EU Financial Regulatory Q&A Database

Scope of market risk inclusion

Regulation (EU) No 575/2013 (CRR) · Art. 333

C.34.07 invalid validation rule EGDQ_0802 and EGDQ_0803

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

Clarification on the application of the Transparency Directive, particularly Article 13, 1b, and its subsequent sub-points, in the context of synthetic shares

Transparency Directive (TD) Directive 2004/109/EC · Art. ESMA Indicative list of financial instruments that are subject to notification requirements according to Article 13(1b) of the revised Transparency Directive

Requirement for loan agents to register as payment service providers under EU's Second Payment Services Directive 2015/2366 ("PSD2").

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

ESG P3 - Template 1, 5 and 7 disclosure of subsidiaries, joint venture and associates

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

New EBA Validation rules taxonomy 3.2 in C.14.00 CR SEC Details v7364_m consistency

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

Template 3, Climate Change Alignment Metrics

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

on demand and short notice vs. other term loans

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

Applying a credit risk mitigation technique for large exposure purposes

Regulation (EU) No 575/2013 (CRR) · Art. 399

Corep reporting C 34.06 – Top 20 counterparties - validation rule EBA_v10236

Regulation (EU) No 575/2013 (CRR) · Art. 282

Misalignment between table 2 Annex XXXIX and Annex XL

Regulation (EU) No 575/2013 (CRR) · Art. 449a; 435

Treatment of credit institutions from the UK in terms of limits to large exposures

Regulation (EU) No 575/2013 (CRR) · Art. 391

Template 2 - Energy efficiency of the collateral without EPC label

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

Reconciliation between Additional Liquidity? monitoring tools (ALMM) and FINREP

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

Template 4 - Exposures to top 20 carbon-intensive firms

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

Taps on callable Eligible Liabilities

Regulation (EU) No 575/2013 (CRR) · Art. 72c

Treatment of RNIME (Risks not in the model engine) in COREP reporting

Regulation (EU) No 575/2013 (CRR) · Art. 3

Mandatory substitution approach according to Article 403 when applying the CCR exposure value calculation as set out in Sections 3 to 5 of Chapter 6 of Title II of Part Three of Regulation (EU) No 575/2013 (Derivatives and Long Settlement Transactions)

Regulation (EU) No 575/2013 (CRR) · Art. 403

Request for Clarification on Article 28(3) of Regulation (EU) 2022/2554

Regulation (EU) No 2022/2554 (DORA Reg) · Art. 28

ESG P3 - Template 2 and 5 - Sectors to be included for loans collateralized by RRE/CRE

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

rho_delta used for aggregation non GIRR Vega sensitivities

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

Validation rules v11886_m and v11887_m

Regulation (EU) No 575/2013 (CRR) · Art. 430, 452(g)

Template 3, Climate Change Alignment Metrics

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

Automatic cancellation of commitments qualified as unconditionally cancellable commitments (UCC)

Regulation (EU) No 575/2013 (CRR) · Art. 111, 166, Annex I

Software distributors

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA) · Art. On Draft Implementing Technical Standards to establish the templates composing the register of information in relation to all contractual arrangements on the use of ICT services provided by ICT third-party service providers as mandated by Regulation (EU)

Software companies

Regulation (EU) 2022/2554 - The Digital Operational Resilience Act (DORA) · Art. On Draft Implementing Technical Standards to establish the templates composing the register of information in relation to all contractual arrangements on the use of ICT services provided by ICT third-party service providers as mandated by Regulation (EU)

Fair value adjustments that arise as a result of applying fair value hedge accounting

Regulation (EU) No 575/2013 (CRR) · Art. 111, 113 an 166

Exposures for trades at QCCPs (excluding initial margin and default fund contributions)

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

Categorisation of indirect exposures to collateral issuers

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

Whether the derogation under Article 500a(2) CRR should also be recognised in Article 395(5) CRR.

Regulation (EU) No 575/2013 (CRR) · Art. 395

Non-retail and term deposits where a flow is expected within 30 calendar days even if the maturity date is after 30 days

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

CVA hedges in the calculation of UCS

Regulation (EU) No 575/2013 (CRR) · Art. 105

Applicability of the Guidelines of the Committee of European Banking Supervisors on the management of operational risks in market-related activities (12 October 2010)

Regulation (EU) No 575/2013 (CRR) · Art. Not applicable

Definition of elligible capital

Regulation (EU) No 575/2013 (CRR) · Art. 517

Deductions from Common Equity Tier 1 items

Regulation (EU) No 575/2013 (CRR) · Art. 3

Interpretation of "exposures attributable to a central government" set forth in Article 400 (1)(d) of CRR

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

What to report in D 05.00.b - Banking book - Indicators of potential climate change physical risk?

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

Derivates splitting

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

Weighted average repricing date

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

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

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

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

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

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