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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.

List of Q&A's

Calculation of Ideosyncratic and Systematic Risk

In the COREP C25 on CVA, rows 0230 and 0240 demand the ideosycratic and systemic CVA risk. The scope that should be used for this calculation is not clear for us. Should the scope include the 'Memorandum' counterparties (e.g. not financial counterparties) or is this limited towards the 'Transactions in scope of own funds requirements' (e.g. financial counterparties)? 

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

Threshold exemptions from deduction from Common Equity Tier 1 items – Reporting within CoRep C 07.00

Please can we clarify where exposure per article 48 (4), should be reported in COREP Template C 07, Row 0250. The underlying item of investment in question is an Equity investment arising from Trading book primarily assessed for Market Risk; to be more specific, the underlying are CET1 instruments which are in scope for Significant Holding per article 48 (1). Art. 133 is part of Standardised Approach to Credit Risk within Title II of the CRR where all Banking book investments are risk weighted by reading across 48(4) in line with 133(2). While Art. 48 is applicable for both Trading book and Banking book investments, the specific question is the applicability of Article 133(2) for a Trading book Equity Investment and therefore where should such items be reported in COREP C07 Template. EBA's Q&A referred to below is generic in nature.

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)