- Question ID
-
2024_7187
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Leverage ratio
- Article
-
274
- Paragraph
-
5
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
- Article/Paragraph
-
n.a.
- Name of institution / submitter
-
Avaloq Evolution AG
- Country of incorporation / residence
-
Schweiz
- Type of submitter
-
Other
- Subject matter
-
Standardansatz für das Gegenparteiausfallrisiko
- Question
-
Guten Tag
Wir haben nun eine Unklarheit bezüglich dem CELEX 32019R0876, Art 274 Abs 5 a) Der Netting-Satz besteht ausschliesslich aus verkauften Optionen.
Frage:
Sind die verkauften Optionen aus Banksicht oder aus Kundensicht gemeint d.h. ist der Kunde short die Optionen oder die Bank ?
Vielen Dank & freundliche Grüsse
Denis MeylanP.S. Das EAD kann auf 0 gesetzt werden, bei einem reinen short Option Portfolio (aus Kundensicht oder Banksicht - darum die Frage).
- Background on the question
-
EAD
- Submission date
- Rejected publishing date
-
- 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. For example, this can be the case where it is considered that the existing regulatory framework is sufficiently clear and unambiguous, or where different practices may be possible but it is not currently necessary to harmonise these further through the Q&A process.
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- Status
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Rejected question