What exposure value have to be taken into consideration to verify threshold of 10% of total exposures in all exposures classes according to Article 5 (a) (4)? Should the total exposures be taken as reported in row 010 column 010 of template 7 of Annex I as original exposure pre conversion factors? Which institutions should report information on the geographical distribution of exposures by country on template CR GB 1, CR GB 2? Should only those institutions report CR GB 1, CR GB 2 templates whose ‘non-domestic’ exposures are equal or higher than 10% of total exposures?
According to Article 5 (a) (4) of the draft Implementing Technical Standards (ITS) on Supervisory Reporting under the CRR, non-domestic original exposures in all ‘non-domestic’ countries in all exposures classes, are reported in row 850 of template 4 of Annex I and that total domestic and non domestic original exposures are reported in row 860 of template 4 of Annex I. Data reported in 850 and 860 row of template 4 of Annex I refers to own funds requirements for investments firms not for the exposures.