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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3,197 Q&As matching current filters · page 60 of 64

Method to calculate RWAs in relation to a securitisation position where the underlying pool comprises specialized lending exposures

Regulation (EU) No 575/2013 (CRR) · Art. 254, 255

EBA Rejected question

Submitted 2019-05-20

Partial Waiver of Article 6(1) CRR according to Article 7(3) CRR

Regulation (EU) No 575/2013 (CRR) · Art. 7

EBA Rejected question

Submitted 2019-05-15

Moment of deduction for cooperative shares

Regulation (EU) No 575/2013 (CRR) · Art. 77

EBA Rejected question

Submitted 2019-05-14

Prudential consolidation: definition of "undertaking" and "dominant influence"

Regulation (EU) No 575/2013 (CRR) · Art. 18

EBA Rejected question

Submitted 2019-05-14

Incorrect validation rules

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2019-05-14

Scope of Prudential consolidation

Regulation (EU) No 575/2013 (CRR) · Art. 22

EBA Rejected question

Submitted 2019-05-14

Application of disclosure templates in EBA/GL/2018/10 for O-SIIs

Regulation (EU) No 575/2013 (CRR) · Art. 6, 13

EBA Rejected question

Submitted 2019-04-25

Specialised Lending - Interpretation of contractual arrangements that give the lender a substantial degree of control

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

EBA Rejected question

Submitted 2019-04-15

Use of credit insurance as credit risk mitigation under the standardised approach for credit risk and application of the CRM eligibility requirements to certain clauses which are typical for credit insurance contracts

Regulation (EU) No 575/2013 (CRR) · Art. 213

EBA Rejected question

Submitted 2019-04-12

Upside uncertainty and OPR AVA

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2019-03-27

Ready access to bonds giving natural hedging to the banking book

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

EBA Rejected question

Submitted 2019-03-06

Provisions as part of the own funds

Regulation (EU) No 575/2013 (CRR) · Art. 322

EBA Rejected question

Submitted 2019-02-28

Market Risk Swap as credit derivative (i.e. Total Return Swap) applied for reducing market risk capital requirements

Regulation (EU) No 575/2013 (CRR) · Art. 346; 204

EBA Rejected question

Submitted 2019-02-26

Application of a cash deposit and hedging contract on CFDs in order to reduce market risk capital requirements

Regulation (EU) No 575/2013 (CRR) · Art. 346; 352; 327; 357

EBA Rejected question

Submitted 2019-02-26

Speculative immovable property financing definition with respect to debt-for-asset swaps

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

EBA Rejected question

Submitted 2019-02-18

Control v6363_m - Number of days of the prudent exit period ?

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2019-02-14

Eligibility of convertible instruments as financial collateral

Regulation (EU) No 575/2013 (CRR) · Art. 197

EBA Question under review

Submitted 2019-02-04

Treatment of exposure for unsettled repurchase and reverse repurchase agreements

Regulation (EU) No 575/2013 (CRR) · Art. 429

EBA Rejected question

Submitted 2019-01-31

Use of the last available data for risk quantification sample and out-of-time validation sample

Regulation (EU) No 575/2013 (CRR) · Art. 175, 179

EBA Rejected question

Submitted 2019-01-31

Definition of exposure in non-significant business units and relating “significance” test

Regulation (EU) No 575/2013 (CRR) · Art. 150

EBA Rejected question

Submitted 2019-01-28

Original maturity of credit lines until-further notice

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

EBA Rejected question

Submitted 2019-01-25

Applicable methodology for unfunded reserves and liquidity reserves

Regulation (EU) No 575/2013 (CRR) · Art. 256

EBA Rejected question

Submitted 2019-01-17

Allocations to the funds for general banking risk

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

EBA Rejected question

Submitted 2019-01-08

To which exposure class the fair value changes of the hedged items in portfolio hedge of interest rate risk should be assigned

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

EBA Rejected question

Submitted 2019-01-03

SA or IRB treatment of CCPs for AIRB banks

Regulation (EU) No 575/2013 (CRR) · Art. 306

EBA Rejected question

Submitted 2018-12-27

Prudent valuation - new template C.32.01

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2018-12-27

Operational Risk business line mapping

Regulation (EU) No 575/2013 (CRR) · Art. 318

EBA Rejected question

Submitted 2018-12-24

Treatment of originated credit-impaired financial assets

Regulation (EU) No 575/2013 (CRR) · Art. 166

EBA Rejected question

Submitted 2018-12-19

Own funds

Regulation (EU) No 575/2013 (CRR) · Art. 63

EBA Rejected question

Submitted 2018-12-11

Counterparty of deposits taken from a fiduciary bank

Regulation (EU) No 575/2013 (CRR) · Art. 411

EBA Rejected question

Submitted 2018-12-07

Fair value adjustments that arise as a result of applying fair value hedge accounting

Regulation (EU) No 575/2013 (CRR) · Art. 111 and 166

EBA Rejected question

Submitted 2018-12-06

Treatment of CIUs in internal model for market risk – partial use

Regulation (EU) No 575/2013 (CRR) · Art. 350

EBA Question under review

Submitted 2018-11-20

Exposure amount for unfunded default fund contribution (UDFC)

Regulation (EU) No 575/2013 (CRR) · Art. 309

EBA Rejected question

Submitted 2018-11-08

Treatement of liquidity generated by the overnight maturity of Withdrawable Central Cank reserve in Counterbalancing Capacity panel of Template C66

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

EBA Archive

Submitted 2018-10-09

Definition of sponsor under Regulation (EU) No 2017/2402 (the Securitisation Regulation)

Regulation (EU) No 575/2013 (CRR) · Art. Article 2 of Regulation (EU) No 2017/2402 (the Securitisation Regulation)

EBA Rejected question

Submitted 2018-10-04

Risk weight for new asset class of non-preferred senior debt

Regulation (EU) No 575/2013 (CRR) · Art. 120 and others

EBA Rejected question

Submitted 2018-10-01

Definition of credit institution

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

EBA Rejected question

Submitted 2018-09-18

Supervisory Formula Method - calculation of parameters

Regulation (EU) No 575/2013 (CRR) · Art. 262

EBA Archive

Submitted 2018-09-11

PD Calibration Sample

Regulation (EU) No 575/2013 (CRR) · Art. 180

EBA Rejected question

Submitted 2018-07-24

Treatment of purchase price discount or specific credit risk adjustment in the determination of the maximum risk weight for senior securitisation positions using the look through approach where the SEC-IRBA method is used to determine the risk weight of the securitisation position.

Regulation (EU) No 575/2013 (CRR) · Art. 267

EBA Rejected question

Submitted 2018-07-24

Non-CET1 Instruments absorbing losses at the same time as CET1 instruments

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

EBA Rejected question

Submitted 2018-07-19

Exposure treatment for trades with Specific Wrong-Way risk

Regulation (EU) No 575/2013 (CRR) · Art. 291

EBA Rejected question

Submitted 2018-06-25

Scope of application of the secured lending regime for liquidity coverage requirement - non-financial customers

Regulation (EU) No 575/2013 (CRR) · Art. 422 and 425

EBA Rejected question

Submitted 2018-06-06

Look-through approach resulting in a credit risk position of own institution

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

EBA Rejected question

Submitted 2018-06-01

Goodwill included in the valuation of significant investments

Regulation (EU) No 575/2013 (CRR) · Art. 37

EBA Rejected question

Submitted 2018-05-24

Gross carrying amount for purchased credit-impaired assets in FINREP and COREP

Regulation (EU) No 575/2013 (CRR) · Art. 99

EBA Rejected question

Submitted 2018-05-21

Application of a currency volatility adjustment in the case of a Significant Credit Risk Transfer securitisation

Regulation (EU) No 575/2013 (CRR) · Art. 264

EBA Rejected question

Submitted 2018-05-11

Template 2 EU LI2 EBA/GL/2016/11 (Main sources of differences between regulatory exposure amounts and carrying values in fin statements)

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

EBA Archive

Submitted 2018-05-08

Treatment of margined Derivatives which are physically settled in the Maturity Ladder (C66) Template

Regulation (EU) No 575/2013 (CRR) · Art. ANNEX XXII of the Official European Journal

EBA Rejected question

Submitted 2018-04-27

Treatment of undrawn committed facilities backed by own issuances.

Regulation (EU) No 575/2013 (CRR) · Art. 416

EBA Rejected question

Submitted 2018-04-17

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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