- Question ID
-
2022_6650
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - Leverage ratio
- Article
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430
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
- Article/Paragraph
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Annex XI
- Type of submitter
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Credit institution
- Subject matter
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Annex XI - Leverage (template C43)
- Question
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It is not clear from the instructions what exposure amount is expected to be reported for items deducted from capital in the columns dedicated to RWEAs in C43.
- Background on the question
-
According to EBA Q&A 2021_6106 “In order to maintain consistency with regard to the deductions within {C 43.00, r0290, *} between columns {c0010} and {c0020} presenting information on the leverage ratio exposure value as well as {c0030} and {c0040} presenting information on risk weighted exposure amounts, assets that are deducted from own funds but cannot be categorised otherwise should be included in all columns of row {r0290}.” As items deducted from Own Funds do not get a RW assigned to them, it is not clear what risk weighted exposure amount is expected to be filled in in columns 0030 (SA exposure) and/or 0040 (IRB exposure). Could you please clarify what RW is expected to be applied to determine the appropriate RWEAs (e.g., 100%, 1250%) and whether SA or IRB column should be used?
- 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 2022_6477.
- Status
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Rejected question