EBA · 2017_3142 Archive

Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-02-01
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

The excel workbook C 101.00 and C 102.00 in Annex I contains rules with pattern columns (like geographical area or regulatory approach) and result columns (like portfolio ID or counterparty code). What is about portfolio name? Is it a result column of the portfolio allocation, or a pattern column with addition rule semantics?

Background

What is portfolio name? An additional information for portfolio ID's or counterparty code to cluster the portfolio ID's to groups?

Answer

The column ‘Portfolio name’ (c090) of template C 101.00 of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) is not part of the definition of the counterparties, but provides a link between the counterparties listed in this template and selected portfolios in template C 102.00 of Annex I to the ITS on Supervisory Benchmarking. In template C 102.00 of Annex I to the ITS on Supervisory Benchmarking, the column ‘Portfolio name’ (c020) is used to specify the portfolio content in more detail. Especially for portfolios containing large corporates or the large corporate sample, the information given in c020 narrows down further the scope of the respective portfolios. For example, only exposures to counterparties listed in template C 101.00 of Annex I and identified by the portfolio name ‘Large corporate sample’ should be included in the portfolios identified by the portfolio name ‘Large corporate sample’ in template C 102.00 of Annex I. 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 2017_3142

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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