Response to consultation on Implementing Technical Standards amending Commission Implementing Regulation (EU) 2021/451 on supervisory reporting

Question 1: Are the instructions and templates clear to the respondents?

Instructions and templates are in general clear, but there is a couple of unclear fields on template "C 25.00 - Credit valuation adjustment risk (CVA)":

• Shall CCR Exposure value in c0010 be reported considering the deduction of the incurred CVA loss?
• Shall the supervisory correlation parameter p and its square be applied in the reporting of the aggregation of systematic components of CVA risk and aggregation of idiosyncratic components of CVA risk in r0220 and r0230? 

Are the reporting template C 25.00 and related instructions clear enough? If you identify any issues, please suggest how to clarify the reporting.

Instructions and templates are in general clear, but there is a couple of unclear fields on template "C 25.00 - Credit valuation adjustment risk (CVA)":

• Shall CCR Exposure value in c0010 be reported considering the deduction of the incurred CVA loss?
• Shall the supervisory correlation parameter p and its square be applied in the reporting of the aggregation of systematic components of CVA risk and aggregation of idiosyncratic components of CVA risk in r0220 and r0230? 

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