EBA · 2021_6322 Rejected question

Approval to exclude IPS exposures from the Leverage Ratio exposure measure.

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
Annex 11, Leverage
Topic
Supervisory reporting - Leverage ratio
Submitted by
Competent authority
Submitted
2021-12-21
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Question

It is not clear from the instructions whether a specific approval from the competent authorities is necessary to exclude IPS exposures from the leverage ratio exposure measure or the approval referred to in article 113(7) of CRR is sufficient.

Background

According to Annex 11 of the ITS on Reporting (Regulation (EU) 451/2021) for row 0251 in C47, this data point shall contain “exposures that can benefit from the treatment laid down in Article 113(7) CRR, provided that all the conditions set out in points (a) to (i) of Article 113(7) CRR are met *and* where the competent authorities have given their approval”. It may be interpreted that the last condition implies that a specific approval is necessary in order to exclude IPS exposures from the leverage ratio exposure measure.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2021_6322

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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