EBA · 2015_2446 Archive

Requested guidance on usage templates in Annex VII for multiple portfolios

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2015-10-26
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

The template in Annex VII contains a block with information for one portfolio. It is unclear from the instructions whether it is the intention that we fill in one template per portfolio (for worksheets 107 - 110 in the template) or we report all portfolios in one template. Is it also the intention for the IMV's (worksheet 106) to report the fgures for only one portfolio or do we extend the table there to be able to report all portfolios in one overview?

Background

The template provided with the ITS gives tables to fill in for one portfolio. It is unclear from the template and instructions whether we need to complete one template per portfolio or to copy the tables for all portfolios within one spreadsheet.

Answer

The following templates of Annex VII of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) (C 107.02 for VaR and sVaR; C 108.00 for P< C 109.02 and C 109.03 for IRC, C 110.02 and C 110.03 for CT) have to be reported per portfolio. In other words, each portfolio represents a separate worksheet. The specific portfolio, to which the reported information relates, is identified with the portfolio ID.   As for template C 106.00 (IMV), each portfolio has to be reported in a separate row. More detailed information is available in the DPM documentation on the EBA website ( http://www.eba.europa.eu/regulation-and-policy/supervisory-reporting/implementing-technical-standard-on-supervisory-reporting-data-point-model- )   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_2446

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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