Question ID:
2016_2999
Legal Act:
Directive 2013/36/EU (CRD)
Topic:
Supervisory reporting - Supervisory Benchmarking
Article:
78
Paragraph:
2
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
Article/Paragraph:
c120 of C 101.00 of Annex III
Disclose name of institution / entity:
No
Type of submitter:
Credit institution
Subject Matter:
Collateral value
Question:

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.

Background on the question:

Another approach could be to provide the collateral value of the most important collateral type used for all the exposures of the considered counterparty

Date of submission:
17/11/2016
Published as Final Q&A:
24/03/2017
Final Answer:

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).

Status:
Final Q&A
Answer prepared by:
Answer prepared by the EBA.
Note to Q&A:

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.

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