EBA · 2019_4988 Rejected question

EBA Benchmarking Exercise - C103 - RWA + RWA - RWA ++ RWA --

Regulation
Directive 2013/36/EU (CRD)
Article
78
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Credit institution
Submitted
2019-11-07
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Question

In order to achieve (RWA + RWA - RWA ++ RWA --) to fill in template C103 of EBA Benchmarking Exercise, when we do not have exposure in the previous year, i.e., in the formula when n = 0, which p- value should we consider?

Background

“n” is the number of obligors in a given grade exactly one year before the reference date. However, it can happen that some grades are empty one year before the reference date (e.g. december 2017), but not at the reference data (e.g. in december 2018). Thus the EAD and RWA for those grades are not zero at the reference date and some value of RWA + RWA - RWA ++ RWA – should be reported.”
No answer published yet.

Original source: European Banking Authority, Q&A ID 2019_4988

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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