EBA · 2024_7075 Rejected question

Trading and Banking book positions within a Trading desk

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
325az, para. 2
Topic
Market risk
Submitted by
Consultancy firm
Submitted
2024-04-30
Browse ECB SSM Register → More Q&As on this regulation →

Question

Could an A-IMA eligible Trading desk have trading and banking book positions segregated in different portfolios within the same desk, given that non-trading book positions are carve-out from A-IMA calculations?

Background

Article 325az par. 2 of CRR2 prescribes that all positions in an A-IMA Trading desk should be included in the market risk capital requirements calculation. However, it could be possible that a trading desk holds non trading book positions, such as funding instruments.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7075

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.

Similar Q&As

Client servicing in the definition of the trading book

Answered 2022-04-01

Scope of application of Articles 341 to 344 of Regulation (EU) No. 575/2013 (CRR)

Answered 2013-11-15

Scope of application of Articles 339 and 340 of Regulation (EU) No 575/2013 (CRR)

Answered 2013-11-15

Alternative treatment of the exposure measure: Credit derivatives (protection bought)

Answered 2014-03-21

Positions held by an investment firm on behalf of their clients

Answered 2017-07-07

More Q&As on this topic

Application of Article 207(2) of the CRR to financial collateral under the counterparty credit risk framework

Answered 2026-05-29

SPV repack transactions

Answered 2026-05-29

Exclusion of back-to-back positions from RRAO

Answered 2025-10-31

Sources for external classification that is commonly used in the market for grouping issuers by sector, for the purpose of CRR Article 325ah.

Answered 2025-10-17

Multilateral development banks classification for the purpose of article 325ah

Answered 2025-06-27

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

Start free trial → Learn more

14-day free trial. No credit card required.