EBA · 2022_6383 Rejected question

Interpretation of K-DTF

Regulation
Regulation (EU) No 2019/2033 (IFR)
Article
4, para. 33
Topic
K-factor requirements
Submitted by
Competent authority
Submitted
2022-02-22
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Question

1. Are those transactions executed on behalf of the clients in its own name, as per DTF definition, to be included under K-COH?  2. Furthermore, are transactions pertaining to assets included in K-AUM to be excluded from K-DTF?

Background

1. We have been receiving a series of queries from investment firms requiring further clarification on whether K-DTF captures all the transactions either carried out on its own name and own behalf, as well as those on its own name on behalf of the clients. 2. Another query is whether transactions pertaining to assets included in K-AUM calculation should be excluded from K-DTF.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6383

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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