EBA · 2017_3194 Archive

Supervisory Benchmarking Exercise, Annex II, C 102.00, Columns 150-170 - NACE code, type of exposure, size of exposure

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-02-28
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

How should we report NACE code / Type of Exposure / Size of Exposure in template C 102.00 of Annex I?

Background

It seems that the XLS file is pre-populated with all rows for these three columns in Annex I having “Not Applicable”. Should we assume that no distinction needs to be made between counterparties, with respect to NACE / Exposure Type / Exposure Size when filling out the submission template? (Or should we ignore the pre-populated entries in the template and use the options in the definitions of Annex II pages 10-11?)

Answer

The portfolios to be reported in template C 102.00 of Annex III to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) are those listed in template C 102.00 of Annex I to the ITS on Supervisory Benchmarking. For the 2017-benchmarking exercise (end-2016 data), none of the portfolios is limited in scope by the parameters NACE code, type of exposure or size of exposure. Thus, the portfolios to be reported represent the ‘total’ for those parameters (no breakdown by the parameters NACE code, type of exposure or size of exposure is needed). 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_3194

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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