Supervisory Benchmarking Portfolios (SBP) - Z axes on C 101.00 and C 102.00

There is a misalignment between the DPM and the templates C 101.00 and C 102.00 of Annexes III to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) for the 2017-benchmarking exercise (end-2016 data). The templates of Annex III do not have a z-axis, neither do the instructions provided in Annex IV of the Draft ITS on Supervisory Benchmarking indicate that such a z-axis exists. Taking into consideration that the counterparty code in template C 101.00 respectively the portfolio ID in template C 102.00 of Annex I incorporate already information on the Type of Risk, all counterparties respectively portfolios shall be reported in the sheet for ‘credit risk, counterparty credit risk and free deliveries’ (sheet 010) and the other sheets of templates C 101.00 respectively C 102.00 can be left empty. 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.