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Reporting of contributions to the default fund of a CCP

There seems to be an incoherence between Q&A 2013_209 and the instructions contained in Annex 2 of EBA Implementing Regulation (EU) No 680/2014 regarding the Reporting of contributions to the default fund of a CCP.

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2019_4563| Topic: Supervisory reporting| Date of submission: 19/02/2019

[eba_v1042_m] f16.01

Why the total of the table F16.01.b doesn't follow the rule [eba_v1042_m]? Is this related to negative interest rates?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2018_4434| Topic: Supervisory reporting| Date of submission: 24/12/2018

Closely correlated currencies

How to manage the closely correlated currencies according to Article 354(1) CRR under the standardised approach?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

ID: 2018_4142| Topic: Market risk| Date of submission: 19/07/2018

ABCP Programme

Does an ABCP programme meet the definition under Article 242(9) of Regulation 575/2013 – or Article 242(11) CRR as amended by Regulation (EU) 2017/2401, which refers to-Article 2(7) in Regulation 2017/2402   when it invests not only in securitisation transactions (i.e. ABCP transaction as defined in Article 2(8) in Regulation 2017/2402) but also in other type of assets?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

ID: 2018_4324| Topic: Securitisation and Covered Bonds| Date of submission: 16/10/2018

Validation rule on C_05.01 template - V0193_M

Should V0193_M validation rule be deactivated or changed?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2018_4256| Topic: Supervisory reporting| Date of submission: 10/09/2018

Consistency of COREP validations rules e4896_n & e4895_n

Are the COREP EBA validation rules e4896_n & e4895_n consistent with Article 134 (7) of the CRR?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2017_3561| Topic: Supervisory reporting| Date of submission: 13/10/2017

Clarification on what is considered insured deposits

When determining the covered deposits, should netting with customer loans be applied before determining the amount of deposits which are not covered by the DGS?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

ID: 2015_2324| Topic: Rights of depositors (Eligibility, coverage level, repayable amount, repayment, claim against DGS, depositor information)| Date of submission: 25/09/2015

Risk weights for the core indicator set

EBA/GL/2015/10 Article 58, bullet point 2 suggests that there is no flexibility of the risk weights when the core risk indicator set are applied (with no additional indicators or any indicators left out). Would it be in compliance with the guidelines to use the core indicator set but to distribute the 25 % flexible weights somewhat different than what article 58, bullet point 2 suggests?

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2015/10 - Guidelines on methods for calculating contributions to deposit guarantee schemes

ID: 2017_3096| Topic: Funding provisions (financing means, use of funds, borrowing, calculation of contributions)| Date of submission: 12/01/2017

Definition of payee for dynamic linking

Article 5 of the RTS on strong customer authentication and secure communication requires the authentication code to be specific to the amount of the payment transaction and the payee.Does it suffice to include a meaningful part of the identifier into the calculation of the authentication code? For instance, would it suffice to include only numeric characters of the IBAN in the calculation of the authentication code?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2019_4556| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 15/02/2019

Dynamic Linking for batch payments

With regards to dynamic linking for a batch of remote electronic payments, should the authentication code be linked to each and every IBAN of all the beneficiaries in a batch file?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2018_4435| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 27/12/2018

Dynamic linking for batch transactions

In relation to payment transactions for a batch of remote electronic payments to one or several payees, please clarify whether the payer needs to be made aware of every payee in the batch?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2018_4415| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 11/12/2018

Data authentication standards

Does a non-remote card payment transaction with a secure, dynamic data authentication of the card (DDA or higher), based on ISO/IEC 7816 (for contact cards) and ISO/IEC 14443 (for contactless card) used with a static PIN meet the requirements of Article 4 of the RTS on Strong Customer Authentication (SCA)?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2018_4110| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 13/07/2018

Scope of ‘initiation of an electronic payment transaction’

Does a card payment transaction, authenticated with a signature at the point of sale, fall under the scope of Article 97 (I) (b) PSD2? Is there a difference if the signature is provided on a paper or on a signature pad (e.g. electronic signature pad or signature capture at a payment terminal)?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2018_4108| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 13/07/2018

Confidentiality of the application cryptogram for EMV transactions

Are EMV (Europay, MasterCard, Visa)  transactions (for which the application cryptogram is not enciphered during its transmission) compliant with the RTS on strong customer authentication?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication

ID: 2018_4054| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 28/06/2018

FINREP Template F 40.01

Annex V Part II paragraph 296 (f) of Commission Implementing Regulatio (EU) No 680/2014 states of  “”Equity of Investee”, “Total assets of the Investee” and “Profit or (loss) of the Investee” include the amounts of these items in the last financial statements of the investee.” Does this refer to the latest set of financial statements of the investee which have been approved by the investee’s board of directors, or similarly authorised committee?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2015_2141| Topic: Supervisory reporting| Date of submission: 20/07/2015

Large Exposures Reporting

We are seeking clarification on how exposures to Central counterparties are to be classified for large exposures reporting. We are unclear whether these counterparties are to be reported as unregulated financial entities and reported in LE4 or other and therefore only reported in LE1 and LE2. We have exposure to the London Clearing House which is a recognised clearing house, supervised by the Bank of England.

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2015_2086| Topic: Supervisory reporting| Date of submission: 03/07/2015

Template C 08.02 - Col 080 has Missing 'CRM Effects/Collateral' dimension

In template C 08.02, col 080 is defined without the dimension 'CRM Effects/Collateral [CRM]'. This looks logically incorrect and would also result in failure of validation rule: v0347_m {c090} = {c020} + {c070} + {c080}

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2014_1464| Topic: Supervisory reporting| Date of submission: 04/09/2014

ALMM - C 70.00 : Reporting on holidays and weekends of internationally active credit institutions with subsidiaries in different countries in ‘Roll-over of funding' template

How should (banking) holidays and weekends be reflected in C 70.00 (zeros, empty lines or constant volumes)? How should an internationally active credit institution with subsidiaries in different countries reflect holidays in different countries and working days in the weekend? Is there a different approach to be taken for non-maturity funding versus term funding in light of weekends and (banking) holidays?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2018_3689| Topic: Supervisory reporting| Date of submission: 31/01/2018

ALMM - C 69.00 : applicable spread for roll-overs in 'Prices for Various Lengths of Funding' template

What spread must be used for a ‘roll-over’ in ALMM table C 69.00?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)

ID: 2018_3688| Topic: Supervisory reporting| Date of submission: 31/01/2018

Committed liquidity facilities to a special purpose vehicle (SPV)

Figure 4.1.2 of ANNEX XIII clearly refers to Article 31 or Regulation (EU) 2015/61, which is the regulatory basis of the LCR. According to Article 31 committed liquidity facilities to SPVs which have a maturity date above 30 days are not considered within the Outflows. Therefore we would not consider these cash flows in row 1130. Row 1090 has no reference to Art. 31 of the LCR and it states the requirement '[...] the maximum amount that can be drawn in a given time period'. Is it correct to show above mentioned cash flows only in row 1090?

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

ID: 2018_3681| Topic: Supervisory reporting| Date of submission: 26/01/2018