EBA · 2025_7459 Rejected question

Reporting of Crypto Assets (C36.00 Template) - Risk Type Coverage

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430, para. 1i
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2025-05-21
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Question

With regards to the reporting of information relating to the Crypto Assets (C36.00 Template), we are required to report a) Crypto-asset exposures to tokenised traditional assets; b) Exposures to asset referenced tokens and c) Exposures to other crypto assets. In terms of scope, should this include both Credit and Market Risk positions OR just Credit Risk?

Background

We note from the template instructions that the request is to provide 'Exposure Values' which are deemed to be relevant to Credit Risk only rather than 'Market Values' (relevant to Market Risk), for the mentioned positions. Instructions are not explicit on the same. We note that a number of technical elements are still being further developed.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7459

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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