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.
211 Q&As matching current filters · page 4 of 5
Relevant time period to determine default rate and loss rate
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-12-21
EAD Template C 105.01
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-12-21
Incorporation of contributions over full five year time horizon into determination of five year loss rate
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-12-21
RWA Standardised calculation
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-12-04
‘Mortgages’ identification
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-12-03
Calculation of PD and PD
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-11-23
Clarifications on portfolio specifications & general instructions for Annex V
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-11-09
Clarifications on HDP benchmarking exercise instructions, templates and portfolios
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-11-09
Requested guidance on portfolio 1.26 – pricing bond XS0516040671
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-27
Requested guidance on usage templates in Annex VII for multiple portfolios
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-26
Market risk benchmarking portfolio 1.18 not fully clear how to book
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-22
Clarifications on portfolio specifications & general instructions for Annex V
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-21
Annex V portfolio clarifications
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-20
Exposure class - Corporate - Specialised Lending
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-16
C103.999 - Exposure
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-16
C105.01 / 050 - EAD weighted average default rate for calibration
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-16
C105.01 / 080 - Cure rate for defaulted assets
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-16
C105.02 / 010 - Portfolio ID
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-16
Portfolio ID Unique Row Identifier in template C 103.00
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Joint Decision - Annex III - C105.01 - Column 110
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Securitisations and equity exposures
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Levels of reporting
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Scope of reporting on 11.04.2016
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Type of Facility, Annex II - Table C103 - Column 070 (g)
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Type of Facility, Annex II - Table C103 - Column 070 (k)
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Definition of portfolio 1.2
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-15
Assignment of Mortgage Exposures to Portfolio IDs
Directive 2013/36/EU (CRD) · Art. 78
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
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
Submitted 2015-10-14
Benchmarking exercise - market risk - clarifications on Annex V portfolios
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-14
Mortgages non-defaulted with unknown ILTV
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-09
Annex I template 103 collateral types mortgages non-SME
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-09
SBP: Missmatch between predefined values of dimension (ei385) and expected values from EBA
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-10-09
Market Risk Benchmarking Portfolios: Clarifications regarding the portfolios set out in Annex V
Directive 2013/36/EU (CRD) · Art. 78
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
Submitted 2015-10-07
Correct scope of clusters based on collateralisation status and collateral type
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-30
Definition of the counterparty size in case of substitution approach application
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-30
PD selection in case of substitution approach
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-30
Supervisory Benchmarking exercise for 2015 - Market Risk related
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-29
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
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
Submitted 2015-09-11
A confirmation about the legal reference reported in Annex IV is required
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-11
How to manage different local rating scales
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-11
Clarification for filling the 'Not applicable' value in Annex II and IV
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-11
A confirmation is required about the rules to fill the EBA Benchmarking templates
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-11
Identification of exposures treated under Standard approach
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-11
Completion of Annex I, Template C103.00 of the ITS needed?
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-09-08
Calculation of Default rate past 5 years and Loss rate past 5 years
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-08-25
Reporting of different AIRB models in the same benchmarking class (portfolio) - credit risk
Directive 2013/36/EU (CRD) · Art. 78
Submitted 2015-08-25
Calculation of the remuneration bracket
Directive 2013/36/EU (CRD) · Art. 94
Submitted 2014-06-24
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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