EU Financial Regulatory Q&A Database

Definition of 'explicit guarantee arrangements' for the purpose of classification of non-commercial undertakings as public sector entities

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

Unrated short term claim/exposure

Regulation (EU) No 575/2013 (CRR) · Art. 120

Lex Specialis NIS2 Directive

Regulation (EU) No 2022/2554 (DORA Reg) · Art. Recital 16

Fair-valued assets and liabilities excluded because of partial impact on CET1 – Prudential Filters

Regulation (EU) No 575/2013 (CRR) · Art. Article 467/468

DORA compliance contractual template to be provided by the ESA’s for FE’s / ICT providers

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

Intragroup ICT service providers consideration regarding the preliminary assessment of ICT concentration risk.

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA) · Art. Art.1(i) of the ‘Draft RTS to specify the elements that a financial entity needs to determine and assess when subcontracting ICT services supporting critical or important functions’, as mandated by Article 30(5) of Regulation (EU) 2022/2554

Collateral Valuation

Directive 2013/36/EU (CRD) · Art. 74

LCR treatment of a committed facility provided to multiple borrowers

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

EBA Application of validation rules v10665_m

Regulation (EU) No 575/2013 (CRR) · Art. Article 161

ESG P3 - Templates 9.1 and 9.2 Decision Tree KPI BTAR for Financial Corporations

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

Definition of ICT services

Directive 2022/2556/EU (DORA Dir) · Art. 3

Alignment of the GAR Templates 7 and 8 with the templates used by the European Commission

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

Definition of Financial Institution / Third Country Undertakings

Regulation (EU) No 2019/2033 (IFR) · Art. 4

Interaction of the structure of the rating system and homogeneity requirements with conservatism in the application of risk parameters

Regulation (EU) No 575/2013 (CRR) · Art. 170

ESG P3 - Template 5 validation rule v12726_m

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

Non-complex structured deposits

Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Investor Protection and Intermediaries

Applicability of the EUR 500 million-limit when calculating the required stable funding associated with CIUs in NSFR

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

Val rules_v12727_m_for template 7 GAR amount is not aligned with ITS

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

Management of the Trading Book - Active Anti-Fraud Procedures and Controls

Regulation (EU) No 575/2013 (CRR) · Art. 103

Modelling the risk of migration from NMDs to term deposits in the context of the constant balance sheet assumption in the NII SOT.

Directive 2013/36/EU (CRD) · Art. 98

Disclosure of cash collateral received on derivative transactions in C40 template

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

Disclosure of exposures arising from Article 390 (5)

Regulation (EU) No 575/2013 (CRR) · Art. 390

Credit derivatives on CLO in SA-CCR

Regulation (EU) No 575/2013 (CRR) · Art. 280c

Non-applicability of the CRR (Capital Requirements Regulation) regarding OCCPs

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

recognision of own funds

Regulation (EU) No 575/2013 (CRR) · Art. 26 and 28

Can a CASP receive / transmit / execute orders for non-EUR denominated EMTs, whose issuers are not authorised as a credit institution or as an electronic money institution?

Regulation (EU) No 2023/1114 (MiCAR) · Art. 48

Validations rule v12726_m for template 5 Banking book - Indicators of potential climate change physical risk: Exposures subject to physical risk

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

Reporting of the collateral and guarantees by loans and advances

Regulation (EU) No 575/2013 (CRR) · Art. Annex V, Art 174

Excess of cash as part of reverse repo transaction

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

Treatment of repos and reverse repos with the same counterparty

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

Reporting of matching liabilities in AE F36.01 template

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

Metric Amount Weigthted at 50% for Equity AT1 an AT2 between 6 months and 1 Year

Regulation (EU) No 575/2013 (CRR) · Art. CRR: Party 6, Title 4

Taxonomy 3.2: Is the validation rules v4745_s consistent for fair-value in short position disclosed in the cell C09.04, row 0040, columns 0010 ?

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

Regulatory Reporting treatment in COREP of credit risk exposures linked to participated loans

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

Taxonomy 3.2: Is the validation rules v4745_s consistent for fair-value in short position disclosed in the cell C09.04, row 0040, columns 0010 ?

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

Regulatory Reporting treatment in COREP of credit risk exposures linked to participated loans

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

Meaning of “without automatic rollover” in the definition of trade finance

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

The SA exposure class (CRR Art 112) of the exposure amounts with an LTV ratio between 80% and 100%: secured or unsecured?

Regulation (EU) No 575/2013 (CRR) · Art. 112

Fulfilment of “fixed short-term maturity, […], without automatic rollover” for trade finance product bank guarantees (“Guarantee”) in case of a contractually agreed clause between the issuing bank and its client instructing the issuing bank to issue the Guarantee (“Instructing Party”) that allows the issuing bank to effectively exit the risk position within a contractually agreed fixed timeframe

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

Third party access to account attributes

Directive 2015/2366/EU (PSD2) · Art. 66

BTAR Disclosure Requirements

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

Unweighted delta sensitivities in template C91

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

Treatment of inflows from credit facilities in LCR

Regulation (EU) No 575/2013 (CRR) · Art. 425, 460

Direct and indirect applicability of DORA

Directive 2022/2556/EU (DORA Dir) · Art. 2

Calculation of K-COH

Regulation (EU) No 2019/2033 (IFR) · Art. 20

Services of credit bureaus under DORA

Directive 2022/2556/EU (DORA Dir) · Art. 3(21) and 3(19)

Consideration of CDS on itraxx main and itraxx crossover as eligible hedges in SA-CVA

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

Services of credit registers under DORA

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 3

Cross-border Market Jurisdiction

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

The activities of credit bureaus (credit reporting agencies)

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