EU Financial Regulatory Q&A Database

Methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation.

Directive 2013/36/EU (CRD) · Art. 84

Application and interpretation of the 50% / 80% weighting of positive changes under IRRBB SOT

Directive 2013/36/EU (CRD) · Art. Commission Delegated Regulation (EU) 2024/856 (RTS on Supervisory Outlier Tests)

Geographical allocation of exposures arising from synthetic securitisations for the purposes of the Countercyclical Capital Buffer (CCB)

Directive 2013/36/EU (CRD) · Art. 140

Geographical location for securitisation exposures (and CIU exposures) where underlying exposures span multiple countries

Directive 2013/36/EU (CRD) · Art. Article 140

Reverse solicitation

Directive 2013/36/EU (CRD) · Art. 48c

Question regarding minimum requirements for Risk Committee attendance

Directive 2013/36/EU (CRD) · Art. EBA/GL/2021/05

reverse solicitation

Directive 2013/36/EU (CRD) · Art. 48c

Article 12 of Regulation (EU) 2024/857 - non-performing exposures (NPEs) exceeds the 2% threshold.

Directive 2013/36/EU (CRD) · Art. 84

Credit institutions should not consider as outsourcing

Directive 2013/36/EU (CRD) · Art. 74

Discretionary pension benefits

Directive 2013/36/EU (CRD) · Art. 94

Discretionary pension benefits

Directive 2013/36/EU (CRD) · Art. 94

DPM 3.5 - Diversity Benchmarking - v22547_a & v22587_m

Directive 2013/36/EU (CRD) · Art. NA

EBA Remuneration Diversity Benchmarking - R23.00 - Reporting of not applicable (n/a) gender pay gap

Directive 2013/36/EU (CRD) · Art. 41

Calculation of the Countercyclical Capital Buffer

Directive 2013/36/EU (CRD) · Art. 128

Treatment of Net Interest Income Stress Outlier Test (NII SOT) in scenarios where breaches occur due to one-off effects (EBA/RTS/2022/10)

Directive 2013/36/EU (CRD) · Art. 98

Exemption from approval for financial holding companies or mixed financial holding companies as per Directive 2013/36/EU (CRD) Article 21a (4) (d)

Directive 2013/36/EU (CRD) · Art. 21a

Should repricing coupons be included in J06 sheets?

Directive 2013/36/EU (CRD) · Art. Article 1

Clarification of allocation of cash flows from floating rate instruments with amortizing principal for evaluating interest rate risk in the banking book using the standardised methodology

Directive 2013/36/EU (CRD) · Art. 84

Article 161(8) CRD

Directive 2013/36/EU (CRD) · Art. 161(8)

Definition of weighted average maturity (WAM) and weighted average yield (WAY)

Directive 2013/36/EU (CRD) · Art. 84

Collateral Valuation

Directive 2013/36/EU (CRD) · Art. 74

Modelling the risk of migration from NMDs to term deposits in the context of the constant balance sheet assumption in the NII SOT.

Directive 2013/36/EU (CRD) · Art. 98

Clarification on How the Guidelines Impact Vendors Whose Products are Not Deemed as Outsourcing Arrangements

Directive 2013/36/EU (CRD) · Art. EBA Guidelines on Outsourcing Arrangements

Validation rule eba_v09286_m

Directive 2013/36/EU (CRD) · Art. EBA VR Taxo v3.2, Validation rule v09286_m

High Earner data collections under CRD and IFD – Severance awarded during the financial year

Directive 2013/36/EU (CRD) · Art. 94

High Earner data collections under CRD and IFD – Asset Management Business Line

Directive 2013/36/EU (CRD) · Art. 109

Data collection regarding high earners that are staff in investment firms subject to Article 25 and 34 of Directive (EU) 2019/2034 when the investment firms are part of a group subject to prudential consolidation.

Directive 2013/36/EU (CRD) · Art. 75

materiality of Basis Risk

Directive 2013/36/EU (CRD) · Art. Article 21 of EBA/RTS/2022/09 20 Oct 2022

In the CSRBB framework, the use of a different scope for NII and EVE

Directive 2013/36/EU (CRD) · Art. Sections 4.3.3 and 4.3.4.

Clarification on EBA provisions for treatment of Non-Stable and Non-Core NMDs in SOT on NII.

Directive 2013/36/EU (CRD) · Art. Article 98

Definition of ‘turnover’ for the purposes of Country-by-Country reporting

Directive 2013/36/EU (CRD) · Art. 89

Aggregation of P&L for Net Interest Income

Directive 2013/36/EU (CRD) · Art. 98

EBA VR v7872_m; v7873_m; v7874_m; v7875_m; v7876_m; v7877_m

Directive 2013/36/EU (CRD) · Art. EBA VR Taxo v3.2.1, Validation rule v7872_m; EBA VR Taxo v3.2.1, Validation rulev7873_m; EBA VR Taxo v3.2.1, Validation rulev7874_m; EBA VR Taxo v3.2.1, Validation rulev7875_m; EBA VR Taxo v3.2.1, Validation rulev7876_m; EBA VR Taxo v3.2.1, Validation rul

Assessing the level of concentration, measures and indicators

Directive 2013/36/EU (CRD) · Art. 81

Negative Goodwill

Directive 2013/36/EU (CRD) · Art. 80

Perimeter of CSRBB

Directive 2013/36/EU (CRD) · Art. 84

Net interest income measure plus market value changes

Directive 2013/36/EU (CRD) · Art. 84

Net interest income measure plus market value changes

Directive 2013/36/EU (CRD) · Art. 84

Inclusion of products accounted at fair value in the net interest income

Directive 2013/36/EU (CRD) · Art. 84

Net interest income measure plus market value changes

Directive 2013/36/EU (CRD) · Art. 84

Capital buffer applicability and validation rule v8714_m

Directive 2013/36/EU (CRD) · Art. 129

Applicable remuneration policy

Directive 2013/36/EU (CRD) · Art. 92

Independence of the internal control functions

Directive 2013/36/EU (CRD) · Art. 88

Remuneration

Directive 2013/36/EU (CRD) · Art. 92

Floors in calculation of RWA- and RWA --

Directive 2013/36/EU (CRD) · Art. 78

Is the RWA capped at EAD amount for IRBA exposures as suggested by SBP validation check v6210

Directive 2013/36/EU (CRD) · Art. 78

language versions

Directive 2013/36/EU (CRD) · Art. 74

Reporting of specific information concerning template C106.01: “Instrument 23”

Directive 2013/36/EU (CRD) · Art. 78

Treatment of management actions by competent authorities when providing guidance on additional own funds (P2G) within SREP

Directive 2013/36/EU (CRD) · Art. 104b

EBA Guidelines - critical outsourcing - references to BRRD

Directive 2013/36/EU (CRD) · Art. Paragraph 75(o) of EBA guidelines on outsourcing