- Question ID
-
2023_6898
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting
- Article
-
430
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
-
306
- Name of institution / submitter
-
BANCO BILBAO VIZCAYA ARGENTARIA S.A. (BBVA)
- Country of incorporation / residence
-
SPAIN
- Type of submitter
-
Credit institution
- Subject matter
-
Interaction between Qualified CCPs and Reporting C 07.00/C 08.00
- Question
-
Where should institutions report the values of all its trade exposures with QCCP?
- Background on the question
-
Although trade exposures to qualifying CCPs are subject to a standard risk weight of 2% or (4% where applicable) in line with article 306.1.a, it has not been made clear under which CoRep these exposures should be reported. As the applicable risk weights are standard risk weights, it is assumed that the template to be used to report these exposures is the standardised approach to Capital Requirements (C 07.00) CoRep.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the issue it deals with is already explained or addressed in section 3.2 of Annex II to Implementing Regulation (EU) 2021/451 (ITS on Supervisory reporting).
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