- Question ID
-
2015_2537
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
-
78
- Paragraph
-
2
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
- Article/Paragraph
-
C 105.01
- Name of institution / submitter
-
BaFin
- Country of incorporation / residence
-
Germany
- Type of submitter
-
Other
- Subject matter
-
EAD Template C 105.01
- Question
-
In Column 040 EAD of template C 105.01 the EAD is required. Is it the entire EAD for the respective internal model on institution level irrespective of portfolios or do we have to calculate the EAD for each portfolio which is assigned to the respective internal model? On reporting date 31.12.2015 these would be the portfolios mentioned in template C 103.00.
- Background on the question
-
N/A
- Submission date
- Final answer
-
Column 040 (EAD) of template C 105.01 (Definition of internal models) of Annex III of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) shall refer to the total EAD for the respective internal model used by the institution.
DISCLAIMER:
The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.
- Status
-
Archive
- Answer prepared by
-
Answer prepared by the EBA.
- Note to Q&A
-
Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.