Search for Q&As

Enquirers can use various factors to search for a Q&A:

  • These include searching by the Q&A ID; legal reference, date submitted, technical standard / guideline, or by keyword if known.
  • Searches can be extended to more than one legal act, topic, technical standard or guidelines by making multiple selections (i.e. pressing 'Ctrl' on your keyboard, and selecting the relevant ones from the drop-down lists by left mouse-click).

Disclaimer:

Q&As refer to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.

Please note that the Q&As related to the supervisory benchmarking exercises have been moved to the dedicated handbook page. You can submit Q&As on this topic here.

List of Q&A's

Incoherent formulae on the validation rule v903250_h

Should the validation rule v903250_h apply to column 0250 of C08.01?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Credit index tranche as securitization?

Should credit index tranches be treated as securitizations for prudential purposes, or as credit derivatives? 

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

Incoherent formulae on the validation rule v0478_m

Should the validation rule v0478_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the control v23086_m

Could you please confirm that the formulae of the control v23086_m needs to be modified?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v23087_m

Could you please confirm that the formulae of the control v23087_m needs to be modified?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v4769_m

Should the validation rule v4769_m apply to columns 0230, 0240, and 0250 of report C08.01?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v0476_m

Should the validation rule v0476_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v0471_m

Should the validation rule v0471_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v0473_m

Should the validation rule v0473_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v0475_m

Should the validation rule v0475_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae of the validation rule v1674_m

Should the validation rule v1674_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae of the validation rule v4786_m

Should the validation rule v4786_m be active?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

The control formula v10664_m lacks sufficient evidential value.

The control rule in place is incompatible with the EBA Filing Rules - section 2.18 on decimal precision requirements. Could these rules be amended?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Risk weight (RW) applicable to defaulted ADC and IPRE-Other exposures

For defaulted ADC and IPRE-Other exposures, should the applicable risk weight (RW) remain 150%, consistent with the RW applied before they become defaulted, or should banks apply the risk weighting rules set out in Article 127(1) of the CRR3?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

Application of the risk weight of 100% to defaulted non-IPRE exposures

For non-IPRE defaulted exposures, is the 100% risk weight (RW) applicable only up to 55% of the property market value (LTV), or up to the full amount of the lien or mortgage value (if lower than the mortgage value)?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

RW applicable to defaulted IPRE exposures

Given that Article 127(2) states that the secured part of a defaulted exposure considers collateral and guarantees eligible for credit risk mitigation under Chapter 4, and that real estate collateral is not regarded as eligible mitigation under the Standardised Approach (SA), while Article 127(3) applies the 100% risk weight only to non-IPRE exposures, should the risk weight (RW) for all defaulted IPRE exposures be determined according to Article 127(1), i.e., based on the level of specific credit risk adjustments?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

SME supporting factor application on PSE exposures secured by immovable properties

Does Article 501 CRR allow application of the SME supporting factor in case (1) solely because of that reassignment to Article 112, point (i), even though the same obligor’s unsecured exposure in case (2) is not eligible?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the control v10667_m

Could you please confirm that items that should be compared are the result of multiplying row by row each c0250 of CR IRB 2 (C08.02) by c0110 of CR IRB 2, and the result of multiplying r0070/c0250 of CR IRB 1 by the sum of c0110 of CR IRB 2?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v23089_m

Could you please confirm that the formulae of the control v23089_m needs to be modified ?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions

Incoherent formulae on the validation rule v0470_m

Is the validation rule v0470_m coherent?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions