EU Financial Regulatory Q&A Database

Definition of 'explicit guarantee arrangements' for the purpose of classification of non-commercial undertakings as public sector entities

Regulation (EU) No 575/2013 (CRR) · Art. 4

Fair-valued assets and liabilities excluded because of partial impact on CET1 – Prudential Filters

Regulation (EU) No 575/2013 (CRR) · Art. Article 467/468

LCR treatment of a committed facility provided to multiple borrowers

Regulation (EU) No 575/2013 (CRR) · Art. 460

EBA Application of validation rules v10665_m

Regulation (EU) No 575/2013 (CRR) · Art. Article 161

ESG P3 - Templates 9.1 and 9.2 Decision Tree KPI BTAR for Financial Corporations

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

Alignment of the GAR Templates 7 and 8 with the templates used by the European Commission

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

Interaction of the structure of the rating system and homogeneity requirements with conservatism in the application of risk parameters

Regulation (EU) No 575/2013 (CRR) · Art. 170

ESG P3 - Template 5 validation rule v12726_m

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

Applicability of the EUR 500 million-limit when calculating the required stable funding associated with CIUs in NSFR

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

Val rules_v12727_m_for template 7 GAR amount is not aligned with ITS

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

Management of the Trading Book - Active Anti-Fraud Procedures and Controls

Regulation (EU) No 575/2013 (CRR) · Art. 103

Disclosure of cash collateral received on derivative transactions in C40 template

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

Disclosure of exposures arising from Article 390 (5)

Regulation (EU) No 575/2013 (CRR) · Art. 390

Credit derivatives on CLO in SA-CCR

Regulation (EU) No 575/2013 (CRR) · Art. 280c

Non-applicability of the CRR (Capital Requirements Regulation) regarding OCCPs

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

recognision of own funds

Regulation (EU) No 575/2013 (CRR) · Art. 26 and 28

Reporting of the collateral and guarantees by loans and advances

Regulation (EU) No 575/2013 (CRR) · Art. Annex V, Art 174

Validations rule v12726_m for template 5 Banking book - Indicators of potential climate change physical risk: Exposures subject to physical risk

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

Reporting of matching liabilities in AE F36.01 template

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

Excess of cash as part of reverse repo transaction

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

Treatment of repos and reverse repos with the same counterparty

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

Metric Amount Weigthted at 50% for Equity AT1 an AT2 between 6 months and 1 Year

Regulation (EU) No 575/2013 (CRR) · Art. CRR: Party 6, Title 4

Taxonomy 3.2: Is the validation rules v4745_s consistent for fair-value in short position disclosed in the cell C09.04, row 0040, columns 0010 ?

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

Regulatory Reporting treatment in COREP of credit risk exposures linked to participated loans

Regulation (EU) No 575/2013 (CRR) · Art. 92

Taxonomy 3.2: Is the validation rules v4745_s consistent for fair-value in short position disclosed in the cell C09.04, row 0040, columns 0010 ?

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

Regulatory Reporting treatment in COREP of credit risk exposures linked to participated loans

Regulation (EU) No 575/2013 (CRR) · Art. 92

Meaning of “without automatic rollover” in the definition of trade finance

Regulation (EU) No 575/2013 (CRR) · Art. 4

Template C90 at consolidated level

Regulation (EU) No 575/2013 (CRR) · Art. 325a

Fulfilment of “fixed short-term maturity, […], without automatic rollover” for trade finance product bank guarantees (“Guarantee”) in case of a contractually agreed clause between the issuing bank and its client instructing the issuing bank to issue the Guarantee (“Instructing Party”) that allows the issuing bank to effectively exit the risk position within a contractually agreed fixed timeframe

Regulation (EU) No 575/2013 (CRR) · Art. 4

The SA exposure class (CRR Art 112) of the exposure amounts with an LTV ratio between 80% and 100%: secured or unsecured?

Regulation (EU) No 575/2013 (CRR) · Art. 112

Unweighted delta sensitivities in template C91

Regulation (EU) No 575/2013 (CRR) · Art. 325f

Treatment of inflows from credit facilities in LCR

Regulation (EU) No 575/2013 (CRR) · Art. 425, 460

BTAR Disclosure Requirements

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

Consideration of CDS on itraxx main and itraxx crossover as eligible hedges in SA-CVA

Regulation (EU) No 575/2013 (CRR) · Art. 382

Applying adjustments and deductions in Article 36 in full

Regulation (EU) No 575/2013 (CRR) · Art. 48

Template 2: Banking book - Climate change transition risk: Loans collateralised by immovable property - Energy efficiency of the collateral

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

Outflow of liquidity facilities provided to an SSPE

Regulation (EU) No 575/2013 (CRR) · Art. 424

clarification which EBA Q&A to apply: EBA Q&A 2017_3277 or EBA Q&A 2023_6791

Regulation (EU) No 575/2013 (CRR) · Art. 78

Assignment of a 0% risk weight to equity exposures to subsidiaries that are not institutions

Regulation (EU) No 575/2013 (CRR) · Art. 113

Can Taxonomy eligible but not aligned exposure be included into template 10 “Other climate change mitigating actions that are not covered in the EU Taxonomy”

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

Definition of "financial holding company"

Regulation (EU) No 575/2013 (CRR) · Art. 4

EBA validation rule v2853

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

Sovereign credit assessment to apply to exposure of central government, central bank and government-100%-owned central bank.

Regulation (EU) No 575/2013 (CRR) · Art. 114

Scope of market risk inclusion

Regulation (EU) No 575/2013 (CRR) · Art. 333

C.34.07 invalid validation rule EGDQ_0802 and EGDQ_0803

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

Template 4 - Exposures to top 20 carbon-intensive firms

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

Treatment of RNIME (Risks not in the model engine) in COREP reporting

Regulation (EU) No 575/2013 (CRR) · Art. 3

Misalignment between table 2 Annex XXXIX and Annex XL

Regulation (EU) No 575/2013 (CRR) · Art. 449a; 435

Corep reporting C 34.06 – Top 20 counterparties - validation rule EBA_v10236

Regulation (EU) No 575/2013 (CRR) · Art. 282

Automatic cancellation of commitments qualified as unconditionally cancellable commitments (UCC)

Regulation (EU) No 575/2013 (CRR) · Art. 111, 166, Annex I