EBA · 2025_7454 Final Q&A

C 02.00 - OWN FUNDS REQUIREMENTS (CA2) - CoRep S-TREA Allocation in Col 0020

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430, para. 1a
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2025-05-15
Answered
2025-06-13
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

C 02.00 – Row 690/ Col 0020 (Other RWA under S-TREA): If the firm were back testing any models that identified a shortfall, would this necessarily result in the equivalent Fully Standardised RWA needing to be computed, given that the fully standardised position would be driven by rule-based criteria, so in essence captured in the appropriate rows before Row 690 (risk types) already? In addition, for any regulator driven add-ons, again assume the same would be applied.

Background

Treatment of S-TREA (Col 0020) under Other RWA (Row 690) driven by firm backtesting or competent authority (regulator) requirement.

Answer

In template C 02.00 of Implementing technical standard (EU) 2024/3117 (ITS on reporting), there will be no impact on S-TREA (c0020, r0690) for additional RWA due to PMA / model shortfall; as well as competent authority (regulator) driven add ons.

Original source: European Banking Authority, Q&A ID 2025_7454

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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