European Banking Authority Q&A Database

Perfectly matched back-to-back bought and sold options under market risk capital requirement - sensitivities-based method for calculating the own funds requirement.

Regulation (EU) No 575/2013 (CRR) · Art. 325e

Template 8 – GAR (%)

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Taxonomy 3.2: Is the validation rules v6576_s consistent for fair-value in short position disclosed in the cell C32.03, row 0010, 0020 and 0030, columns 0220 ?

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

Components included in total gross annual earnings used for the calculation of gender pay gap

Directive 2013/36/EU (CRD) · Art. 75

Simple Transparent and Standardised securitisation

Regulation (EU) No 575/2013 (CRR) · Art. 243

Card data (PAN) to be returned in AISP calls

Directive 2015/2366/EU (PSD2) · Art. 67

Identify when EMD2 needs to be applied to vouchers/gift cards issued by an electronic money institution.

Directive 2009/110/EC (EMD) · Art. 2 and 3

Payment account

Directive 2015/2366/EU (PSD2) · Art. 18

The definition of payment services and in particular the definition of execution of payment transaction in relation to netting centers

Directive 2015/2366/EU (PSD2) · Art. 4

Exclusion of cash withdrawal services from PSD2

Directive 2015/2366/EU (PSD2) · Art. 3

Unterstützungsfaktor für Infrastrukturprojekte - Supporting factor for infrastructure projects

Regulation (EU) No 575/2013 (CRR) · Art. 501a

Breakdown of currencies to be reported

Regulation (EU) No 575/2013 (CRR) · Art. 448

Revocation of ASPSP's Exemption from the Contingency Mechanism due to Prolonged Service Disruption

Directive 2015/2366/EU (PSD2) · Art. n.a.

Treatment of two-leg derivatives with respect to rate type and currency

Regulation (EU) No 575/2013 (CRR) · Art. 488

Criteria for selecting the operations to be included in the calculation of fraud rates for the transaction risk analysis (TRA) exemption

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

Secure corporate payment processes and protocols and inactivity time period

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

Disclosures in case of lack of label in EPCs

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Alignment of total funding between FINREP F01.02 and COREP C67.00

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

Maturity weighting of gross JTD amounts to calculate net JTD amounts

Regulation (EU) No 575/2013 (CRR) · Art. 325x

What amount to be reported for repos and reverse repos in NSFR?

Regulation (EU) No 575/2013 (CRR) · Art. Draft ITS on supervisory reporting requirements for institutions under Regulation EU No 575/2013 Annex XIII

Annex XI, INSTRUCTIONS FOR REPORTING ON LEVERAGE, C43 template {0040;0020} & {0050;0020}

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

List of IEA Sectors in Column a vs List of IEA Sectors in the EBA3.3 Annotated Table Layout for ESG

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Template 5 - Reporting of gross carrying amount of exposures sensitive to chronic, acute, chronic and acute climate change events

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Template 9.1 – Mitigating actions: Assets for the calculation of BTAR

Regulation (EU) No 575/2013 (CRR) · Art. 449a

F 46 EBA_v1226

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

PISP’s access to payable charges applied by the ASPSP on the PSU’s initiated payment via the ASPSP’s dedicated interface

Directive 2015/2366/EU (PSD2) · Art. 66

Payee-initiated transactions with irregular period or variable amounts for account payments.

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

Level of application of permissions for consolidated netting

Regulation (EU) No 575/2013 (CRR) · Art. 325b

Maturity calculation under IRB for undrawn credit facility

Regulation (EU) No 575/2013 (CRR) · Art. 162

Mobile Banking Services and SCA in the same app

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

Fraud reporting

Directive 2015/2366/EU (PSD2) · Art. 96

Alternative arrangements for variable remuneration in investment firms

Directive (EU) 2019/2034 (IFD) · Art. 32

MREL-REPORTING OF THE IMPACT OF GENERAL PRIOR PERMISSION

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

Template C 14.00 column 0287 & Template C 14.01, column 0362

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

Calculation of the LTV ratio in FinRep

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

LCR treatment of open maturity reverse repos which can be terminated at any point in time

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

Vega and curvature risk requirements for positions in instruments without exercisable optionality that are sensitive to vega risk factors

Regulation (EU) No 575/2013 (CRR) · Art. 325e

Application of the retention requirements to situations where the retained exposure is transferred to a third-party after losses associated with the relevant exposure

Regulation (EU) No 2017/2402 (SecReg) · Art. 6

Risk retention obligation in case of voluntary liquidation of an Alternative investment fund (“AIF”) acting as retention holder under Article 6(3) of the Securitisation Regulation

Regulation (EU) No 2017/2402 (SecReg) · Art. 6

Template 2 - EBA val rules and Column 0160 Of which level of energy efficiency EP score in kWh_m of collateral estimate

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Template 3: Banking book - Indicators of potential climate change transition risk: Alignment metrics

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Template 1 - exposures towards companies excluded from EU Paris-aligned Benchmarks

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Reference of the cells and reports layouts to use for the public disclosures (NOT the XBRL reporting)

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Loan collateralized by commercial/residential immovable property in CRR Pillar 3 Template 2 and Template 5

Regulation (EU) No 575/2013 (CRR) · Art. 434a

Template C 14.00 - Validation rule v11661_m - ({C 14.00, c0231} >= {C 14.00, c0251}) or ({C 14.00, c0265} >= {C 14.00, c0251}) - If value missing (but table prerequisites met) “treat as zero/empty string”, Template C 13.01 – Validation rule v7430_m - {c0710} = {c0720} + {c0740} + {c0760} + {c0830} + {c0850}

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

C14.00 - v7364_m - Type of Assets (column 0160)

Regulation (EU) No 575/2013 (CRR) · Art. 243

Other assets/liabilities in the context of NSFR templates (C 80.00 and C 81.00)

Regulation (EU) No 575/2013 (CRR) · Art. 427, 428

Permission to reduce AT1, Tier 2 or eligible liabilities instruments and deduction rules in the context of a liability management exercise without replacement.

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

Sum of breakdowns in Template 1 (financed emissions)

Regulation (EU) No 575/2013 (CRR) · Art. 449a

Template 3: Banking book - Indicators of potential climate change transition risk: Alignment metrics

Regulation (EU) No 575/2013 (CRR) · Art. 449a