EU Financial Regulatory Q&A Database

Historical valuation data predating the origination of the exposure for eligible immovable property collateral

Regulation (EU) No 575/2013 (CRR) · Art. 229

Interaction of Alpha (α) value between EAD calculation (IMM/SA‑CCR) and BA‑CVA calculation

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

Definition of Default (CRR Article 178) – Application of contagion and the 20% “significant part” threshold in the presence of joint credit obligations where default is applied at facility level

Regulation (EU) No 575/2013 (CRR) · Art. 178

Treasury subsidiaries of non-financial corporates and “financial customer” definition

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

Assigning risk-weight to a credit facility where the drawdown is contingent on non-credit risk related conditions that are required to be met by the obligor prior to any initial or subsequent drawdown and where the conditions for the drawdown are not met.

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

Net liquidity outflows over a 30 calendar day stress period

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

Treating lease exposures as collateralised under the F-IRB approach

Regulation (EU) No 575/2013 (CRR) · Art. 199

Deduction of goodwill included in the valuation of significant investments in entities included in prudential consolidation

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

Reporting of the penalty fees in J07.00 Repricing cash flows (behavioural template)

Regulation (EU) No 575/2013 (CRR) · Art. 9

Incorporation of historical data from integrated entities when historical information is not representative of current underwriting standards

Regulation (EU) No 575/2013 (CRR) · Art. 180, 181, 182

EBA mapping file for Pillar 3 template EU CMS2

Regulation (EU) No 575/2013 (CRR) · Art. 438

Encumbrance reporting treatment of surplus assets in a cover pool

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

DPM 4.2 Resolution Planning reporting Template Z12 Treatment of the “Instrument Type” field

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

DPM 4.2 – Correctness of identical cells between C 25.01.a and K 60.00

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

Use of short-term issuer credit assessments under Article 131

Regulation (EU) No 575/2013 (CRR) · Art. 131

Type of exposures to report on r0152 of C10.00 COREP Template

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

Discrepancies between taxonomy packages

Regulation (EU) No 575/2013 (CRR) · Art. Annex V Part 1

Alternative treatment and SME support factor

Regulation (EU) No 575/2013 (CRR) · Art. 230

Validation rule v5702_s (F 31.01)

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

I couldn´t find this question.

Regulation (EU) No 575/2013 (CRR) · Art. 402 and 125 and 126

Clarification on the application of Article 215.2(b) of the CRR

Regulation (EU) No 575/2013 (CRR) · Art. 215

Counterparty treatment of Debt Management Offices (DMOs)

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

FINREP Identical Cells 5458783, 5458788, 5459395, 5460187

Regulation (EU) No 575/2013 (CRR) · Art. ITS on Supervisory Reporting – Reporting Framework 4.2

FINREP Validation rules v23845_h, v23846_h, v23847_h

Regulation (EU) No 575/2013 (CRR) · Art. ITS on Supervisory Reporting – Reporting Framework 4.2

Applying the provisions of Article 390 (7) CRR and Delegated Regulation 1187/2014 for determining the overall exposure to a client or a group of connected clients in respect of transactions with underlying assets for received collaterals (indirect exposures) after applying substitution approach according to Article 403 CRR

Regulation (EU) No 575/2013 (CRR) · Art. 390 (7), 399, 401, 403

Validation rule v89325_m is not correct

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

Validation rule v89319_m is not correct

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

C_07.00 : columns 010 to 040 of line 210

Regulation (EU) No 575/2013 (CRR) · Art. Taxonomy 4.2

incoherent formulae

Regulation (EU) No 575/2013 (CRR) · Art. v90304_m

incoherent formulae

Regulation (EU) No 575/2013 (CRR) · Art. v903188_s

J 09.00.a : Column 020 of lines 160, 220 and 300

Regulation (EU) No 575/2013 (CRR) · Art. Taxonomy 4.2

Controls v4968_m, v5024_m, v5372_m, v5373_m and v5376_m

Regulation (EU) No 575/2013 (CRR) · Art. Taxonomy 4.2

incoherent formulae

Regulation (EU) No 575/2013 (CRR) · Art. v903188_s

Calculation of the unmargined exposure value for a netting set with multiple margin agreement or including both transaction subject to a margin agreement and transaction not subject to a margin agreement

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

Foreign Exchange Vega Risk Factors Definition

Regulation (EU) No 575/2013 (CRR) · Art. 383d

ESG P3 - Template 1 - NACE I classification

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

Template C90.00 and C90.05

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

Deduction of participations and Corep reporting

Regulation (EU) No 575/2013 (CRR) · Art. article 36(3) - article 74

COREP C14.00, columns 0140-0225, validation rules v11650_m, v11651_m and v7347_m

Regulation (EU) No 575/2013 (CRR) · Art. Article 244

Definition of Subordinated Debt holdings in Finrep vs COREP under CRR3

Regulation (EU) No 575/2013 (CRR) · Art. 128

EBA publication of loss rates for Swiss residential and commercial property under CRR Articles 125 and 126.

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

Clarification on the relationship between Margin of Conservatism (MoC) and rating/calibration philosophy (PIT vs TTC) under EBA Guidelines on PD and LGD estimation (EBA/GL/2017/16)

Regulation (EU) No 575/2013 (CRR) · Art. 179

Template 2 - EBA validation rules v89325_m and v89326_m

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

Obligations in Equity exposures of Article 133 (1) (c) (i) CRR

Regulation (EU) No 575/2013 (CRR) · Art. 133

Consideration of the row 0610 of the NSFR template C 80.00 in Disclosure template EU LIQ2 following published EBA Mapping tool

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

Accommodation and food service activities

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

Netting of foreign exchange derivatives (as per Annex (II, a-e) of Reg. No 575/2013) in Net Stable Funding Ratio (NSFR)

Regulation (EU) No 575/2013 (CRR) · Art. 428 (d)

Corporate exposures in C10.00 memorandum lines r0250 and r0260

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

Pillar 3 Template EULR2 - LRCom: Leverage ratio common disclosure (Row 24) Instruction

Regulation (EU) No 575/2013 (CRR) · Art. Article 451(1), points (a) and (b); Article 451(3)

v6332 - Negative FV changes os hedged intems (C 32.01)

Regulation (EU) No 575/2013 (CRR) · Art. Annex I, C 32.01