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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211 Q&As matching current filters · page 3 of 5

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

Exposure class - Corporate - Specialised Lending

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

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

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

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-16

Recovery rate of the foreclosure assets calculation

Regulation (EU) No 575/2013 (CRR) · 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

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

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

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

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

Levels of reporting

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

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

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

Portfolio ID Unique Row Identifier in template C 103.00

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-15

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

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

Benchmarking exercise - market risk - clarifications on Annex V portfolios

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-10-14

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

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

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

PD selection in case of substitution approach

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

Correct scope of clusters based on collateralisation status and collateral type

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-30

Supervisory Benchmarking exercise for 2015 - Market Risk related

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-29

Clarification for filling the 'Not applicable' value in Annex II and IV

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

A confirmation is required about the rules to fill the EBA Benchmarking templates

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

Identification of exposures treated under Standard approach

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

Given the legal reference reported in the Annex IV, a clarification about the annual default rate computation is required

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

A clarification about the collateral value to provide in the relevant templates is required

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

A confirmation about the legal reference reported in Annex IV is required

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

How to manage different local rating scales

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-11

Completion of Annex I, Template C103.00 of the ITS needed?

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-09-08

Further elaboration on the definition of remaining maturity of eligible liabilities

Directive 2014/59/EU (BRRD) · Art. 45

EBA Archive

Submitted 2015-09-02

Reporting of different AIRB models in the same benchmarking class (portfolio) - credit risk

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-08-25

Calculation of Default rate past 5 years and Loss rate past 5 years

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2015-08-25

Potential Future Exposure (PFE) add-ons for written options out side netting agreement

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

EBA Archive

Submitted 2015-08-04

Resolution action with regard to a holding

Directive 2014/59/EU (BRRD) · Art. 33

EBA Archive

Submitted 2015-07-28

Application of the NCWO principle

Directive 2014/59/EU (BRRD) · Art. 34

EBA Archive

Submitted 2015-07-28

Mark-to-Market Method: Application of perfectly matching provisions to FX forwards

Regulation (EU) No 575/2013 (CRR) · Art. 298

EBA Archive

Submitted 2015-07-07

Clarification on Article 8 (6) of Regulation (EU) 806/2014 (SRM)

Directive 2014/59/EU (BRRD) · Art. 10

EBA Archive

Submitted 2015-07-06

Eligible Liabilities in the context of Articles 2(71) and 45(4)

Directive 2014/59/EU (BRRD) · Art. 2, 45

EBA Archive

Submitted 2015-06-29

Change of minimum values of exposure weighted average LGD for exposures secured by property in their territory

Regulation (EU) No 575/2013 (CRR) · Art. 164

EBA Archive

Submitted 2015-05-05

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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