EBA · 2023_6704 Final Q&A

COREP v3.2 – C 33.00

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Other
Submitted
2023-01-30
Answered
2023-10-13
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Regulation (EU) 2022/1994 amending the implementing technical standards laid on in Implementing Regulation (EU) 2021/451 changes the direction of the 2nd parenthesis for the period intervals of rows 0170 to 0230, which generates a 'double counting', example below: r0170 [0 –  3M] r0180 [3M –  1Y] r0190 [1Y –  2Y] r0200 [2Y –  3Y] r0210 [3Y –  5Y] r0220 [5Y –  10Y] r0230  [10Y  – more] The periods 3M, 1Y, 2Y, 3Y, 5Y and 10Y would be declared on 2 rows each time.

Background

Divergence in the column intervals between the European Commission version and the version published in the European official journal on December 22, 2022.

Answer

There is a difference in template C33 in the direction of the second parenthesis for the period intervals of rows 0170 to 0230 between the European Commission version of Regulation (EU) 2022/1994 amending the implementing technical standards laid on in Implementing Regulation (EU) 2021/451 published in the European official journal on December 22, 2022 and the version of the said RTS published on the EBA website. The version of the ITS published on the EBA website includes the correct direction of the second parenthesis (open intervals of the second period). However, in the version published in the OJ, the written instruction (Annex II) is clear.

Original source: European Banking Authority, Q&A ID 2023_6704

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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