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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3,200 Q&As matching current filters · page 62 of 64

VaR Multipliers

Regulation (EU) No 575/2013 (CRR) · Art. 366 CRR

EBA Rejected question

Submitted 2016-05-31

Clarification on the treatment of regular clearing positions of central counterparties (CCPs) in the leverage ratio exposure measure (provided CCPs are subject to leverage ratio regulation)

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

EBA Archive

Submitted 2016-05-27

Treatment of exposures to non-EU equivalent investment firms, non-EU equivalent credit institutions and non-EU equivalent exchanges.

Regulation (EU) No 575/2013 (CRR) · Art. 107

EBA Question under review

Submitted 2016-05-19

Consideration of collateral in the potential future credit exposure

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

EBA Archive

Submitted 2016-05-16

Hedging derivatives in country splits of FINREP

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

EBA Rejected question

Submitted 2016-04-17

Counterparty Credit Risk, Credit Default Swaps

Regulation (EU) No 575/2013 (CRR) · Art. 299

EBA Archive

Submitted 2016-04-07

How institution-specific buffer and Capital buffer shall be reported in target CET1, T1 and Total Capital ratios (COREP C 03.00)

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

EBA Archive

Submitted 2016-04-06

Appropriate medium and location for disclosure

Regulation (EU) No 575/2013 (CRR) · Art. 434, 431(4)

EBA Archive

Submitted 2016-03-08

Capital requirement regard to own debt instruments.

Regulation (EU) No 575/2013 (CRR) · Art. 327

EBA Rejected question

Submitted 2016-02-29

Risk weight for exposures to central-government-risk PSEs with an original maturity of 3 months or less, which are denominated in foreign currency

Regulation (EU) No 575/2013 (CRR) · Art. 116

EBA Rejected question

Submitted 2016-02-25

Relevant competent authority to determine the same risk weight treatment as the central government

Regulation (EU) No 575/2013 (CRR) · Art. 115

EBA Rejected question

Submitted 2016-02-19

Mark-to-Market Method: Residual Maturity for Physically Settled Contracts

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

EBA Archive

Submitted 2016-02-18

Toleranzschwellen bei Korrekturmeldungen gemäß Verordnung (EU) Nr. 680/2014

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

EBA Rejected question

Submitted 2016-02-10

Exposure Value under the Equity method of accounting

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

EBA Rejected question

Submitted 2016-02-09

Expected outflows from derivatives

Regulation (EU) No 575/2013 (CRR) · Art. Article 30 of Delegated Regulation 2015/61

EBA Rejected question

Submitted 2016-01-25

Cash variation margin received in the same currency of settlement of the derivative contract

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

EBA Rejected question

Submitted 2016-01-14

Liquidity waiver for institutions controlled by EU parent financial holding company

Regulation (EU) No 575/2013 (CRR) · Art. 8

EBA Rejected question

Submitted 2016-01-05

Calculation of the value of exposures resulting from the settlement of debt instruments and equities processed through a delivery-versus-payment (DvP) mechanism.

Regulation (EU) No 575/2013 (CRR) · Art. 378

EBA Rejected question

Submitted 2015-12-18

Deposits by Financial Customers

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

EBA Rejected question

Submitted 2015-12-17

Calculation of ELGD under the Supervisory Formula Method in case of a re-securitisation

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

EBA Archive

Submitted 2015-12-08

Can multiple exemptions be applied to an exposure at the same time?

Regulation (EU) No 575/2013 (CRR) · Art. 400

EBA Rejected question

Submitted 2015-12-07

Secured central bank lending and liquidity buffer adjustment

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

EBA Rejected question

Submitted 2015-12-03

COREP form C72

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

EBA Rejected question

Submitted 2015-11-12

Corporate Treasury Entities

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

EBA Rejected question

Submitted 2015-10-19

Recovery rate of the foreclosure assets calculation

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

EBA Archive

Submitted 2015-10-15

Counterparty credit risk

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

EBA Archive

Submitted 2015-10-08

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

Market, Credit and Counterparty risks of Central Counterparty under CRR

Regulation (EU) No 575/2013 (CRR) · Art. 515

EBA Rejected question

Submitted 2015-09-04

Can the activity consisting in granting credits on own account without collecting deposits or other repayable funds from the public be subject to the requirements of the CRD IV regarding the freedom to provide services and freedom of establishment?

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

EBA Rejected question

Submitted 2015-08-19

Scope of application of FINREP

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

EBA Rejected question

Submitted 2015-08-05

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

Definition of Aggregate Liabilities

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

EBA Rejected question

Submitted 2015-07-23

Undrawn credit facility from central bank as inflow

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

EBA Rejected question

Submitted 2015-07-17

Own funds for foreign branches

Regulation (EU) No 575/2013 (CRR) · Art. 352

EBA Rejected question

Submitted 2015-07-14

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

Treatment of trading book positions sensitive to institution’s own credit spread in the internal VaR and stress VaR model

Regulation (EU) No 575/2013 (CRR) · Art. 370

EBA Rejected question

Submitted 2015-06-18

For trade finance transactions within 30 days to maturity the DA indicated a 100% inflow for financial customers, however we understand this was for all customers

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

EBA Rejected question

Submitted 2015-06-02

Use of the rating based approach’s IRBA securitizations scaling factor 1.06 in the cases of 1.250 % risk weight securitizations’ capital deduction

Regulation (EU) No 575/2013 (CRR) · Art. 261

EBA Rejected question

Submitted 2015-05-28

Liquid assets under CRR/LCR

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

EBA Rejected question

Submitted 2015-05-11

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

Treatment of assets held at a central bank to provide intra-day collateral for supporting payment flows in a direct payment system for the calculation of end-of-day and reporting of assets available for High Quality Liquid Assets (HQLA)

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

EBA Rejected question

Submitted 2015-05-01

Clarification of disclosure requirement for severance

Regulation (EU) No 575/2013 (CRR) · Art. 450

EBA Archive

Submitted 2015-04-30

Application of different Phase-In Rates for the Deduction of Deferred Tax Assets that Rely on Future Profitability

Regulation (EU) No 575/2013 (CRR) · Art. 478

EBA Rejected question

Submitted 2015-04-22

Reporting on Stable Funding

Regulation (EU) No 575/2013 (CRR) · Art. 427

EBA Archive

Submitted 2015-03-25

Treatment of an asset resulting from obligatory payments to Deposit Guarantee Scheme in Risk Weighted Assets calculation (Standardised Approach).

Regulation (EU) No 575/2013 (CRR) · Art. 116

EBA Rejected question

Submitted 2015-03-12

Consolidated Risk Retention

Regulation (EU) No 575/2013 (CRR) · Art. 405

EBA Rejected question

Submitted 2015-03-11

Inconsistencies of the CRR due to the Commission Delegated Regulation (EU) 2015/62

Regulation (EU) No 575/2013 (CRR) · Art. 429, 451, 456, 499, 511

EBA Rejected question

Submitted 2015-03-02

Requirements for financial collateral (Covered Bonds)

Regulation (EU) No 575/2013 (CRR) · Art. 207

EBA Rejected question

Submitted 2015-02-27

Subordinated loans as Additional Tier 1 capital

Regulation (EU) No 575/2013 (CRR) · Art. 51, 52

EBA Archive

Submitted 2015-02-20

Disclosure requirement

Regulation (EU) No 575/2013 (CRR) · Art. 438

EBA Archive

Submitted 2015-02-19

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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