EU Financial Regulatory Q&A Database

Official Q&As published by EBA, ESMA, EIOPA and the ESA Joint Committee. Non-binding but treated as authoritative guidance by national competent authorities across the EU.

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8,811 Q&As matching current filters · page 173 of 177

Incorporation of contributions over full five year time horizon into determination of five year loss rate

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-21

Relevant time period to determine default rate and loss rate

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-21

EAD Template C 105.01

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-21

Incorporation of intra year cures

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-21

Calculation of the value of exposures resulting from the settlement of debt instruments and equities processed through a delivery-versus-payment (DvP) mechanism.

Regulation (EU) No 575/2013 (CRR) · Art. 378

EBA Rejected question

Submitted 2015-12-18

Deposits by Financial Customers

Regulation (EU) No 575/2013 (CRR) · Art. 424

EBA Rejected question

Submitted 2015-12-17

Calculation of ELGD under the Supervisory Formula Method in case of a re-securitisation

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

EBA Archive

Submitted 2015-12-08

Can multiple exemptions be applied to an exposure at the same time?

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

EBA Rejected question

Submitted 2015-12-07

RWA Standardised calculation

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-04

‘Mortgages’ identification

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-12-03

Secured central bank lending and liquidity buffer adjustment

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

EBA Rejected question

Submitted 2015-12-03

Calculation of PD and PD

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-11-23

Use of DGS to finance a transfer covered deposits

Directive 2014/59/EU (BRRD) · Art. 109

EBA Rejected question

Submitted 2015-11-19

COREP form C72

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2015-11-12

Clarifications on HDP benchmarking exercise instructions, templates and portfolios

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-11-09

Clarifications on portfolio specifications & general instructions for Annex V

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-11-09

Requested guidance on portfolio 1.26 – pricing bond XS0516040671

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-27

Requested guidance on usage templates in Annex VII for multiple portfolios

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-26

Market risk benchmarking portfolio 1.18 not fully clear how to book

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-22

Clarifications on portfolio specifications & general instructions for Annex V

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-21

Annex V portfolio clarifications

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-20

Reference to paragraph 8 in Article 41 (9)

Directive 2014/59/EU (BRRD) · Art. 41

EBA Rejected question

Submitted 2015-10-20

Corporate Treasury Entities

Regulation (EU) No 575/2013 (CRR) · Art. 411

EBA Rejected question

Submitted 2015-10-19

C105.02 / 010 - Portfolio ID

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

C103.999 - Exposure

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

Exposure class - Corporate - Specialised Lending

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

C105.01 / 050 - EAD weighted average default rate for calibration

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

C105.01 / 080 - Cure rate for defaulted assets

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

Type of Facility, Annex II - Table C103 - Column 070 (g)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Type of Facility, Annex II - Table C103 - Column 070 (k)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Definition of portfolio 1.2

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Recovery rate of the foreclosure assets calculation

Regulation (EU) No 575/2013 (CRR) · Art. 78

EBA Archive

Submitted 2015-10-15

Portfolio ID Unique Row Identifier in template C 103.00

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Assignment of Mortgage Exposures to Portfolio IDs

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Joint Decision - Annex III - C105.01 - Column 110

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Securitisations and equity exposures

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Levels of reporting

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Scope of reporting on 11.04.2016

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

Benchmarking exercise - market risk - clarifications on Annex V portfolios

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-14

Clarifications on Portfolio 1.4 from Annex V (Long/short puts on FTSE 100)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-14

Clarification on lower barrier level for portfolio number 1.16 (FX) from Annex V

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-14

Annex I template 103 collateral types mortgages non-SME

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-09

Mortgages non-defaulted with unknown ILTV

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-09

SBP: Missmatch between predefined values of dimension (ei385) and expected values from EBA

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-09

Counterparty credit risk

Regulation (EU) No 575/2013 (CRR) · Art. 274

EBA Archive

Submitted 2015-10-08

Market Risk Benchmarking Portfolios: Clarifications regarding the portfolios set out in Annex V

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-08

EBA Final Draft Implementing Technical Standards on benchmark portfolios - question on the trade templates

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-07

Application of Article 11 CRR in terms of determining the scope of application for multi-national banking groups

Regulation (EU) No 575/2013 (CRR) · Art. 11

EBA Archive

Submitted 2015-10-01

Correct scope of clusters based on collateralisation status and collateral type

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-30

Definition of the counterparty size in case of substitution approach application

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-30

Source: EBA Single Rulebook Q&A, ESMA Q&A, EIOPA Q&A, ESA Joint Q&As. Updated weekly. Q&As are non-binding guidance.

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