EBA · 2016_2892 Final Q&A

Clarification of columns 050 and 060 of template C 101.00, Annex I of the Benchmarking exercise.

Regulation
Directive 2013/36/EU (CRD)
Article
78
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2016-09-06
Answered
2017-03-24
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

In ITS-Annex I of the Benchmarking exercise the columns 050 and 060 provide the ISIN code and Bloomberg ticker, respectively. Is the requirement to report only exposures to the instruments specified by the ISIN/Bloomberg ticker or should all exposures to the counterparty be reported?

Background

For example: if the counterparty has been identified based on the LEI code (column 020), should the columns 050 and 060 further restrict the selection to a specific instrument?

Answer

The columns 020, 030, 040, 050, 060, 070 and 080 of C 101.00 of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) aim at identifying the relevant counterparty. All exposures to that counterparty have to be reported in the corresponding row of Annex III to the ITS on Supervisory Benchmarking. 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 2016_2892

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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