A confirmation is required about the rules to fill the EBA Benchmarking templates

Could you confirm whether the following interpretation is correct? Fields of Annex I and the relevant values define the benchmarking portfolios (i.e. the portfolio of analysis identified by the portfolio ID). The same exposure can be included in more than one portfolio_id only in case it is clearly specified in the EBA instructions (i.e. refer to Example 1). For all the other fields the values listed in Annex I have to be considered mutually exclusive (i.e. the same exposure cannot be associated to two different values, with the exception of the 'Not applicable' value). For each portfolio id, Institutions have to fill the information contained in Annex III. These information have to be aggregated in case they are defined at a lower level than the relevant portfolio id (refer to Example 2). According to Annex I (template 103) Rating is not a segmentation criteria (not applicable), but in Annex II (template 103) the internal Rating grade shall be inserted. This would mean that: - is not the portfolio_id unique and an artificial further segmentation would be created? - should the rating grade be dependent on the average PD which was calculated for that portfolio? - is the field 'Rating' indeed required also in Annex I (template 103), i.e. the 'Not applicable' value, indicated in Annex I (template 103) is not significant

Example 1: for the field ‘Collateralisation status’ of templates 102, 103, 104, one cluster for each value (a)-(c) has to be created; the exposure for cluster (a), is the sum of the exposures contained in clusters (a.1) and (a.2) Example 2: with reference to template 103, fields such as PD, LGD, Regulatory approach etc.., have to be aggregated according to the rules specified in EBA RTS