Question ID:
2022_6347
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Market risk
Article:
104
Paragraph:
2
Subparagraph:
i
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Not applicable
Article/Paragraph:
N/A
Disclose name of institution / entity:
No
Type of submitter:
Individual
Subject Matter:
Instruments contemplated by Article 104(2)(i)
Question:

Pursuant to Art 104(2)(i) CRR, what is meant by 'options, or other derivatives, embedded in the own liabilities of the institution or from other instruments in the non-trading book that relate to credit or equity risk'. Does that mean capital instruments with embedded optionality like hybrids?

 

Kindest,

Scott

Background on the question:

The CRR3 amendment has included the additional requirements under Art 104.

Date of submission:
27/01/2022
Published as Rejected Q&A
26/07/2022
Rationale for rejection:

This question has been rejected because it is considered that EBA guidance or clarification is not needed with regard to the issue that it raises and because the matter it refers to is related to aspects of the regulatory framework which are not yet in force.

The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts.

For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.

Status:
Rejected question
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