EBA · 2025_7513 Rejected question

EBA Mapping Tool Clarification - EU MR3

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
434, para. 1
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2025-07-02
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Question

Template EU MR3 - IMA values for trading portfolios (Row 4/8/12/16) According to the disclosure instruction (Annex XXX) & Article 455, MR3 will need to include related Internal Model Market Risk elements.  However, according to the EBA defined mapping for the above rows, which is mapped to C24.00, some IM elements (e.g. RNIME number) will be missed from the disclosure

Background

Per EBA CRR3 mapping, EU MR3, r4, 8, 12, 16 are mapped to C24.00, which doesn’t cover certain modelling elements (e.g. RNIME number).
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7513

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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