EBA · 2022_6650 Rejected question

Annex XI - Leverage (template C43)

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - Leverage ratio
Submitted by
Credit institution
Submitted
2022-12-07
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Question

It is not clear from the instructions what exposure amount is expected to be reported for items deducted from capital in the columns dedicated to RWEAs in C43.

Background

According to EBA Q&A 2021_6106 “In order to maintain consistency with regard to the deductions within {C 43.00, r0290, *} between columns {c0010} and {c0020} presenting information on the leverage ratio exposure value as well as {c0030} and {c0040} presenting information on risk weighted exposure amounts, assets that are deducted from own funds but cannot be categorised otherwise should be included in all columns of row {r0290}.” As items deducted from Own Funds do not get a RW assigned to them, it is not clear what risk weighted exposure amount is expected to be filled in in columns 0030 (SA exposure) and/or 0040 (IRB exposure). Could you please clarify what RW is expected to be applied to determine the appropriate RWEAs (e.g., 100%, 1250%) and whether SA or IRB column should be used?
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6650

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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