EBA · 2025_7524 Rejected question

Pillar 3 Disclosure - EU OV1 – Row 1 ‘Credit risk (excluding CCR)’ mapping clarification

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
379 / 433 / 434
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2025-07-15

Question

In Template EU OV1, Row 1 "Credit Risk (excluding CCR)", we observe that the current mapping includes the following components from C 02.00: {C 02.00, r0690, c0010} – Other risk exposure amounts minus {C 02.00, r0720, c0010} – Requirements for large exposures minus {C 02.00, r0755, c0010} – Additional RWEA for market risk imposed by supervisor (Art. 110) minus {C 02.00, r0770, c0010} – Additional RWEA for market risk minus {C 02.00, r0780, c0010} – Transitional RWEA for crypto assets (Art. 501d(2))   While this mapping appears to isolate the portion of "Other RWA" not related to market risk, large exposures, or crypto assets, our understanding is that the total reported in row 0690 may still include other risk exposure amounts arising from  non-credit risk categories , such as CCR (e.g. RWA induced by IMM PMA). Given that Row 1 of EU OV1 is intended to reflect  credit risk excluding CCR , we would like to confirm whether including the residual amount from r0690 (after the above deductions) is appropriate, or if this could lead to misclassification of non-credit risk RWA under credit risk.

Background

Clarification on mapping for EU OV1 Row 1, specifically regarding the treatment of "Other RWA" components to be included in this row.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7524

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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