Question ID
2016_2902
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
Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
Article/Paragraph
Annex I and Annex II, template C 102.00, column 100
Name of institution / submitter
BaFin
Country of incorporation / residence
Germany
Type of submitter
Competent authority
Subject matter
Clarification of 'Facility Type', regarding the characteristic values 'Other Facilities' (Annex I) and 'Full Risk' (Annex II)
Question

The segmentation criterion 'Facility Type' is used to define the benchmarking portfolios. In Annex I, Template C 102.00 (Definition of Low Default Portfolios), for some portfolios the facility type is 'other facilities'.

The characteristic value 'other facilities' is not defined in Annex II. However, in Annex II, Template 102, 'full risk' is a characteristic value for the segmentation criterion 'Facility Type'.

'Full risk' is not used in Annex I. Is it correct to assign 'full risk' to 'other facilities' and if yes, is it correct to only assign 'full risk' to 'other facilities'?

Background on the question

Inconsistency between Annex I and Annex II concerning segmentation criterion 'Facility Type'.

Submission date
Final answer

The facility type value 'Other facilities' used to define some portfolios in template C 102.00 (Definition of Low Default Portfolios) of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) for the 2017-benchmarking exercise shall be interpreted as the option 'a) Full risk (100%)' described in the instructions on column 100 of template C 102.00 of Annex II to the ITS on Supervisory Benchmarking.

Disclaimer

The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.

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

Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.