EBA · 2015_2407 Archive

Scope of reporting on 11.04.2016

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2015-10-15
Answer provided by
ESAs (EBA, ESMA, EIOPA)
Browse ECB SSM Register → More Q&As on this regulation →

Question

In respect of reporting date 11.4.2016 we are supposed to report only about the details on exposures in 1cHigh Default Portfolios 1d in table C.103. Is it correct to assume that for our submissions in respect of tables C.105.1 1cDefinition of internal models 1d and C.105.2 1cMapping of internal models to portfolios 1d we would also only be required to submit information only in respect of 1cHigh default portfolios 1d, i.e. for the same portfolios as reported about in template C.103?

Background

As in the first reporting year we are required to submit information only about the details on exposures in 1cHigh Default Portfolios 1d in table C.103, we interpret Article 7 Par.1 as requiring to report only information about 1cHigh Default Portfolios 1d in tables C.105.1 1cDefinition of internal models 1d and C.105.2 1cMapping of internal models to portfolios 1d.

Answer

For the reporting of High Default Portfolio data as of 31 December 2015, for templates C 105.01, C 105.02 and C 105.03 of Annex IV of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) only the information related to the portfolio IDs of template C 103.00 of the ITS on benchmarking is requested. DISCLAIMER: The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.

Original source: European Banking Authority, Q&A ID 2015_2407

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

Similar Q&As

Definition of low default portfolios for 2017 supervisory benchmarking exercise: Missing Portfolio ID for exposures assigned to both the exposure class ‘institutions’ and to the sector of counterparty ‘general governments’

Answered 2017-03-24

Template 105.01 filling for LDPs

Answered 2016-06-24

Clarification of the geographical scope of the benchmark portfolios

Answered 2016-06-24

Supervisory Benchmarking Exercise, Annex II, C 102, columns 070 and 080 Counterparty types

Answered 2019-07-26

Reporting of Regulatory High Risk Items in default in C 09.01

Answered 2016-07-29

More Q&As on this topic

Weighted average of the CCF

Answered 2020-11-27

PD-/PD+ for RWA-/RWA+

Answered 2020-11-27

Supervisory Benchmarking Exercise, Annex II, C 102, columns 070 and 080 Counterparty types

Answered 2019-07-26

Supervisory Benchmarking - Alternative risk weight

Answered 2019-07-26

EBA ITS package for 2019 benchmarking exercise (Annex V, section 2, FX instruments)

Answered 2019-07-26

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

Start free trial → Learn more

14-day free trial. No credit card required.