EBA · 2017_3184 Archive

Content of templates C 105.01, C 105.02 and C 105.03

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-02-27
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

As reporting corresponding to 2016 exercise (and to be submitted before 11 April 2017) is related just to LDP, templates C 105.01, C 105.02 and C 105.03 should include only models with scope of application LDP? That is, is it correct that models with scope of application related exclusively to HDP are not reported in templates C 105.01, C 105.02 and C 105.03 for this second submission?

Background

Article 2 (e) of Regulation (EU) 2016/2070 specifies that the information in templates C 105.01, C 105.02 and C 105.03 is in relation to the name and characteristics of the internal approaches used for the computation of the results provided in templates C 102.00 to C 104.00. As in this second report template C 103.00 is not required as per Article 7 (2), we understand there is no need to include that any model which scope of application does not include exposures reported in template C 102.00 (considering that C 104.00 is no longer required).

Answer

For the purposes of the benchmarking exercise 2017 (end-2016 data), only information on those models which are relevant for the portfolios listed in template C 102.00 of Annex I of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) for the 2017 exercise shall be included in templates C 105.01, C 105.02 and C 105.03 of Annex III of the ITS on Supervisory Benchmarking. Information on models exclusively applied to exposures outside the scope of the portfolios listed in template C 102.00 of Annex I of the ITS on Benchmarking shall not be included in templates C 105.01, C 105.02 and C 105.03. 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_3184

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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