EBA · 2024_7192 Rejected question

C 02.00 OWN FUNDS REQUIREMENTS CA2 - Row 0585

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
CRR3/CRD6, para. 2.2 Annex II - Part II - Capital adequacy
Topic
Own funds
Submitted by
Other
Submitted
2024-09-06
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Question

Hello,   As a bank reporting software company, we would like more information about FRTB.   In the Reporting framework 4.0, for Corep, for the template : C 02.00           OWN FUNDS REQUIREMENTS   CA2 We have a question about the row “0585- 1.3.4 Risk exposure amount for on- and off-balance sheet subject to market risk of entities applying only the Alternative Internal Models Approach (AIMA) or a combination of AIMA and ASA” There is a mention “See MKR AIMA SUM” in the “2.2 Annex II - Part II - Capital adequacy”   But the template “C 95.00     Alternative internal model approach: Summary of own funds requirements            MKR AIMA SUM” is postponed to 2026.   Can we conclude that this row is empty for 2025 ?   Thanks in advance,   Regards

Background

Final Report on amendments to the ITS on Supervisory reporting-CRR3 CRD6
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7192

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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