EBA · 2023_6740 Rejected question

EBA mapping tool deviation CR7-A column "Total exposures"

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
n.a.
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2023-03-08
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Question

Following EBA ITS 2020/04, the instruction to fullfill CR7-A first column - Total exposures- recommands to disclosure :  "Exposure value (post conversion factors) in accordance with Articles 166 to 167 CRR Exposures shall be disclosed in accordance with the exposure class applicable to the obligor, without taking into account any substitution effects due to the existence of a guarantee."  => According to our understanding, we select EAD post conversion factor before credit risk mitigation (CRM) and not after CRM

Background

Our question follows a question we received from our National competent authority.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6740

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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