EBA · 2015_2537 Archive

EAD Template C 105.01

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Other
Submitted
2015-12-21
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

In Column 040 EAD of template C 105.01 the EAD is required. Is it the entire EAD for the respective internal model on institution level irrespective of portfolios or do we have to calculate the EAD for each portfolio which is assigned to the respective internal model? On reporting date 31.12.2015 these would be the portfolios mentioned in template C 103.00.

Background

N/A

Answer

Column 040 (EAD) of template C 105.01 (Definition of internal models) of Annex III of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) shall refer to the total EAD for the respective internal model used by the institution.  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. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.

Original source: European Banking Authority, Q&A ID 2015_2537

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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