European Banking Authority Q&A Database

Interpretation of “group headed by the Union parent undertaking” in Article 7 (1)

Directive 2014/59/EU (BRRD) · Art. 7

Assessment of group recovery plans

Directive 2014/59/EU (BRRD) · Art. 6

Meaning of “where relevant” in Article 4

Directive 2014/59/EU (BRRD) · Art. 4

EBA Guidelines to assess the impact of an institution's failure on financial markets, on other institutions and on funding conditions (Article 4 (5))

Directive 2014/59/EU (BRRD) · Art. 4

Clarification to Recital 41

Directive 2014/59/EU (BRRD) · Art. Recital 41

Cooperation, collaboration and assistance of the competent authority to the resolution authority

Directive 2014/59/EU (BRRD) · Art. 3

Definition of branches of institutions that are established outside the Union

Directive 2014/59/EU (BRRD) · Art. 1

Third country resolution proceedings

Directive 2014/59/EU (BRRD) · Art. 2

Interpretation of the requirement of structural separation of the competent (supervisory) and resolution functions

Directive 2014/59/EU (BRRD) · Art. 3

Entity that formally is not a part of public administration as resolution authority

Directive 2014/59/EU (BRRD) · Art. 3

Designation of several authorities as resolution authority

Directive 2014/59/EU (BRRD) · Art. 3

Basis for ex-ante contributions to resolution financing arrangements

Directive 2014/59/EU (BRRD) · Art. 103

Annual Contribution of institutions - determination of the basis for annual contributions and the risk weight / use of CRDIV/CRR terminology

Directive 2014/59/EU (BRRD) · Art. 103

Annual Contribution of institutions - determination of the risk weight / use of indicators

Directive 2014/59/EU (BRRD) · Art. 103

Exclusion of Intragroup Liabilities - General Rule

Directive 2014/59/EU (BRRD) · Art. 103

Client money

Directive 2014/59/EU (BRRD) · Art. 44

De Minimis and weighting for foreign exchange risk

Regulation (EU) No 575/2013 (CRR) · Art. 351, 352

Risk-weighting of Pension Assets

Regulation (EU) No 575/2013 (CRR) · Art. 4, 36, 41

Calculation of exposure values of trade exposures with QCCP in accordance with article 306(1)(a).

Regulation (EU) No 575/2013 (CRR) · Art. 306

Counterparty credit risk add-on for repurchase transactions

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

Credit Risk Mitigation

Regulation (EU) No 575/2013 (CRR) · Art. 197

Applicability of Article 423(1) of the CRR for intermediaries facilitating derivatives clearing between its clients and a CCP

Regulation (EU) No 575/2013 (CRR) · Art. 423

Exemptions from the application of Article 395(1)

Regulation (EU) No 575/2013 (CRR) · Art. 395, 400, 403

Reporting of Counterparties on LE2 and LE3 Templates - connected counterparties

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

Use of ECAI credit assessments for the determination of risk weights

Regulation (EU) No 575/2013 (CRR) · Art. 120,121,138

FINREP – Reporting of accumulated changes in fair value due to credit risk and FINREP sign convention

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

Reporting of secured lending if an institution has no possession of the collateral

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

Excess of deductions from AT1 items over AT1 capital which must be deducted from CET1, but is caused by the impact of transitional arrangements.

Regulation (EU) No 575/2013 (CRR) · Art. 469

Exemption of deduction under transitional arrangements. Calculation of the threshold of Article 470 of Regulation (EU) No 575/2013 (CRR)

Regulation (EU) No 575/2013 (CRR) · Art. 470

Inconsistencies in FINREP validation rules for Allowances and provisions for impaired debt instruments, defaulted guarantees and defaulted commitments (F31.01)

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

Significance of the term ‘without prejudice’ in Article 86 of Regulation (EU) No 575/2013 (CRR)

Regulation (EU) No 575/2013 (CRR) · Art. 86

Basel I floor

Regulation (EU) No 575/2013 (CRR) · Art. 500

Definition of Additional Tier 1 instruments for the purposes of Article 141 of Directive 2013/36/EU

Directive 2013/36/EU (CRD) · Art. 141

When should an external rating be considered as a primary factor determining an internal rating assignment

Regulation (EU) No 575/2013 (CRR) · Art. 143

Recognition of additional credit protection in the regulatory LGD

Regulation (EU) No 575/2013 (CRR) · Art. 143

Definition for short-term letters of credit

Regulation (EU) No 575/2013 (CRR) · Art. 4, 120

Application of volatility haircuts adjusted under Article 285(3) (extended margin period of risk)

Regulation (EU) No 575/2013 (CRR) · Art. 285

Securities borrowing - early termination clause vs HQLA

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

Deduction of direct holdings of CET 1 instruments of FSEs

Regulation (EU) No 575/2013 (CRR) · Art. 45

Reporting of Liabilities against the initial margin and default fund

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

C 45.00 - LEVERAGE RATIO CALCULATION (LRCalc): arithmetic mean of monthly data vs. end of quarter data

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

Disclosure of the Leverage Ratio

Regulation (EU) No 575/2013 (CRR) · Art. 451, 521

Clarification on Leverage Ratio Delegated Act Reporting

Regulation (EU) No 575/2013 (CRR) · Art. ARTICLE 429, 429 bis, 429 ter

Maturity matching

Regulation (EU) No 575/2013 (CRR) · Art. 45, 59, 69

Reduction of CET1 by absorbing losses which are already accounted as loss brought forward

Regulation (EU) No 575/2013 (CRR) · Art. 77, 78

Usage of the internal model for determining the own funds requirements for the specific risk associated with traded debt positions in the advanced method for Credit Valuation Adjustment (CVA) risk

Regulation (EU) No 575/2013 (CRR) · Art. 383

Eligible hedge of Credit Valuation Adjustment (CVA)

Regulation (EU) No 575/2013 (CRR) · Art. 386

Currency in which the information that the institutions report to the competent authorities of the home member State must be submitted, according to art. 415, par.2. (Templates: C.51.00.w, C.51.00.x, C.52.00.w, C.52.00.x, C.52.00.y, C.52.00.z, C.53.00.w, C.53.00.x, C.53.00.y, C.54.00.a, C54.00.w)

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

Statement of Profit or Loss

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

F18 & F19 Commercial Real Estate

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