Question ID
2022_6465
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
430
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
Index I and II
Name of institution / submitter
SAS R&D Pvt. LTD.
Country of incorporation / residence
INDIA
Type of submitter
Consultancy firm
Subject matter
Reporting of underlying exposures of a CIU
Question

As per Article 132a(1) CRR, institutions should do the risk weighting all underlying exposures of the CIU as if they were directly held by those institutions. If underlying exposures are of mix approaches (STD and IRB), then should they be reported on C 07.00 and C 08.x and C 34.x respectively?

Background on the question

According to Article 132a(1) CRR, where the conditions set out in Article 132(3) CRR are met, institutions that have sufficient information about the individual underlying exposures of a CIU shall look through to those exposures to calculate the risk-weighted exposure amount of the CIU, risk weighting all underlying exposures of the CIU as if they were directly held by those institutions.

However, it is unclear where the risk weighted underlying exposures will be reported?

Submission date
Rejected publishing date
Rationale for rejection

 

This question has been rejected because the matter it refers to is in the process of being answered in Q&A 6528.

Status
Rejected question