EBA · 2022_6434 Rejected question

Floors in calculation of RWA- and RWA --

Regulation
Directive 2013/36/EU (CRD)
Article
78
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Competent authority
Submitted
2022-04-28
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Question

For the purpose of Template C103 institutions shall report RWA- and RWA--. according to the corresponding instructions (Annex IV), RWA- and RWA-- result from the application of PD- and PD-- (instead of the institution’s PD values). For this purpose, shall regulatory PD-floors as defined in Art. 160 (1) and 163 (1) CRR be applied?

Background

Ensure clarity of instructions
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6434

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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