EBA · 2023_6898 Rejected question

Interaction between Qualified CCPs and Reporting C 07.00/C 08.00

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting
Submitted by
Credit institution
Submitted
2023-09-28
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Question

Where should institutions report the values of all its trade exposures with QCCP?

Background

Although trade exposures to qualifying CCPs are subject to a standard risk weight of 2% or (4% where applicable) in line with article 306.1.a, it has not been made clear under which CoRep these exposures should be reported. As the applicable risk weights are standard risk weights, it is assumed that the template to be used to report these exposures is the standardised approach to Capital Requirements (C 07.00) CoRep.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6898

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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