Question ID
2025_7524
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Transparency and Pillar 3
Article
379 / 433 / 434
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
379 / 433 / 434
Type of submitter
Credit institution
Subject matter
Pillar 3 Disclosure - EU OV1 – Row 1 ‘Credit risk (excluding CCR)’ mapping clarification
Question

In Template EU OV1, Row 1 "Credit Risk (excluding CCR)", we observe that the current mapping includes the following components from C 02.00:

  • {C 02.00, r0690, c0010} – Other risk exposure amounts
  • minus {C 02.00, r0720, c0010} – Requirements for large exposures
  • minus {C 02.00, r0755, c0010} – Additional RWEA for market risk imposed by supervisor (Art. 110)
  • minus {C 02.00, r0770, c0010} – Additional RWEA for market risk
  • minus {C 02.00, r0780, c0010} – Transitional RWEA for crypto assets (Art. 501d(2))

 

While this mapping appears to isolate the portion of "Other RWA" not related to market risk, large exposures, or crypto assets, our understanding is that the total reported in row 0690 may still include other risk exposure amounts arising from non-credit risk categories, such as CCR (e.g. RWA induced by IMM PMA).

Given that Row 1 of EU OV1 is intended to reflect credit risk excluding CCR, we would like to confirm whether including the residual amount from r0690 (after the above deductions) is appropriate, or if this could lead to misclassification of non-credit risk RWA under credit risk.

Background on the question

Clarification on mapping for EU OV1 Row 1, specifically regarding the treatment of "Other RWA" components to be included in this row.

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.

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Status
Rejected question