EU Financial Regulatory Q&A Database

Resolution colleges

Regulation 2021/23 - recovery and resolution of central counterparties (CCPRRR)

RSF from contributions to CCP default fund in C80.00

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

Interpretation of ‘ The degree of correlation between the value of the assets relied upon for protection and the credit quality of the obligor shall not be too high.’

Regulation (EU) No 575/2013 (CRR) · Art. 194

Prudential Classification of Repo Transaction

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

Validation rules of templates F 24.01 and F 24.02 specifically EGDQ_0665, EGDG_0666, XBRL v8035_m and XBRL v8052_m. These validations impose that the closing figures of the prior financial year end should tally with the opening figures of the current reporting quarter without allowing for reclassifications or changes of the counterparties’ reporting criteria segregated in F 24.01 and F 24.02, namely collateral type, and SME criteria.

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

Trading desk requirements for Standardized approach perimeter

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

Trading and Banking book positions within a Trading desk

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

Classification of Repo Transaction

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

Scope of issuers required to obtain and transmit to CSDs a valid LEI

Central Securities Depositories Regulation (CSDR) Regulation (EU) No 909/2014- PTR- CSDR · Art. Article 29(1a) of Regulation (EU) No 909/2014 (CSDR), as amended by Regulation (EU) 2023/2845 (CSDR Refit)

Reporting Requirements per type of institution

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

Scope of application of recital 54 of MICAR

Regulation (EU) No 2023/1114 (MiCAR) · Art. article 54 and recital 54

One leg out Multi EMT issuance – legal possibility and related issues

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

Powers of MiCAR authority to obtain the information needed to assess recovery and redemption plans and possible mechanism for exchange of information with the prudential authority

Regulation (EU) No 2023/1114 (MiCAR) · Art. 46, 47, and 55

Liabilities related to the reserve of assets managed by issuers of asset-referenced tokens in case of resolution of the issuer

Regulation (EU) No 2023/1114 (MiCAR) · Art. 36

Provision of external payroll accounting services to an employer

Directive 2015/2366/EU (PSD2) · Art. 4

Template 5 – Total gross carrying amount reported in column B

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

Unrated short term claim/exposure

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

Template 2 – Total gross carrying amount reported in column A

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

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

Lex Specialis NIS2 Directive

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

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

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

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

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

Capital requirements and Investment policy - Articles 47 and 46 of CSDR

Regulation (EU) No 909/2014 (CSDR) - only RTS 2017/390 · Art. 47

EBA Application of validation rules v10665_m

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

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

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

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

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

recognision of own funds

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

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

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

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

Reporting of the collateral and guarantees by loans and advances

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

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

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

Excess of cash as part of reverse repo transaction

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