EU Financial Regulatory Q&A Database

Structural FX: considering tax effect when calculating maximum open position that can be waived from FX charge

Regulation (EU) No 575/2013 (CRR) · Art. 352

Reporting of significant currencies (> 5%) according to Article 415 (2) (a) CRR

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

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

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

Consideration of default dependencies for MoC C quantification

Regulation (EU) No 575/2013 (CRR) · Art. 179

EBA VR Taxo v3.2.1, Validation rule v11909_m to v11961_m; and v7820_m; v7821_m

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

Capital instruments eligible as Tier 2 Capital

Regulation (EU) No 575/2013 (CRR) · Art. 63

Boundary between the banking book and the trading book

Regulation (EU) No 575/2013 (CRR) · Art. 102

Reporting of marginal deposit facility amounts (overnight deposits with the central bank) in templates C72 and C74.

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

Explanation regarding the term "non-reducible"

Regulation (EU) No 575/2013 (CRR) · Art. 212

Algorithm to calculate the TOP Institution (resp. Shadow Banking) te report in C27 of Large Exposure Report

Regulation (EU) No 575/2013 (CRR) · Art. 394

Reporting of deposit facility (overnight deposits with the central bank) in template C_66.01

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

C_81.00 ASF from capital items and instruments - Tier 2

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

Securities lent under sale accounting (C40 and C43 treatment)

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

Definition of “institution” under Article 148(5) CRR for equity exposures for the use of IRB approach

Regulation (EU) No 575/2013 (CRR) · Art. 148

Reporting of Template C_67.00 including Concentration of Funding by Counterparty.

Regulation (EU) No 575/2013 (CRR) · Art. Article 4(1) of Regulation (EU) No 575/2013

Clarification on treatment of repurchase agreements and reverse repurchase agreement, as well as securities lending/borrowing of the banking book and of the trading book under the counterparty credit risk and the treatment of these same transactions under standardised approach of credit risk.

Regulation (EU) No 575/2013 (CRR) · Art. '271', '92' and '111'

Collateral swaps where the borrowed and lent collaterals are in different currencies

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

Can the reported amount in C76.00 r091, c010 be a negative value?

Regulation (EU) No 575/2013 (CRR) · Art. 416

Regular buy and sell activity between ALM/Treasury departments and internal market making desks (Trading Book)

Regulation (EU) No 575/2013 (CRR) · Art. 104a

Interplay between Articles 49(3) and 72e(5) of the CRR

Regulation (EU) No 575/2013 (CRR) · Art. 49 and 72e

Scope of Article 22(1) CRR

Regulation (EU) No 575/2013 (CRR) · Art. 22

ASF carrying amount of hedge accounted fixed rate debt securities

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

Definition of residential property

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

EGDQ 0364A: Misunderstanding about ITS information in column C80

Regulation (EU) No 575/2013 (CRR) · Art. 242

QUALIFICATION OF INVESTMENT IN FOREIGN TRADING SUBSIDIARY

Regulation (EU) No 575/2013 (CRR) · Art. 352

QUALIFICATION OF INTERNAL TRANSACTIONS AS "STRUCTURAL"

Regulation (EU) No 575/2013 (CRR) · Art. 352

Population of Current Market Values for SFTs which are subject to exposure calculations under Chapter 4

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

Incorrect validation rules related to Funding Plan

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

Validation error v4390_s

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

Back-to-Back in regulatory threshold

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

EBA mapping tool deviation CR7-A column "Total exposures"

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

Display of provision during substitution approaches

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

Traetment of precious metals

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

Opinion to Question 2020_5551, whether an institution is allowed to apply the supporting factor for SMEs and the supporting factor for infrastructure projects simultaneously.

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

EBA validation rules v3900_s and v5693_s

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

Reserves held by the credit institution in a central bank

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

FINREP template F44.03, F44.04

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

Reporting of Counterbalancing capacity (C66.01 of ALMM reporting)

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

Finrep Templates 44.03 and 44.04

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

Validation rule eba_v0315_m working incorrectly in C07 templates in a column 0216 for derivatives

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

Recognition of minority interest of a subsidiary subject to own funds requirements on individual level

Regulation (EU) No 575/2013 (CRR) · Art. 84, 85, 87

European Union Allowances (EUA) as credit risk mitigant

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

Validation rules: v7374_m, v7375_m and v7377_m

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

Leverage - Traditional securitisations under article 244 (recognition of significant risk transfer) that should be included within the scope of article 429a paragraph 1 point m

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

COREP v.3.2, C 08.01

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

Deletion of several columns of COREP reports in Annex I

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

COREP V3.2 – C13.01 – CREDIT RISK: SECURISATION (CR SEC)

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

COREP V3.2 - C 20.00 - MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN THE CORRELATION TRADING PORTFOLIO (MKR SA CTP)

Regulation (EU) No 575/2013 (CRR) · Art. Annex I of COREP

COREP v3.2, C 19.00

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

Reporting of securitisations SWAP transactions in C 14.00 and C 14.01

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