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Showing 1 - 20 of 33 results.
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Net Stable Funding Ratio (NSFR) calculation by currency for foreign-exchange derivatives contracts

Derivatives contracts as referred in points (a) to (e) of paragraph 2 of Annex II of Regulation...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_4022 | Topic : Supervisory reporting | Date of submission: 26/06/2018
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Totals in Corep - incorrect validation rules

From the taxonomy 2.7.0.1 new approach for reporting of totals on tables with open sheets applie...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3945 | Topic : Supervisory reporting | Date of submission: 29/05/2018
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Column (180) RWA Standardised of templates C 102.00 and C 103.00

According to the Consultation Paper “Draft Implementing Technical Standards amending Commission...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2018_3831 | Topic : Supervisory reporting | Date of submission: 03/05/2018
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Calculation of column 190 (‘Default rate latest year’) of template C103

According to Annex IV, we interpret the formula to derive the quantity ‘Default rate latest year...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3759 | Topic : Supervisory reporting | Date of submission: 09/03/2018
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The validation rule QC_SVB2018_26 could not be matched

To which sector shall the regional goverment be assigned in the report C102, which is treated as...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3742 | Topic : Supervisory reporting | Date of submission: 01/03/2018
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Portfolios containing both defaulted and non-defaulted exposures for columns containing purely non-defaulted exposures

According to Annex IV, C103, the columns 190 and 200 (DR 1yr/5yr) should be reported only for co...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3725 | Topic : Supervisory reporting | Date of submission: 21/02/2018
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Applicabilty EBA answers from previous years (explicitly stating that it was valid only to that year) to this year.

Some EBA answers specifically mention that the response is only valid for the “Supervisory Bench...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2018_3712 | Topic : Supervisory reporting | Date of submission: 14/02/2018
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Annex IV, template C.103, columns 190-200: Default rate definition

Could you please clarify the default rate definition for columns 190-200 of template C.103?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3695 | Topic : Supervisory reporting | Date of submission: 06/02/2018
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EBA Benchmarking Exercise 2018

Identifiication of counterparties provided under Template 101: During this process, we have iden...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3684 | Topic : Supervisory reporting | Date of submission: 30/01/2018
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C 105.2 - Row ID definition

In Template 105.02 the new field “Row Id” is present. Which information is requested for this fi...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
ID: 2018_3677 | Topic : Supervisory reporting | Date of submission: 22/01/2018
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Loss rate calculation approach - default / non-default

Which is the reference date (December 2017 or December 2016) that has to be considered in order...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2018_3676 | Topic : Supervisory reporting | Date of submission: 22/01/2018
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C 102 & C103 – RWA Standardised (c180)

How shall the RWA Standardised (column 180) be reported in template C102 und C103, in case of po...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3625 | Topic : Supervisory reporting | Date of submission: 07/12/2017
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EBA Benchmarking Exercise 2018

We are in the process of verifying and creating the Low and High Default portfolios as per EBA s...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3608 | Topic : Supervisory reporting | Date of submission: 30/11/2017
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Loss rate latest year (c210); amount of credit risk adjustments

According to the instructions, for non-defaulted portfolios, the numerator of the loss rate is d...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3560 | Topic : Supervisory reporting | Date of submission: 13/10/2017
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FINREP (IAS 39)

Validation rule: [F 01.02] {F 01.02, r220, c010} = xsum({F 20.05.b, c030, (r010-030, sNNN)})...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2017_3501 | Topic : Supervisory reporting | Date of submission: 30/08/2017
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Implementation of the validation id - v4927_m

This validation is a part of EBA Validations.xlsx. The rule is "{C 103.00, c010} is in list {Ann...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2017_3423 | Topic : Supervisory reporting | Date of submission: 26/07/2017
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RWA* and RWA**

The identification of the portfolios for which the calculation of RWA* and RWA** should be perfo...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3409 | Topic : Supervisory reporting | Date of submission: 20/07/2017
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Portfolio name

As the values of the Portfolio names are not consistent between the Annex I and the Annex II, wh...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3408 | Topic : Supervisory reporting | Date of submission: 20/07/2017
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Collateral type

Preliminary remark: The column numbers for template 102 of Annex I and Annex II do not correspon...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3407 | Topic : Supervisory reporting | Date of submission: 20/07/2017
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Portfolio IDs

We have observed that the 4 digits numbers of the Large Corporate sample portfolio IDs have been...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3406 | Topic : Supervisory reporting | Date of submission: 20/07/2017
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Showing 1 - 20 of 33 results.
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