EU Financial Regulatory Q&A Database

Validation rule v5697_s

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

C08.07 / CR6-A: Contradictory instructions on inclusion of CCR into reporting and disclosure template

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

Scope of CCP liabilities in Article 44(2)f

Directive 2014/59/EU (BRRD) · Art. 44

EBA validation rule v5842_h for entities using BIA for OP risk

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

Scope of temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income in view of the COVID-19 pandemic

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

v7371_m and v7372_m

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

MREL determination and resolution plan updating in a group where parent entity is on simplified obligations while the subsidiary does not

Directive 2014/59/EU (BRRD) · Art. 45c

Determining MREL for entities of a group for which resolution plan provides that liquidation is credible and feasible

Directive 2014/59/EU (BRRD) · Art. 45h

Validation rule v6332_m

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

PRUVAL - Matching Total fair values liabilities with FINREP

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

Prudential filters to the fair value reserves associated to Cash Flow Hedge

Regulation (EU) No 575/2013 (CRR) · Art. 33

Determination of own funds requirements for convexity risk ('gamma risk'), according to the Delta plus approach, for options positions in Exchange traded funds with multiple sector components

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

Validation rules RRDET_V6567_S_0001, RRDET_V6566_S_0001, and RRDET_V6327_M0001 relating to Template C 32.01 don't allow negative values.

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

Reporting of Negative Fair Value Hedge Adjustments as exposures

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

Encumbrance of assets

Regulation (EU) No 575/2013 (CRR) · Art. 509

Confirmation of compliance with Article 429b(3c) concerning the interest calculation in Notional Cash Pooling

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

Treatment of credit institutions from the UK in calculation of risk weighted assets

Regulation (EU) No 575/2013 (CRR) · Art. 107

SA-CCR cap margin agreement

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

Initial Capital

Directive 2015/2366/EU (PSD2) · Art. 7

Validation rule v7371_m

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

FINREP - v10612_m in F 18.00

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

Recognition of plots of land as real estate collateral

Regulation (EU) No 575/2013 (CRR) · Art. 126

Own-conversion factor estimation for fully-drawn facilities

Regulation (EU) No 575/2013 (CRR) · Art. 182

Applicable remuneration policy

Directive 2013/36/EU (CRD) · Art. 92

When to apply CCF to residential mortgage off balance sheet exposure

Regulation (EU) No 575/2013 (CRR) · Art. 125

Wrong validation at the level of the number of obligors between C08.01 and C34.07.

Regulation (EU) No 575/2013 (CRR) · Art. 216

Pillar 3 disclosure on Net Stable Funding Ratio

Regulation (EU) No 575/2013 (CRR) · Art. Article 451a

Traditional SRT securitisations with derecognized underlying assets

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

C 08.01, v10540_h

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

COREP C35 - consistency controls v09703_m and v09711_m

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

COREP C35 - consistency controls v09683_m; v09684_m and v09691_m

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

Identification of counterparty

Regulation (EU) No 575/2013 (CRR) · Art. 305

Promotional loans that constitute claims on central governments, regional governments, local authorities or public sector entities

Regulation (EU) No 575/2013 (CRR) · Art. 429a (1)

v5839_m vs Q&A 5434

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

v6303_m not passed due to market conditions (C 24.00)

Regulation (EU) No 575/2013 (CRR) · Art. 364

Deposit broker

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

Question on final draft implementing technical standards (ITS) on Pillar 3 disclosures on Environmental, Social and Governance (ESG) risks - template 4

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

Questions on final draft implementing technical standards (ITS) on Pillar 3 disclosures on Environmental, Social and Governance (ESG) risks - template 10

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

Questions on final draft implementing technical standards (ITS) on Pillar 3 disclosures on Environmental, Social and Governance (ESG) risks, specifically regarding template 5

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

Level 2A Assets market value in C 66.01 counterbalancing capacity section.

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

Article 111 or about

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

Residential Immovable Property

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

NACE codes for the sectors that highly contribute to climate change for Pillar 3 ESG risks disclosure, Template 1

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

Scope of templates C 08.05 and C 08.05.1

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

v6566_s - Negative FV changes of hedged items (C 32.01)

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

Template 2: banking book - climate change transition risk

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

Template 1: banking book (prudential disclosures on ESG risks)

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

Template 1: banking book (prudential disclosures on ESG risks)

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

C 34.06 – Top twenty counterparties

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

Template 10: other climate change mitigating actions

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