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
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

Submission date
Final publishing date
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.

Disclaimer

The Q&A refers to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.