EU Financial Regulatory Q&A Database

Exposures to a third-country credit institution located in United Kingdom

Regulation (EU) No 575/2013 (CRR) · Art. 107

Templates C01 and C04 Validation rule v4811_m

Regulation (EU) No 575/2013 (CRR) · Art. 159

Calculating exposure value to assign risk weight to defaulted items having balance and off-balance sheet part

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

Pillar 3 reporting obligations

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

Validation Rule Asset Encumbrance (v11616_s)

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

Reporting of liquid assets associated with the issuance of covered bonds

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

Reporting of Interest from Central Bank Reserves in ALMM Maturity Ladder C66.01

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

Definition of financial institution and mixed activity insurance holding company

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

validation rules eba_v2822_m and eba_v2823_m

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

Validation rule v7364_m - Securitisation Template C 14.00

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

Validation rule v11873_m - Securitization Template C 14.00

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

Template C 08.01 – Validation rule v10667_m - {C 08.01.a, r0070, c0250} sum({C 08.02, c0110, (rNNN)}) = sum({C 08.02, c0250, (rNNN)} {C 08.02, c0110, (rNNN)})

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

C14.00 - v11661_m - Attachment and Detachment points

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

Minority interests ( COREP & Net Stable Funding Ratio)

Regulation (EU) No 575/2013 (CRR) · Art. 81,84,87

C34.02 - reporting of VM, RC and PFE when EAD is capped for margined business under SA-CCR

Regulation (EU) No 575/2013 (CRR) · Art. 274

Treatment of early repayment of the targeted longer-term refinancing operations (TLTROs)

Regulation (EU) No 575/2013 (CRR) · Art. 422

Treatment of derivative positions in the event of counterparty default

Regulation (EU) No 575/2013 (CRR) · Art. 412

Pillar 3 ESG Template 3 – Decarbonization scenarios

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

Pillar 3 ESG Template 3 – NACE sectors scoping

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

Validation rules and warnings

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

v09816_m, v09818_m, v09820_m, v09822_m, v09824_m - Hedging sets

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

Limits to large exposures to a client or group when part of the customer's or group's exposures are covered by the consent referred to in Article 500a

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

Day One Profit calculations

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

Update of Q&A 2699

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

Validation rule v11873_m

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

Semi-annual reporting on the total amount of exposures to infrastructure project entities acc. to Art 501a (3)

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

Disclosure requirements for non-complex and non-listed institutions

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

Template 3 / Maturity of alignment targets

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

CVA treatment of exposures arising from centrally cleared transactions - indirect clearing flows

Regulation (EU) No 575/2013 (CRR) · Art. 305, 382

Template C.14 - Validation rule v11873_m - {C 14.00, c0230} + {C 14.00, c0240} + {C 14.00, c0250} <= {C 14.00, c0140}

Regulation (EU) No 575/2013 (CRR) · Art. Commission Implementing Regulation (EU) No 451/2021 (as amended)

Template C.14 - Validation rules v11662_m - if (({C 14.00, c0110} != {[eba_RS:x1], [eba_RS:x6]}) and ({C 14.00, c0230} > 0)) then ({C 14.00, c0231} != empty and {C 14.00, c0231} != 1) and v11663_m if (({C 14.00, c0110} != {[eba_RS:x1], [eba_RS:x6]}) and ({C 14.00, c0250} > 0)) then ({C 14.00, c0251} != empty and {C 14.00, c0251} != 0)

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

Large exposures and guarantee received

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

Q&A 2022_6520 F 46 EBA_v1226

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

Deferred tax assets related tax loss due to losses on derivatives in cash flow hedge accounting relationships

Regulation (EU) No 575/2013 (CRR) · Art. 33

jiol;ikoio

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

Exposure excluded from total exposure measure for the calculation of the leverage ratio

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

ALMM - C 70.00 : Report of weekends in template C70

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

ESG P3 - NACE sector breakdown in Pilar III reporting (templates 1 and 5 and, partially 3)

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

Calculation of the NPL ratio for determining F_23.00 to F_26.00 reporting requirements

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

Treatment of corporate debt securities issued by entities that are set up to raise financing for the parent company or group in the LCR liquid asset buffer

Regulation (EU) No 575/2013 (CRR) · Art. Annexes 24 and 25, CRR

Calculation of expected credit losses for guaranteed exposures

Regulation (EU) No 575/2013 (CRR) · Art. 24

v11962_m;v11963_m; v11964_m; v11965_m; v11966_m; v11967_m; v11968_m; v11969_m; v11970_m; v11971_m; v11972_m; v11973_m; v11974_m; v11975_m; v11976_m; v11977_m; v11978_m; v11979_m; v11980_m; v11981_m; v11982_m; v11983_m; v11984_m; v11985_m; v11986_m; v11987_m; v11988_m; v11989_m; v11990_m; v11991_m; v11992_m; v11993_m; v11994_m; v11995_m; v11996_m; v11997_m; v11998_m; v11999_m; v12000_m; v12001_m; v12002_m; v12003_m; v12004_m; v12005_m; v12006_m; v12007_m; v12008_m; v12009_m; v12010_m; v12011_m; v12012_m; v12013_m; v12014_m;

Regulation (EU) No 575/2013 (CRR) · Art. EBA VR Taxo v3.2.1, Validation rule v11962_m up to V12014_m

Template 10

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

Reporting of marginal deposit facility amounts (overnight deposits with the central bank) in template C72.

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

Impacts on Consolidated Group LCR Deposit Categorisation where a Third Country subsidiary utilises a different threshold

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

Pillar 3 ESG Template 7 - Trading book

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

Remuneration policy disclosure regarding Management Bodies of subsidiaries of an EU parent institution

Regulation (EU) No 575/2013 (CRR) · Art. 450

Possibility of treating the amounts deposited on the ECB “Marginal Deposit Facility” as liquidity inflow for determination of the Liquidity Coverage Requirement

Regulation (EU) No 575/2013 (CRR) · Art. 412

Taxonomy 3.2: Are the validation rules v6327_m and v6332_m consistent?

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

Calculation of the CET1 to be used as available stable funding in NSFR

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