EBA · 2023_6707 Rejected question

COREP v.3.2, C 08.01

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Other
Submitted
2023-01-30
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Question

Columns 150- 210 :CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT The addition of the following additional instructions “The reported collateral values shall be capped at the exposures value.”is not consistent with answer of FAQ 2017_3349 which specifies “The amount of collateral taken into account for a specific exposure does not have to be capped at the exposure value of the exposure in question.” Should the amounts of collateral declared be capped at the value of the exposure?

Background

Following the clarifications provided by the EBA in FAQ 2017_3349, it seems to us that the clarifications provided are not consistent with the FAQ.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6707

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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