EBA · 2024_7008 Question under review

Template C90 at consolidated level

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
325a
Topic
Market risk
Submitted by
Consultancy firm
Submitted
2024-02-16
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Should the threshold template for market risk at the consolidated level, C90, be filled out netting intra-group positions even if one does not have the permission required by Article 325b? Or should it be compiled as the sum of the individual templates in this case?

Background

The article 325b provides that for the purpose of calculating net positions and own funds requirements on a consolidated basis, institutions may use positions in one institution or undertaking to offset positions in another institution or undertaking. However, they are met the conditions in paragraph 2 and 3 and they should have the permission of the competent authorities.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7008

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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