Question ID
2016_2738
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
EBA/ITS/2015/01, Annex I, Template 103, column 020
Name of institution / submitter
BaFin
Country of incorporation / residence
Germany
Type of submitter
Competent authority
Subject matter
Format of column 020 (exposure class) in Template 103 of Annex I
Question

Regarding the EBA Benchmarking Exercise, in Annex I of the ITS some of the 18High Default Portfolios' are defined covering two exposure classes (Retail - Secured by real estate SME ; Retail - Other SME). In template C 103 column 020 the exposure class is to be reported. The given data point model does not include a value that combines these two exposure classes.

Background on the question

During a trial submission, an institution tried to submit both values separated with a semicolon ( 18x44; x47 19). The submission was rejected with an error. Which value is supposed to be reported for these portfolios? Will there be a change to the data point model or shall for example the exposure class be reported, that makes up the larger part of the given portfolio?

Submission date
Final answer

For portfolios with multiple exposure classes, institutions should report cC020 “Exposure class” of template C 103.00 of Annex III of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) as “not applicable".

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, which may differ from the text of the draft ITS to which this Q&A relates.

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Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.