EU Financial Regulatory Q&A Database

ASF factor for AT1 and T2 capital instruments with residual maturity of a minimum of six months but less than one year

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

DPM 4.0 taxonomy, several validation rules are not correct

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

Netting of income and expenses and mutualisation of losses for IPS in the Service Component of the Business Indicator (BI)

Regulation (EU) No 575/2013 (CRR) · Art. 314

Treatment of Net Interest Income Stress Outlier Test (NII SOT) in scenarios where breaches occur due to one-off effects (EBA/RTS/2022/10)

Directive 2013/36/EU (CRD) · Art. 98

Validation rule v8821_m

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 28

v16319_s and v16322_s (IRRBB) – non-negative rule not applicable to derivative rows

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

Template EU MR4 missing from Annex

Regulation (EU) No 575/2013 (CRR) · Art. 15

Register of Information at consolidated level

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA)

Treatment of factoring in LCR and NSFR

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

Exemption from approval for financial holding companies or mixed financial holding companies as per Directive 2013/36/EU (CRD) Article 21a (4) (d)

Directive 2013/36/EU (CRD) · Art. 21a

Subcontracting

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 30

Reporting of retained own issuances in the ALMM C 66.01 maturity ladder template

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

Sign convention on EVE, NII and MV levels in Template J_01.00 and J_02.00

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

Level of EVE, NII and MV under Baseline scenarios reported positive for individual currencies (material or immaterial) in J1 report

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

Premarketing of units or shares of AIFs

Undertakings for Collective Investment in Transferable Securities Directive (UCITS) Directive 2009/65/EC

Non-EU ICT service providers without a LEI - conflicting validation rules

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA)

Reported amount in F09.02 col0010 if overcollateralization can occur

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

Date of Disclosure

Regulation (EU) No 575/2013 (CRR) · Art. 433

Register of Information at sub-consolidated Level

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA)

Validation rules taxonomy V4.0 C08.01 v4770_m

Regulation (EU) No 575/2013 (CRR) · Art. v4770_m

Validation rules taxonomy V4.0 C09.02 v23650_h

Regulation (EU) No 575/2013 (CRR) · Art. v23650_h

Validation rules taxonomy V4.0 C09.02 v6052_m

Regulation (EU) No 575/2013 (CRR) · Art. v6052_m

Validation rules taxonomy V4.0 C08.01 v4769_m

Regulation (EU) No 575/2013 (CRR) · Art. v4769_m

Classification as a “specialised debt restructurer” (SDR) pursuant to Article 36(5) of Regulation No 575/2013

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

Period to comply with the limit referred to in Article 37 regarding concentration risk and exposure value excess.

Regulation (EU) No 2019/2033 (IFR) · Art. 38

Classification as a “specialised debt restructurer” (SDR) pursuant to Article 36(5) of Regulation No 575/2013

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

EBA_v10862 (Type – Warning validation): Assets under custody ({G01.00,r0060,c0010}) should be equal to the value in FINREP ({F22.02,r0060,c0010}).

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

CCF of items (b) and (c) of bucket 5 from 2025 to 2032

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

MiCAR CASP - Best Possible Outcome for the Client

MiCA · Art. Art.78

RWA in COREP C43

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

Identification of the part of the exposure not covered by the lien on the property

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

Regulatory technical standards - subcontracting ICT services supporting critical or important functions

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 30

Validation Rule EBA_v22095 (tab J0200) : Duration

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

Validation rule v22095_h in Reporting Framework 3.5

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

Treatment of two-legs derivatives and validation Rule EBA V16337 (Tab J0200)

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

Internal Model Method

Regulation (EU) No 575/2013 (CRR) · Art. 284

Report charges and rejections

Regulation (EU) 2024/886 (IPR) · Art. IPR report

Computation of the secured part of Non-IPRE according to Art.125(1)

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

Treatment of feature of tranching for mortgage backed securities

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

Finalised Comprehensive List of DORA questions

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA)

Definition on ICT services

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA) · Art. Article 3 (21)

Definition of financial institution under Article 4(1)(26)

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

Definition of ancillary services undertaking under Article 4(1)(18)

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

Remittance date for quarterly iMREL/iTLAC Q1 2025

Directive 2014/59/EU (BRRD) · Art. 2

Mixing approaches (loan-splitting, ETV) for real estate exposures collateralised by multiple immovable properties

Regulation (EU) No 575/2013 (CRR) · Art. 124/125/126

Validation Rule for Marginal Impact of Reintegration of CVA Exemptions

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

Calculating ETV in case of a broken sequence of mortgages

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

Clarifications on the perimeter of templates 2 and 5 Collateralized loans portfolio

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

Applicability of DORA and TFR requirements to VASPs

Directive 2022/2556/EU (DORA Dir) · Art. Regulation (EU) 2023/1113 (TFR) and Regulation (EU) 2022/2554 (DORA)

Reporting framework 4.0 Validation rules release (new format) (Uploaded on 19/12/2024)

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