notional amount of the contracts listed in Annex II of the Regulation (EU) No. 575/2013 (CRR) i.e. without any exception related to maturity or other circumstances.


*As of 1/8/2014 the content of this answer was modified to reflect the publication of the final ITS on supervisory reporting of institutions in the Official Journal of the European Union. As a result, the references to the ITS were updated and the disclaimer deleted. For reasons of transparency, revisions are highlighted in track changes.

Final Q&A
Answer prepared by:
Answer prepared by the EBA.