European Banking Authority Q&A Database

Scope of the C 08.07 template

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

Equity exposures and other non-credit obligation assets in C 08.07

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

In template C 34.02, the column Exposure Pre-CRM (column 150) aims to report EAD of all CCR exposures following articles 274 or 281 or 282 (according respective CCR method) and sub-sequent articles defining the effects of margin agreements or aims to report a new EAD value gross of all forms of collaterals and margins included in the margin agreement

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

ESG P3 - Template 5 - Collaterals sub - totals

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

Deduction of eligible liabilities instrument pursuant to Article 32b of RTS on Own Funds and Eligible Liabilities

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

Liability for contribution to resolution funds and deposit guarantee schemes in the form of a payment commitment

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

CRE loans versus Loans collateralised by commercial immovable

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

Possible error in v8116_m

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

Return to non default status

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

Taxonomy 3.0 Validation Rule v3900_s

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

Operational Risk - Refund of interest and fees

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

Deduction of indirect holdings of own funds instruments in insurance and reinsurance undertakings which are subsidiaries of insurance holding company from own funds

Regulation (EU) No 575/2013 (CRR) · Art. 49

Goodwill included in the valuation of significant investments

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

Validation rule v6053_m

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

Classification of loans collateralized by residential and commercial immovable property

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

Regular-way purchases awaiting settlement (EBA Validation rule in C 43.00 LR4 v4448_m)

Regulation (EU) No 575/2013 (CRR) · Art. Regulation (EU) No 876/2019 (CRR2)

Regular-way purchases under trading date accounting and settlement date accounting

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

Own funds instruments in template M 06.00

Directive 2014/59/EU (BRRD) · Art. 45

CET1 available after meeting the entity’s requirements in case of a MPE approach

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

CET 1 Minority Interest Calculation and Forex conversion of non-EU subsidiary’s financial statements

Regulation (EU) No 575/2013 (CRR) · Art. 81, 84

Z 08.00 - Critical Services

Directive 2014/59/EU (BRRD) · Art. 4

P2G ratio in template Z 03.00

Directive 2014/59/EU (BRRD) · Art. 12

Consistency in the treatment of multiple defaults

Regulation (EU) No 575/2013 (CRR) · Art. 144

PISP obligations to conduct CDD

Directive (EU) 2015/849 (AMLD) · Art. 11

Establishment and appointment of a CCP

Directive (EU) 2015/849 (AMLD) · Art. 45

Determination of risk weight for a pass-through SPE exposure with underlying assets where the transaction does not fulfil the conditions for securitisations according to Article 4(1)(61) CRR.

Regulation (EU) No 575/2013 (CRR) · Art. 112, 122 in conjunction with 390 (7)

Application of the NPL ratio

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

ESG P3 - Template 7 Decision tree KPI GAR for Financial Corporation

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

ESG P3 - Template 5 - NUTS codes for geographical areas outside EU

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

ESG P3 - Template 1- financed emissions to objects (PCAF-Standard) instead of counterparties

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

ESG P3 - Template 1- Attribution factor for financed emissions

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

ESG P3 - Template 1- Scope 3 financed emissions including scope 1 and 2 of the counterparty

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

ESG P3 - Scope of application of Article 449a

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

Validation Rule EBA_v10013 breaching

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

Template F 11.4

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

Reporting of (Internet) Savings deposit in template F08.01

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

Template F 22.02: Assets involved in the services provided

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

Financial guarantees received reported in F 09.02

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

COREP C 35 - consistency controls among C 35.01, C 35.02 and C 35.03

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

Clarification of the definition for "residence"

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

FINREP V5686_s: for the rows (080;150) Col. 050 > 0

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

C 24.00: Capital multipliers due to model limitations

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

Template 34.02 - Exposure value post-CRM

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

Obligation to report risk-weighted exposures under SEC-ERBA and under SEC-SA as memorandum items in COREP template C 14.01

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

C 34.08 - Collaterals with haircuts

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

C34.08 report - the collaterals which are related to derivatives, long settlement transactions and SFTs and which are not initial or variation margins should be reported in the Initial margin columns

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

Application of requirements for NPE prudential backstop in connection with the new COREP templates

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

Gross carrying amount of held for trading financial assets in disclosure of non-performing and forborne exposures

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

Purchase of credit receivables as a form of 'granting credits'

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

Exposures in default secured by mortgages on residential property

Regulation (EU) No 575/2013 (CRR) · Art. 124, 127