EBA · 2018_4247 Final Q&A

Benchmarking - Market risk - instrument specification

Regulation
Directive 2013/36/EU (CRD)
Article
78, para. 2
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Competent authority
Submitted
2018-09-07
Answered
2019-02-01
Answer provided by
ESAs (EBA, ESMA, EIOPA)
Browse ECB SSM Register → More Q&As on this regulation →

Question

In Annex 5, 2019 and subsequent ITS, section 2 Instruments, equity instrument #18, the autocallable product is specified with a 6% coupon, without any memory characteristics. Could you confirm that the product has no memory feature regarding past coupons?

Background

instrument specification: details to be specified

Answer

The submitter should report the Instrument number 18 considering as if it has no memory feature regarding past coupons. 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 2018_4247

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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