EU Financial Regulatory Q&A Database

Application of the currency mismatch treatment to self-employed individuals (natural persons carrying out an economic activity) under Article 123a CRR.

Regulation (EU) No 575/2013 (CRR) · Art. 123a

Sectoral classification of UK credit institutions

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

To which vintage bucket under Article 47c CRR should the anniversary date of an exposure’s classification as non‑performing be assigned?

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

Validation rules taxonomy V4.0 C_47.00, C_43.00.a, C_43.00.b, C_43.00.c - v4456_m

Regulation (EU) No 575/2013 (CRR) · Art. v4456_m

Reporting additional leverage ratio exposure amount in accordance with Article 3 CRR in C43.00

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

Pillar 3 Data Hub CONDIS: ITS and reporting framework modelling constraint affecting EU LI1/LI2/CC2

Regulation (EU) No 575/2013 (CRR) · Art. 436

Disclosure – Template EU CQ4: Treatment of cash balances at central banks and other demand deposits

Regulation (EU) No 575/2013 (CRR) · Art. 442

Clarification on validation v3078m under FINREP reporting

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

Reporting guarantees that are received to secure a pool of underlying securitized exposures/securitisation positions in a synthetic securitisation transaction

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

SPV repack transactions

Regulation (EU) No 575/2013 (CRR) · Art. 271

Application of Article 207(2) of the CRR to financial collateral under the counterparty credit risk framework

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

Requirements for the purpose of treating exposures secured by mortgages on immovable property as duly secured from an RWA computation perspective under CRR Article 124(2) of the CRR.

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

LCR treatment of issuances with automatic optionality/knock-out features

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

Reporting of debt securities issued but not yet paid up

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

COREP Additional Liquidity Monitoring Metrics - technical implementation of DPM v4.2 for template C_67.00.a and C_67.00.w - SubCategory "new_CO4" used instead of "new_CO1"

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

Use of credit assessments by ECAIs not in scope of Regulation (EC) No 1060/2009.

Regulation (EU) No 575/2013 (CRR) · Art. 135

US Hard test: adequacy of considering US charge-off rates corresponding to loss rates for exposures secured by residential property or commercial immovable property situated within the territory of the US

Regulation (EU) No 575/2013 (CRR) · Art. 199

Calculation of Ideosyncratic and Systematic Risk

Regulation (EU) No 575/2013 (CRR) · Art. 384

Threshold exemptions from deduction from Common Equity Tier 1 items – Reporting within CoRep C 07.00

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

Definition of ‘demand deposits’ for FINREP reporting

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

Appropriate reporting of unconditionally cancellable commitments (UCCs) subject to transitional arrangements of Article 495d in CR SA (COREP C_07.00)

Regulation (EU) No 575/2013 (CRR) · Art. 495d

C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) – Col 0090 - Instruction Clarification

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

Application of the SME definition in specific cases

Regulation (EU) No 575/2013 (CRR) · Art. 5

Exposure to credit institutions in the form of derivative contracts

Regulation (EU) No 575/2013 (CRR) · Art. 129

Disclosure of liquidity requirements - NSFR - LIQ2. Periodic data to be disclosed in the Disclosure Period

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

Clarification on column a) "Total exposures", CR7-A Template

Regulation (EU) No 575/2013 (CRR) · Art. 453

Exclusion of back-to-back positions from RRAO

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

AIRB combined with Financial Collateral Comprehensive Method

Regulation (EU) No 575/2013 (CRR) · Art. 223

Calculation of the SME supporting factor for off-balance-sheet exposures

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

Eligibility as collateral under article 207(2) of secured notes designed specifically to remove any material positive correlation between the value of the note and the credit quality of its issuer.

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

Exposures to institutions waived from individual capital requirements according to article 7 CRR, under Credi Risk Standarised Approach

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

Sources for external classification that is commonly used in the market for grouping issuers by sector, for the purpose of CRR Article 325ah.

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

Definition of Net defined benefit assets [Carrying amount] in F44.01

Regulation (EU) No 575/2013 (CRR) · Art. Annex V. Part 2.308

ESG P3 - Template 1 - Reporting of column k (GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company-specific reporting)

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

Treatment of bridge financing in the calculation of the risk weight (RW)

Regulation (EU) No 575/2013 (CRR) · Art. 132c

ASF factors for Additional Tier 1 items as wells as Tier 2 items and other capital instruments maturing between 6 month and 1 year

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

Reporting of COREP_OF C10.00 template

Regulation (EU) No 575/2013 (CRR) · Art. 92

Instructions for Row 0080 COREP template C 07.00

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

Annex XI, INSTRUCTIONS FOR REPORTING ON LEVERAGE, Derivative cash collateral exposure reporting in C43 template

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

Maturity floor for SFT transactions under a master netting agreement that does not fulfill the enforceability criteria of CRR Article 206.

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

Treatment of wholesale term deposits with early withdrawal penalty clauses for maturity ladder purposes

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

Applying risk weight in accordance with Article 235(3) of CRR3

Regulation (EU) No 575/2013 (CRR) · Art. 235

Scope of Subordinated Debt Exposures under Art. 128 (1)(c)

Regulation (EU) No 575/2013 (CRR) · Art. 128

C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) - Template Dimensions - Row 0130 / Column 0050

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

Multilateral development banks classification for the purpose of article 325ah

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

Retained covered bonds not used for funding – F35.00

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

C 02.00 - OWN FUNDS REQUIREMENTS (CA2) - CoRep S-TREA Allocation in Col 0020

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

DPM 4.0 - Correctness of identical cells for C 08.01.c

Regulation (EU) No 575/2013 (CRR) · Art. 157

XBRL Modelisation of FICOD REPORTING L0600

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

Reporting of the Application of Article 465(5) of CRR in template C 10.00

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