EBA · 2017_3193 Rejected question

[Supervisory Benchmarking Exercise] Annex II, C 102, Column 110 - Filling in for LDPs

Regulation
Directive 2013/36/EU (CRD)
Article
78
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-02-28
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Question

How should we report collateralisation status for secured facilities and collateralised SFT and Derivatives activity?

Background

What collateralisation status should be applied to secured lending facilities – would these be regarded as unfunded or funded credit protection? In cases where we have collateralised SFTs and OTC derivative activity – should these be counted as funded credit protection?
No answer published yet.

Original source: European Banking Authority, Q&A ID 2017_3193

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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