- Question ID
-
2025_7513
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Transparency and Pillar 3
- Article
-
434
- Paragraph
-
1
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Not applicable
- Article/Paragraph
-
434 / 1
- Type of submitter
-
Credit institution
- Subject matter
-
EBA Mapping Tool Clarification - EU MR3
- Question
-
Template EU MR3 - IMA values for trading portfolios (Row 4/8/12/16)
According to the disclosure instruction (Annex XXX) & Article 455, MR3 will need to include related Internal Model Market Risk elements. However, according to the EBA defined mapping for the above rows, which is mapped to C24.00, some IM elements (e.g. RNIME number) will be missed from the disclosure
- Background on the question
-
Per EBA CRR3 mapping, EU MR3, r4, 8, 12, 16 are mapped to C24.00, which doesn’t cover certain modelling elements (e.g. RNIME number).
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the issue it raises is beyond the remit of the Q&A process and as such it cannot be addressed via a Q&A. The matter it refers to will however be considered for a forthcoming version of the mapping tool.
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. The Q&A process cannot, for example, consider issues which would require changes to the regulatory framework.
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
