EBA · 2016_2738 Archive

Format of column 020 (exposure class) in Template 103 of Annex I

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Competent authority
Submitted
2016-05-19
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Regarding the EBA Benchmarking Exercise, in Annex I of the ITS some of the 18High Default Portfolios' are defined covering two exposure classes (Retail - Secured by real estate SME ; Retail - Other SME). In template C 103 column 020 the exposure class is to be reported. The given data point model does not include a value that combines these two exposure classes.

Background

During a trial submission, an institution tried to submit both values separated with a semicolon ( 18x44; x47 19). The submission was rejected with an error. Which value is supposed to be reported for these portfolios? Will there be a change to the data point model or shall for example the exposure class be reported, that makes up the larger part of the given portfolio?

Answer

For portfolios with multiple exposure classes, institutions should report cC020 “Exposure class” of template C 103.00 of Annex III of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) as “not applicable". 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 2016_2738

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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