EU Financial Regulatory Q&A Database

COREP C 08.05 c0050 “average historical annual default rate” / exposure classes

Regulation (EU) No 575/2013 (CRR) · Art. 147

Inclusion of the CIU portfolio (qx2082) in Total AIRB (qx2023) or FIRB (qx2022) portfolios for the purpose of Templates C_08.01 / C_08.02 / C_08.03 / C_08.05 / C_34.07 and COREP-CODIS P3DH module

Regulation (EU) No 575/2013 (CRR) · Art. Commission Implementing Regulation (EU) No 3117/2024 - Commission Implementing Regulation (EU) No 3172/2024

Finrep Validation Rules v4975_m and v6058_m6

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

Reporting of registered covered bonds issued by the reporting institution

Regulation (EU) No 575/2013 (CRR) · Art. 100

Temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income

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

Clarification request - CP Pillar 3 ESG - Template 2 covered bonds

Regulation (EU) No 575/2013 (CRR) · Art. Consultation Paper published by EBA on 22/05 concerning Pillar III ESG disclosures.

COREP CVA Risk reporting – exempted CCP-related transactions

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

COREP Template 236. Specialised Lending Supervisory Slotting Method

Regulation (EU) No 575/2013 (CRR) · Art. 236 and 236a

Customers short sales internally matched with other clients’ long positions, as part of primary brokerage services

Regulation (EU) No 575/2013 (CRR) · Art. 423

Reporting of minority interest on the NSFR

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

FINREP – Loan commitments, financial guarantees and other commitments given

Regulation (EU) No 575/2013 (CRR) · Art. Annex V, Part 2

Annual reporting for GSIIDISPILLAR3 to the Competent Authorities under DPM 4.2

Regulation (EU) No 575/2013 (CRR) · Art. 441

Form ‘F 32.01’ on asset encumbrance: Market value including or excluding accrued interest?

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

Deduction of pledged own shares from Common Equity Tier 1 items

Regulation (EU) No 575/2013 (CRR) · Art. 36

Deduction of pledged own shares from Common Equity Tier 1 items

Regulation (EU) No 575/2013 (CRR) · Art. 36

Deduction of pledged own shares from Common Equity Tier 1 items

Regulation (EU) No 575/2013 (CRR) · Art. 36

Clarification on the term “fully and completely secured by mortgages” in Article 47c(1) in the context of Non-Performing Exposures (NPEs).

Regulation (EU) No 575/2013 (CRR) · Art. 47c

Umgang mit unwiderruflichen Zeichnungszusagen für Fondsanteile im Kreditrisiko Kurzbeschreibung: Zuordnung und Risikogewichtung von Zeichnungszusagen in den Phasen der Fondsauflegung

Regulation (EU) No 575/2013 (CRR) · Art. 132

The instructions for row 0170 C10.00 seem inconsistent.

Regulation (EU) No 575/2013 (CRR) · Art. 147

Presentation of lending for house purchase

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

Delimitation of the quantity of liabilities and capital instruments to be computed in the NSFR calculation

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

Calculation of dividend component at individual accounts of the institution

Regulation (EU) No 575/2013 (CRR) · Art. 314

Validation rules taxonomy V4.0 C_17.01

Regulation (EU) No 575/2013 (CRR) · Art. Article 6

Finrep validation between F09.01.1 and F18.00 other commitments given

Regulation (EU) No 575/2013 (CRR) · Art. Annex V Part 2

Disclosure on more periods in one template

Regulation (EU) No 575/2013 (CRR) · Art. PILLAR III ITS ARTICLE 26

Combination of methods for CCR

Regulation (EU) No 575/2013 (CRR) · Art. 273

Treatment of Payment Institution and Electronic Money Institution safeguarding accounts in LCR C73.00 reporting

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

Sign convention of the Weighted Average Maturity in J 05.00

Regulation (EU) No 575/2013 (CRR) · Art. 448

Is the EBA mapping file for Pillar 3 template EU CMS1 correct?

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

COREP C22.00 reporting of positions in the reporting currency

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

C_ 08.01.a - qx 2068 – “Retail exposures - Secured by residential real estate”

Regulation (EU) No 575/2013 (CRR) · Art. 147

C02 Own Funds Requirements CA2 - Row 0050 - inconsistent requirements for securitisation positions

Regulation (EU) No 575/2013 (CRR) · Art. CRR3

C 14.00, column 0040 Securitisation Type

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

Loans for ADC (Loan for Acquisition, Development and Construction) with underlying exposure residential mortgage

Regulation (EU) No 575/2013 (CRR) · Art. Point (c) of Article 428ad and Point (c) of 428ag CRR

Validation rules v23509_h and v23510_h appear incorrect

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

COREP Template C.08.05 and Pillar 3 EU CR9

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

v23509_h and v23510_h

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

Inconsistency between Annotated table CODIS Pillar III and Mapping_tool_including_step_2_tc (incl equity) + Rev 4.1 review_tc

Regulation (EU) No 575/2013 (CRR) · Art. Point (l) of Article 439 referring to point (g) of Article 452

Validation rule v23688_s requiring only non-negative amounts appears incorrect

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

C07.00 - v23338_m - RW of 70% empty

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

C17.01 - v23507_h - Sum of number events by Basel Business Line

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

C17.01 - v23508_h - Sum of number of events by Basel Business Line

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

C06.02 - v23688_s - Non negative control

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

Clarifications about the new column 65 “Offsetting Group” in template C06 under DPM 4.0

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

Pillar 3 Disclosure: Template EU CQ1: Credit quality of forborne exposures (Col e & f; R090 Loan commitments given ) - Clarification on Mapping Logic

Regulation (EU) No 575/2013 (CRR) · Art. 47a/ 433 / 434

Pillar 3 Disclosure: Template EU CR1: Performing and non-performing exposures and related provisions (Column g-l; R150-210 Off balance sheet exposure) - Clarification on Mapping Logic

Regulation (EU) No 575/2013 (CRR) · Art. 47a / 433 / 434

Validation rules taxonomy V4.0 C06.02, v23688_s

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

Reporting of losses from lending collateralised by immovable property (C_15.00)

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

Template C 34.10 : Scope of exposures to be included in this template

Regulation (EU) No 575/2013 (CRR) · Art. 300

Clarification on Q&A 2024_7073: Treatment of two-leg derivatives with respect to rate type and currency

Regulation (EU) No 575/2013 (CRR) · Art. 488