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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.

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List of Q&A's

Weighting of EVE gains of domestic currency by a factor of 50% when calculating the aggregate EVE change for each interest rate shock scenario

When calculating the aggregate EVE change for each interest rate shock scenario, should EVE gains of the domestic currency (i.e. EUR in most cases) be weighted by a factor of 50% or should such gains be weighted by a factor of 100%?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities
  • ID: 2020_5419
  • Topic: Supervisory review and evaluation (SREP) and Pillar 2
  • Date of submission:
  • Published as final Q&A: 11/02/2022

Credit claims in liquidity stress test buffer

Are credit claims eligible for the liquidity buffer (counterbalancing capacity) if they are not already pledged with the central bank? In particular, would the credit claims originally intended for covered bonds form part of the bank’s pool of collateral for monetary policy credit operations before they become eligible for the counterbalancing capacity (CBC)?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2015_2003
  • Topic: Supervisory review and evaluation (SREP) and Pillar 2
  • Date of submission:
  • Published as final Q&A: 13/04/2018

SREP and combined buffers

Article 104(1)(a) of the Directive 2013/36/EU (CRD) states that competent authorities have the power to require institutions to hold own funds in excess of the requirements set out in "Chapter 4 and Regulation 575/2013", i.e. in excess of the minimum capital requirements set in the CRR plus the capital buffers. Moreover, Articles 129(5), 130(5) and 131(13) of the CRD prevent the use of CET1 capital required per Article 104 to meet any of the buffer CET1 requirements.1) When the competent authorities give to an institution an individualised CET1 capital requirement (so-called SREP requirements or Pillar 1 + Pillar 2 requirements), does this include any potential combined buffer requirements, since any additional requirement per Article 104 should come on top of the requirements imposed by Chapter 4 of the CRD and by the CRR ?2) In particular, if a competent authority changes the systemic risk buffer (SRB) or the other systemically important institutions buffer (O-SIIB) applicable to a bank would this not increase the total Pillar 2 + Pillar 1 requirement of the bank, unless the new Pillar 1 requirement went above the old Pillar 1 + Pillar 2 requirement or unless the competent authority also changed the total SREP requirement of the bank?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2015_2302
  • Topic: Supervisory review and evaluation (SREP) and Pillar 2
  • Date of submission:
  • Published as final Q&A: 26/08/2016

Meaning of Article 79 (b) of Directive 2013/36/EU (CRD)

What should standardised banks do in order to live up to CRD Article 79 (b)? Should standardised banks make their own assessment of the risk weights assigned to unrated counterparts? I.e. If a banking counterpart (institution) in a 0 % risk weight country is unrated and therefore assigned a risk weight of 20 % according to Article 121of Regulation (EU) No 575/2013 (CRR), but an internal assessment shows that other comparable counterparts with a rating get assigned a 50 % risk weight according to Article 120 of CRR, what should the calculating institution do? Should the calculating institution overwrite the 20% with 50 % or should the calculating institution add the difference in risk weighted assets under Pillar II?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2013_249
  • Topic: Supervisory review and evaluation (SREP) and Pillar 2
  • Date of submission:
  • Published as final Q&A: 20/12/2013