- Question ID
-
2017_3184
- 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
-
Article 2 (e)
- Type of submitter
-
Credit institution
- Subject matter
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Content of templates C 105.01, C 105.02 and C 105.03
- Question
-
As reporting corresponding to 2016 exercise (and to be submitted before 11 April 2017) is related just to LDP, templates C 105.01, C 105.02 and C 105.03 should include only models with scope of application LDP? That is, is it correct that models with scope of application related exclusively to HDP are not reported in templates C 105.01, C 105.02 and C 105.03 for this second submission?
- Background on the question
-
Article 2 (e) of Regulation (EU) 2016/2070 specifies that the information in templates C 105.01, C 105.02 and C 105.03 is in relation to the name and characteristics of the internal approaches used for the computation of the results provided in templates C 102.00 to C 104.00. As in this second report template C 103.00 is not required as per Article 7 (2), we understand there is no need to include that any model which scope of application does not include exposures reported in template C 102.00 (considering that C 104.00 is no longer required).
- Submission date
- Final answer
-
For the purposes of the benchmarking exercise 2017 (end-2016 data), only information on those models which are relevant for the portfolios listed in template C 102.00 of Annex I of the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) for the 2017 exercise shall be included in templates C 105.01, C 105.02 and C 105.03 of Annex III of the ITS on Supervisory Benchmarking. Information on models exclusively applied to exposures outside the scope of the portfolios listed in template C 102.00 of Annex I of the ITS on Benchmarking shall not be included in templates C 105.01, C 105.02 and C 105.03.
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.