Question ID
2017_3142
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
Type of submitter
Credit institution
Subject matter
Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?
Question

The excel workbook C 101.00 and C 102.00 in Annex I contains rules with pattern columns (like geographical area or regulatory approach) and result columns (like portfolio ID or counterparty code). What is about portfolio name? Is it a result column of the portfolio allocation, or a pattern column with addition rule semantics?

Background on the question

What is portfolio name? An additional information for portfolio ID's or counterparty code to cluster the portfolio ID's to groups?

Submission date
Final answer

The column ‘Portfolio name’ (c090) of template C 101.00 of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) is not part of the definition of the counterparties, but provides a link between the counterparties listed in this template and selected portfolios in template C 102.00 of Annex I to the ITS on Supervisory Benchmarking.

In template C 102.00 of Annex I to the ITS on Supervisory Benchmarking, the column ‘Portfolio name’ (c020) is used to specify the portfolio content in more detail. Especially for portfolios containing large corporates or the large corporate sample, the information given in c020 narrows down further the scope of the respective portfolios. For example, only exposures to counterparties listed in template C 101.00 of Annex I and identified by the portfolio name ‘Large corporate sample’ should be included in the portfolios identified by the portfolio name ‘Large corporate sample’ in template C 102.00 of Annex I.

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Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.