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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115 Q&As matching current filters · page 1 of 3

Clarification of negative RWA--, Annex III, Benchmarking exercise

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2019-01-14

Definition of numerator for loss rate

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-25

Definition of RWA and RWA

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-25

Definition of PD/PD for RWA/RWA

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-25

Reporting of collateral type in the template C 102

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-12

EBA ITS package for 2019 benchmarking exercise (Annex V, credit spread instruments)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-07

Benchmarking - Market risk - instrument specification

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-09-07

Reporting of RWA and RWA in Template C.103 of the Benchmarking exercise.

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2018-07-10

Value for column c040 of template C 101.00 in case of counterparties with multiple ratings

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-12-15

Market risk benchmarking – specification of portfolio 20

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-12-01

Market risk benchmarking – specification of portfolio 15

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-12-01

Market risk benchmarking – specification of portfolio 12

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-12-01

Market risk benchmarking – specification of portfolio 10

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-12-01

The EAD to be reported if no IRB exposure exists

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-10-12

Specialised Lending exposures

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-07-31

Revolving exposures

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-07-31

Undrawn uncommitted credit lines

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-03-10

C 101.00 – Reporting of Rating (c040) - counterparties with multiple ratings

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-03-08

C 101.00 / C 102.00 – Calculation of exposure weighted CCF (c100)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-03-08

Annex I, template C 101.00 – Multiple entities mapped to the same LEI

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-28

Annex II, C 102.00, column 020 – Large corporate sample

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-28

Annex II, C 102.00, column 020 - Portfolio name

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-28

Supervisory Benchmarking Exercise, Annex II, C 102.00, Column 100 - Facilities

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-28

Supervisory Benchmarking Exercise, Annex II, C 102.00, Columns 150-170 - NACE code, type of exposure, size of exposure

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-28

Supervisory Benchmarking Portfolios (SBP) - Z axes on C 101.00 and C 102.00

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-27

Content of templates C 105.01, C 105.02 and C 105.03

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-27

Annex IV, template C 105.01, c060, interpretation of term "case weighted" in column 060 (Case Weighted average default rate for calibration)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-07

Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-02-01

Specialised lending for the ‘Low Default portfolios’ Supervisory Benchmarking Exercise 2017

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-01-25

Application of the 0% floor in the calculation of the supervisory standard shock (particularly downward scenario).

Directive 2013/36/EU (CRD) · Art. 98

EBA Archive

Submitted 2017-01-23

Data level for template C 101.00 of Annex III related to Exposure Classes (column 020)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-01-19

Level of data to be reported for LEI codes provided in Annex I

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2017-01-19

Template C 105.01 for 2017 exercise (end 2016 data)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-12-21

RWA Standardised (c180 of C 102.00 and C 103.00)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-12-21

Report of Type of Facility

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-12-21

Rating grades in Annex I of the draft ITS on benchmarking

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-11-17

IMV definition for 2017 Market Risk Benchmarking exercise

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-11-14

Model selection/use in context of a pending application of a significant model change

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-17

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 10 (IR)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-13

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 13 (FX)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-13

Annex V, Section 2.4: Market Benchmarking Portfolios. Definition of Portfolio 16 (FX)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-13

Clarification on portfolio specification.

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-06

Clarification on credit portfolio specifications.

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-06

Clarification on portfolio specification.

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-10-06

Benchmarking portfolios: document clause for CDS

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-09-29

Benchmarking portfolios: termination date

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-09-29

Clarification of 'Facility Type', regarding the characteristic values 'Undrawn committed credit facility' (Annex I) and 'Undrawn committed other credit facility' (Annex II)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-09-12

Clarification of 'Facility Type', regarding the characteristic values 'Other Facilities' (Annex I) and 'Full Risk' (Annex II)

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-09-12

Reporting of CCF values for FIRB

Directive 2013/36/EU (CRD) · Art. 78

EBA Archive

Submitted 2016-08-09

Application of the Guidelines on sound remuneration policies to the award and pay out of variable remuneration for the performance year 2016

Directive 2013/36/EU (CRD) · Art. 94

EBA Archive

Submitted 2016-08-05

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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