Please confirm that the sum of all the collateral values of all the collateral types of all exposures of a given counterparty should be provided?
Remark: this sum will be split between the types of risk where relevant according to the corresponding counterparty codes of the given counterparty.
Another approach could be to provide the collateral value of the most important collateral type used for all the exposures of the considered counterparty
In column 120 of template C 101.00 of Annex III to Regulation (EU) 2016/2070 (ITS on Supervisory Benchmarking), the sum of the collateral values for all collateral types attributable to the exposures to the respective counterparty shall be reported. Collateral values shall be split to match the split of exposures according to the classification criteria defined in Annex I of the ITS on Supervisory Benchmarking (e.g. split by type of risk).
Update 26.03.2021: This Q&A has been reviewed in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking and continues to be relevant.