Question ID
2014_826
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
99
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
C18
Name of institution / submitter
INVOKE
Country of incorporation / residence
FRANCE
Type of submitter
Consultancy firm
Subject matter
Inconsistency between taxonomy and ITS - MKR SA TDI
Question

In the taxonomy it seems that the following cells may be fed for all exposures classes (In the taxonomy the facts are "open" for the cells of the following rows ) : - row 325 column 610 - row 330 column 610 Bu tin the same time for those cells, the ITS clearly says that " It shall only be reported on Total level of the MKR SA TDI ". So based on the ITS some of our customers do not want to give a split by currency for those cells. => May you confirm if the EBA expects or not to receive a breakdown by currency for the following cells? => Do you thing that the ITS or the taxonomy will be updated accordingly?

Background on the question

325 Own funds requirement for securitisation instruments Total own funds requirements reported in column 610 of template MKR SA SEC. It shall only be reported on Total level of the MKR SA TDI. 330 Own funds requirement for the correlation trading portfolio Total own funds requirements reported in column 450 of template MKR SA CTP. It shall only be reported on Total level of the MKR SA TDI.

Submission date
Final publishing date
Final answer

According to the instructions in Annex II of Regulation (EU) No 680/2014 13 ITS on Supervisory Reporting of institutions for the rows 325 and 330 / column 060 of C 18.00 Template (MKR SA TDI), no breakdown by currency is required for these cells as the data has to be reported on the Total level of the template.

 

The DPM and taxonomy will be amended to close the facts corresponding to these data points.

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

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