EBA · 2015_2430 Archive

Annex V portfolio clarifications

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Industry association
Submitted
2015-10-20
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Annex V - portfolio 1.12. The October index has not yet been published. Which index should firms use? Annex V - portfolio 1.13. Is the Option expiry date 15 January 2015?

Background

See above

Answer

The portfolios in question of Annex V of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) should be considered as follows.   Portfolio 1.12: The starting date is 15 October 2015 and the maturity date is 15 October 2025. Banks are invited to use the updated index currently available. Banks shall communicate this choice on the text cell in the relative IMV template.   Portfolio 1.13: The option expiry date is 15 January 2016 since it is a 3-month option starting on 15.10.2015   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_2430

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.

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