European Banking Authority Q&A Database

Reporting of loans collateralised by real estate

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting RMBS issued by SSPEs in C51.

Regulation (EU) No 575/2013 (CRR) · Art. 415

Interplay between Article 13a of Commission Delegated Regulation (EU) No 241/2014 as regards the deduction of software assets from Common Equity Tier 1 (CET1) items and Article 37(a) of Regulation (EU) No 575/2013 (CRR)

Regulation (EU) No 575/2013 (CRR) · Art. 36; 37

Operational requirements for holdings of liquid assets

Regulation (EU) No 575/2013 (CRR) · Art. 417

Outflows from other retail deposits

Regulation (EU) No 575/2013 (CRR) · Art. 421, 460

LCR - Treatment of securities borrowing-transactions for non-refinancing-purposes

Regulation (EU) No 575/2013 (CRR) · Art. 425, 460

Scope of "Written Credit Derivatives"

Regulation (EU) No 575/2013 (CRR) · Art. 429, 429a

Usage of SMS for dynamic linking

Directive 2015/2366/EU (PSD2) · Art. 97

Exemption of secure corporate payment processes and protocols

Directive 2015/2366/EU (PSD2) · Art. 98

Aggregated first loss under credit insurance

Regulation (EU) No 575/2013 (CRR) · Art. 213

Calculation of past due days on material credit obligations

Regulation (EU) No 575/2013 (CRR) · Art. 178

Technical past due situation - Factoring

Regulation (EU) No 575/2013 (CRR) · Art. 178

Perform SCA by reusing an element used in an authentication exempted from SCA

Directive 2015/2366/EU (PSD2) · Art. 97

Transport and parking exemption for parking and electric vehicle charging

Directive 2015/2366/EU (PSD2) · Art. 98

Payment Initiation Scope and Trusted Beneficiaries

Directive 2015/2366/EU (PSD2) · Art. 97

Using Trusted Beneficiary Lists to Auto Reject PISP Transactions

Directive 2015/2366/EU (PSD2) · Art. 97

Unlikeliness to pay (UTP) - exit from NP status

Regulation (EU) No 575/2013 (CRR) · Art. 47a

Article 395 CRR – Shadow entities large exposure limits

Regulation (EU) No 575/2013 (CRR) · Art. 395

Strong Authentication

Directive 2015/2366/EU (PSD2) · Art. 97

Ability of static card data to be considered a possession factor?

Directive 2015/2366/EU (PSD2) · Art. 98

SMS OTP and credit card as a two authentication factor

Directive 2015/2366/EU (PSD2) · Art. 97

Criteria for rating transfer

Regulation (EU) No 575/2013 (CRR) · Art. 183

Collateral swap in case of Domestic Central Bank Counterparty

Regulation (EU) No 575/2013 (CRR) · Art. 415

Credit for consumption

Regulation (EU) No 575/2013 (CRR) · Art. 99

Reporting of the Undrawn limits of credit cards and overdrafts in F09.01.1 Off-balance sheet exposures: Loan commitments, financial guarantees and other commitments given.

Regulation (EU) No 575/2013 (CRR) · Art. 99

Netting of cash flows in the C 66.00 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting of cash flows related to ‘forward starting’ transactions in the C 66.00 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Treatment of impediments to the availability of assets and cash inflows in the C 66.00 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting of cash flows related to ‘extraordinary’ and one-off transactions in the C 66.00 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting of interest-related cash flows in the C 66.00 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting of (committed) credit and liquidity facilities in the C 66.01 maturity ladder template

Regulation (EU) No 575/2013 (CRR) · Art. 415

Reporting of ceded assets, that are part of a cover pool, in asset encumbrance.

Regulation (EU) No 575/2013 (CRR) · Art. 100

Need of prior permission to include minority interest arising from Common Equity Tier 1 instruments issued by subsidiaries located in EU member state and third countries in consolidated CET1 capital of parent institutions established in the EU.

Regulation (EU) No 575/2013 (CRR) · Art. 26

EBA validation rule v4859_m: [C 24.00 (c030;040;050;060)] {r100} <= {r030} + {r060} + {r080} + {r090}

Regulation (EU) No 575/2013 (CRR) · Art. 99

Counterparty breakdown - classification based by immediate counterparty

Regulation (EU) No 575/2013 (CRR) · Art. 99

C 70 treatment of multiple currencies

Regulation (EU) No 575/2013 (CRR) · Art. Article 415

Definition of an "exposure" in C 15 instructions

Regulation (EU) No 575/2013 (CRR) · Art. 101

Validation rules v2815_m to v2823_m between FINREP and AE

Regulation (EU) No 575/2013 (CRR) · Art. 99

Use of rating before or after transfer in the calculation of the one-year default rates

Regulation (EU) No 575/2013 (CRR) · Art. 4

Treatment of CIUs in internal model for market risk – possible restrictions

Regulation (EU) No 575/2013 (CRR) · Art. 350

Treatment of CIUs in the standardised approach – Derivatives on CIUs

Regulation (EU) No 575/2013 (CRR) · Art. 350

Exempting foreign currency - denominated required minimum reserves according to Article 493(7) CRR

Regulation (EU) No 575/2013 (CRR) · Art. 493

Incorrect validation rule - deposits guarantee scheme

Regulation (EU) No 575/2013 (CRR) · Art. 99

Weighted average of the CCF

Directive 2013/36/EU (CRD) · Art. 78

PD-/PD+ for RWA-/RWA+

Directive 2013/36/EU (CRD) · Art. 78

Treatment of securitisation Class A notes guaranteed by a Member State

Regulation (EU) No 575/2013 (CRR) · Art. 416

Termination rights – Distinguishing between Guidelines which are directed towards ‘all outsourcing arrangements’ from those that are directed towards ‘outsourcing arrangements for critical and important functions’

Regulation (EU) No 575/2013 (CRR) · Art. 74

Meaning of "the last three twelve-monthly observations" in Articles 315(1) and 317(4) CRR regarding the calculation of operational risk requirements

Regulation (EU) No 575/2013 (CRR) · Art. 315

Recognition for large exposure purposes of a guarantee granted by the central government on an equity exposure

Regulation (EU) No 575/2013 (CRR) · Art. 400, 213

Eligibility of mortgage mandates under Belgian law

Regulation (EU) No 575/2013 (CRR) · Art. 124, 181, 208, 229