EBA · 2016_2776 Archive

Termination date

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2016-06-08
Answer provided by
ESAs (EBA, ESMA, EIOPA)
Browse ECB SSM Register → More Q&As on this regulation →

Question

1cFor portfolio 1.28, should the scheduled termination dates be 5 years (i.e. December 2020) rather than 4 years 1d and the answer was 1cThe scheduled termination date is 20/12/2020 1d. However, Section 2.7 of Annex V refers to scheduled termination date of 20December 2019. Should the termination date be December 2020?

Background

N/A

Answer

Portfolio 1.28 of Annex V of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) is a Buy Quanto CDS where the scheduled termination date to be used is 20 December 2020. 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_2776

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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