EU Financial Regulatory Q&A Database

Derivates splitting

Regulation (EU) No 575/2013 (CRR) · Art. EBA/ITS/2023/03

Admissible values to {C34.06, c0040}

Regulation (EU) No 575/2013 (CRR) · Art. chapter 6

Weighted average repricing date

Regulation (EU) No 575/2013 (CRR) · Art. EBA/ITS/2023/03

Risk retention

Regulation (EU) No 2017/2402 (SecReg) · Art. 6

Adjustment of risk-weighted non-defaulted SME exposures

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

reporting a negative value in C32.01, row 0120, column 0010

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

Regular Way Purchase or Sales Awaiting settlement: distinction between trading date and settlement date according to whether the institution has an agent activity or for its own account

Regulation (EU) No 575/2013 (CRR) · Art. EBA mapping tool V3.0 template EU LR2

Unregistered Partnerships and Sole Traders classification in accordance with the Counterparty Breakdown outlined in FINREP Reporting

Regulation (EU) No 575/2013 (CRR) · Art. Annex 5 of Regulation (EU) 2021/451

FINREP - Validation rules EBA_v12089 on F18.0

Regulation (EU) No 575/2013 (CRR) · Art. Annexe V. Partie 2.220

Validations rules for the GAR - row 290 Housing financing in template 7

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

Validation rule eba_v09286_m

Directive 2013/36/EU (CRD) · Art. EBA VR Taxo v3.2, Validation rule v09286_m

Application of discount scalar (DS) in the calculation of CVA under reduced basic approach described in Article 384(3)

Regulation (EU) No 575/2013 (CRR) · Art. 384

Interaction between Qualified CCPs and Reporting C 07.00/C 08.00

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

Scope of Template 2 restricted to NFCs?

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

Translation of functional currency into presentational currency in FINREP

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

Possible mis-alignment between the Template 7 of Pillar 3 and Template 1 of the EU Taxonomy Article 8 reporting for credit institutions

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

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

High Earner data collections under CRD and IFD – Severance awarded during the financial year

Directive 2013/36/EU (CRD) · Art. 94

High Earner data collections under CRD and IFD – Asset Management Business Line

Directive 2013/36/EU (CRD) · Art. 109

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

DORA Regulation & Applicability to Third-Country Branches

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 2

Definition of financial institution and mixed activity insurance holding company

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

Data collection regarding high earners that are staff in investment firms subject to Article 25 and 34 of Directive (EU) 2019/2034 when the investment firms are part of a group subject to prudential consolidation.

Directive 2013/36/EU (CRD) · Art. 75

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

Determination of the delta factor for K-TCD

Regulation (EU) No 2019/2033 (IFR) · Art. 29

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

materiality of Basis Risk

Directive 2013/36/EU (CRD) · Art. Article 21 of EBA/RTS/2022/09 20 Oct 2022

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 derivative positions in the event of counterparty default

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

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

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

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

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

Validation rule v11873_m

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

Template 3 / Maturity of alignment targets

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

Disclosure requirements for non-complex and non-listed institutions

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