EU Financial Regulatory Q&A Database

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

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

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

Use of short-term issuer credit assessments under Article 131

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

Discrepancies between taxonomy packages

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

Validation rule v5702_s (F 31.01)

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

Alternative treatment and SME support factor

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

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

FINREP Identical Cells 5458783, 5458788, 5459395, 5460187

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

Counterparty treatment of Debt Management Offices (DMOs)

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

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

FINREP Validation rules v23845_h, v23846_h, v23847_h

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

incoherent formulae

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

Controls v4968_m, v5024_m, v5372_m, v5373_m and v5376_m

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

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. v903188_s

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

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

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

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

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

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

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.

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

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

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