EU Financial Regulatory Q&A Database

Netting of Financial Sector Entity (FSE) holdings

Regulation (EU) No 575/2013 (CRR) · Art. 45

Section 3: Delta Plus Approach

Regulation (EU) No 575/2013 (CRR) · Art. 329 (3),352 (6), 358 (4)

French “EU General Fund” instruments issued by Life Insurance companies: Application of Financial Collateral Comprehensive Method and implication for Large Exposures.

Regulation (EU) No 575/2013 (CRR) · Art. 197, 198, 401

Capital increase without the issuance of new shares

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

Cross-gamma impact included in the gamma impact?

Regulation (EU) No 575/2013 (CRR) · Art. 329

v7380_m and v7381_m

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

Credit conversion Factor (CCF) reporting

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

C 14.00 - Consistency of v7667_a

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

Calculation of RWA for assets that are deducted from own funds

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

Netting of DTAs with DTLs for the purposes of the calculation of leverage exposures

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

Credit risk and EBA Clearing instant payment system RT1

Regulation (EU) No 575/2013 (CRR) · Art. Article 113

Independence of the internal control functions

Directive 2013/36/EU (CRD) · Art. 88

v10861_m - G-SII- vs LR-reporting

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

Validation rule eba_v0314_m

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

F 36 - Reporting of rows "Matching liabilities"

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

Population of F13.1 & F13.2 with respect to debt securities issued by third parties

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

NACE use in Pillar III ESG vs FINREP

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

Inclusion of expected loss for equity exposures in calculation of Expected loss amount reducing CET1

Regulation (EU) No 575/2013 (CRR) · Art. 158

Reporting of underlying exposures of a CIU

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

Definition of trading book according to new IFD/IFR

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

Remuneration

Directive 2013/36/EU (CRD) · Art. 92

Determination of the total deposit balance of "all the client's deposit accounts"

Regulation (EU) No 575/2013 (CRR) · Art. 421

Embedded Derivatives under Art 24 (1) CRR versus Art 104 (3)

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

Reclassified non-trading book positions and the fair valued treatment in accordance to Art 105 (1) CRR

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

Validation rule v4135_m

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

Early redemption options

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

v6566_s, v6567_s, v6327_m: FV changes of hedged items in portfolio hedge of IRR

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

Incorrect Mapping Between Pillar III Template EU CR6-A and Corep Template C 08.07

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

PD calibration sample

Regulation (EU) No 575/2013 (CRR) · Art. 180

Mismatch between the instructions for template C 07.00 and the EBA validation rule (v4755_m)

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

Query – Article 262 of CRR

Regulation (EU) No 575/2013 (CRR) · Art. 262

COREP reporting in case of positive impairments for purchased or originated credit-impaired financial assets (POCI)

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

Reporting outflows from covered bonds and asset-backed securities in COREP template C 73.00

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

v6298_m

Regulation (EU) No 575/2013 (CRR) · Art. 366

C08.07: credit risk only?

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

Floors in calculation of RWA- and RWA --

Directive 2013/36/EU (CRD) · Art. 78

Reporting of guarantees/non-financial collaterals in providing further credit risk mitigation for derivatives and SFTs in the credit risk templates C 07.00 / C 08.01

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

Calculation of goodwill included in the valuation of significant investments in insurance undertakings

Regulation (EU) No 575/2013 (CRR) · Art. 37

Reporting of critical external providers in template Z 08.00

Directive 2014/59/EU (BRRD) · Art. 11

Reporting requirement of C34.01

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

Business line mapping of ancillary activities

Regulation (EU) No 575/2013 (CRR) · Art. 318

Concentration risk and own risk hedging

Regulation (EU) No 2019/2033 (IFR) · Art. 36

The potential future exposure of a netting set with bilaterally exchanged collateral

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

Is the RWA capped at EAD amount for IRBA exposures as suggested by SBP validation check v6210

Directive 2013/36/EU (CRD) · Art. 78

Calculation of goodwill included in the valuation of significant investments in insurance undertakings

Regulation (EU) No 575/2013 (CRR) · Art. 37

C34.09 Credit Derivative Exposures – Signage of positive and negative fair values for credit derivatives

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

C34.01 Size of the Derivative Business – Application of validation rule v09805_m

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

Upcoming deals in Liquiity risk reporting

Regulation (EU) No 575/2013 (CRR) · Art. Article 32

Scope of Article 118 CRR - World Food Programme

Regulation (EU) No 575/2013 (CRR) · Art. 118

Article 28 Outflows from other liabilities

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