EBA · 2017_3197 Final Q&A

Annex I Template C101.00 - Sovereigns

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2017-03-02
Answered
2019-07-26
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

Clarifications around which entities to include for those identified by a bloomberg ticker referencing a Sovereign

Background

Annex I Template C 101.00 includes many sovereign entities referenced by the Bloomberg Ticker. Examples below. Can we please confirm if this is intended to capture (a) only exposures directly with the sovereign, or (b) also exposures with central banks, or (c) also exposures with other Government agencies. And if so, should we aggregate the exposures across all Sovereigns / Government Agencies / Central Banks per country and report in one row? Examples of Government Agencies: Ministries of Finance, Departments of Finance, government owned companies (such as utilities, banks etc) Examples of sovereign entities referenced by the Bloomberg Ticker in Annex I template C 101.00: Bloomberg ticker                 Name 1310Z AR Equity                  Argentina 1525Z AU Equity                  Australia 1480Z AV Equity                  Austria 43886Z BD Equity               Bangladesh 111136Z BB Equity             Belgium 1323Z BZ Equity                  Brazil 129225Z BU Equity             Bulgaria PRCH CH Equity                 China 1040Z CP Equity                  Czech Republic 1083Z EY Equity                  Egypt 1000Z ET Equity                  Estonia 223727Z FP Equity              France 3413Z GR Equity                 Germany 1004Z GA Equity                 Greece 1182Z HB Equity                  Hungary

Answer

Each of the entities referenced by a Bloomberg ticker uniquely identifies an entity in Bloomberg. As such, institutions should report the exposures corresponding to these sovereign entities.  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_3197

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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