European Banking Authority Q&A Database

Correct reporting in COREP Credit Risk Standardised Approach (CRSA) template of repo / SFT Positions with Cash Collateral CRM Substitution Effects

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

Maturity Bucket of Call Deposits for Large Exposure Reporting

Regulation (EU) No 575/2013 (CRR) · Art. 394

Template C 05.01 column 060 positive or not

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

COREP LE template C 28.00, C29.00

Regulation (EU) No 575/2013 (CRR) · Art. 394

Validation Rule v3688_s (Blocking Rule)

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

Inconsistent validation rules of asset encumbrance templates (F 32.01, F 32.04, F 36.01)

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

Reporting of cash collaterals included in repurchase agreements in F 08.01

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

Reporting of % values in LE reports

Regulation (EU) No 575/2013 (CRR) · Art. 394

Classification of institution in LR5

Regulation (EU) No 575/2013 (CRR) · Art. 430

Derivatives not shown in the Balance Sheet and Derivates shown as Liabilities

Regulation (EU) No 575/2013 (CRR) · Art. 430

Reference period for items reported on a cumulative basis

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

Netting of Exposures arising from CIUs

Regulation (EU) No 575/2013 (CRR) · Art. 348, 350

Gross-up calls on Tier 2

Regulation (EU) No 575/2013 (CRR) · Art. 63

Treatment of negative accrued interests in the credit risk

Regulation (EU) No 575/2013 (CRR) · Art. 34, 105, 111

Definition of low default portfolios for 2017 supervisory benchmarking exercise: Missing Portfolio ID for exposures assigned to both the exposure class ‘institutions’ and to the sector of counterparty ‘general governments’

Directive 2013/36/EU (CRD) · Art. 78

Annex VI, template C 108.00, Definition of P&L

Directive 2013/36/EU (CRD) · Art. 78

Use ‘AND’ or ‘OR’ rule to identify the exposure of the individual counterparties?

Directive 2013/36/EU (CRD) · Art. 78

Clarification on the exclusion of calculation of credit spread portfolio in cases where only approval for general risk of debt instruments is granted

Directive 2013/36/EU (CRD) · Art. 78

Clarification on Type of Facility to be used for Template C 102.00

Directive 2013/36/EU (CRD) · Art. 78

Collateral value

Directive 2013/36/EU (CRD) · Art. 78

Clarification of columns 050 and 060 of template C 101.00, Annex I of the Benchmarking exercise.

Directive 2013/36/EU (CRD) · Art. 78

Interaction between benchmarking and additional capital requirements under Article 458 of CRR

Directive 2013/36/EU (CRD) · Art. 78

Minimum requirements for own funds and eligible liabilities

Directive 2014/59/EU (BRRD) · Art. 45

Interpretation of points (a) and (b) of Article 45a(1)

Directive 2014/59/EU (BRRD) · Art. 45a

Conversion of bail-inable liabilities into other types of capital instruments

Directive 2014/59/EU (BRRD) · Art. 46

Valuation input consisting of a matrix of parameters

Regulation (EU) No 575/2013 (CRR) · Art. 105

Monitoring and evaluation of mortgages in cases of portfolio-wholesale transactions

Regulation (EU) No 575/2013 (CRR) · Art. 125, 208, 229

Calculation of derecognised fiduciary assets

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

Minority interests

Regulation (EU) No 575/2013 (CRR) · Art. 37, 84

Application of Article 159 on the level of total own funds

Regulation (EU) No 575/2013 (CRR) · Art. 159

Prior state aid approval when using resolution tools

Directive 2014/59/EU (BRRD) · Art. 34

Procedural requirements of the sale of business tool with regard to state aid

Directive 2014/59/EU (BRRD) · Art. 39

Interaction between the State aid framework and the application of resolution actions

Directive 2014/59/EU (BRRD) · Art. 34

Eligibility as collateral where securitisation positions are issued by an SSPE belonging to the same group

Regulation (EU) No 575/2013 (CRR) · Art. 207

Treatment of "E-money" in Liquidity Reporting

Regulation (EU) No 575/2013 (CRR) · Art. 411, 427

ECAI ratings

Regulation (EU) No 575/2013 (CRR) · Art. 139

Incentives to redeem of a hybrid instrument with a call for grandfathering purposes

Regulation (EU) No 575/2013 (CRR) · Art. 489

Obligation to carry out analysis and to consult with EBA on planned increase of risk weights before RTS on this matter are finally adopted and published in the Official Journal of the European Union

Regulation (EU) No 575/2013 (CRR) · Art. 124

Distribution by an originator to its shareholders of a participation instrument the pay out of which is directly linked to the net cash flows under the net economic interest retained

Regulation (EU) No 575/2013 (CRR) · Art. 405

Scope of asset value correlation adjustment for regulated entities

Regulation (EU) No 575/2013 (CRR) · Art. 142

Leverage ratio - Add-on calculation for SFT transactions in Financial collateral simple method

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

Interpretation of Article 88(1) and 89(1) BRRD with respect to the scope of resolution colleges for third country institutions or third country parent undertakings

Directive 2014/59/EU (BRRD) · Art. 88, 89

Third country equivalent large financial sector entities

Regulation (EU) No 575/2013 (CRR) · Art. 142

Can third country insurance companies be considered as unregulated financial entities

Regulation (EU) No 575/2013 (CRR) · Art. 142

Credit Risk – treatment of Russian credit institutions

Regulation (EU) No 575/2013 (CRR) · Art. 107

Equivalence of third country supervisory and regulatory arrangements to those applied in the Union

Regulation (EU) No 575/2013 (CRR) · Art. 114

Equivalence of third country supervisory and regulatory arrangements to those applied in the Union

Regulation (EU) No 575/2013 (CRR) · Art. 212

Concept of “secured liabilities”

Directive 2014/59/EU (BRRD) · Art. 44

C 09.04, row 010, column 010 – Exposure value under the standardised approach for relevant credit exposures

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

Mutual agreement to waive the requirement to establish a European resolution college

Directive 2014/59/EU (BRRD) · Art. 89