List of Q&As

Define what is “given period of time”

What constitutes a “given period of time” as expressed in Article 4.3 (b) of the RTS on strong customer authentication and secure communication?

Legal act: Directive 2015/2366/EU (PSD2)

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

ID: 2019_4662| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 09/04/2019

EBA register providing a list of third party providers (TPPs)

1° Does the EBA register under PSD2 provide a list of third party providers (TPPs)?2° If yes :2.1 Could you provide a procedure to get a TPP list?2.2 Should we filter on services 5 (Payment Initiation Service Provider (PISP) / Card Based Payment Instrument Issuer (CBPII) use case), 7 Account Information Service Provider (AISP) and 8 Payment Initiation Service Provider (PISP) to get the complete list of TPP?2.3 Agents can also provide services 5a, 7 and 8: In the downloadable JSON file, it is possible to find agents who are mandated by PSPs; however, the services offered by these agents are not indicated. Are the agents mandated by a PSP providing services 5A, 7 and 8 to be included in the TPP list?2.4 is the registry downloadable automatically? If yes, how?

Legal act: Directive 2015/2366/EU (PSD2)

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2019/411 - RTS on EBA register under PSD2

ID: 2019_4650| Topic: Central register of the EBA| Date of submission: 01/04/2019

Categories of Registration

Is it a requirement that all EU countries include the categories the institution is approved for within their respective registers i.e. in their publicly available data? Also are these categories available in a consistent and standard format across the EU such that anyone inquiring about a firm in more than one country has an easily recognisable and usable response

Legal act: Directive 2015/2366/EU (PSD2)

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2017/09 - Guidelines on authorisation and registration under PSD2

ID: 2018_4371| Topic: Authorisation and registration| Date of submission: 13/11/2018

Dynamic linking: transactions for which the final amount is unknown and may be lower or higher than authenticated amount

For remote card transactions, is it acceptable that there are legitimate cases where the final amount may be lower or higher than the amount authenticated by the cardholder?

Legal act: Directive 2015/2366/EU (PSD2)

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

ID: 2020_5133| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 17/02/2020

Calculation of foreseeable dividend to be deducted from interim profits when interim dividend has been paid

How exactly is the amount of interim profit to be included in Common Equity Tier 1 calculated according to Article 2(2) to (4) of the Regulation (EU) 241/2014 when the interim dividend has already been paid out and yet no final divided has been formally decided or proposed to the institution’s relevant body?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4477| Topic: Own funds| Date of submission: 23/01/2019

Large Exposures treatment of Nostro Accounts used for correspondent banking

Do Nostro Accounts used for correspondent banking activities always meet the exclusion criteria specified under Article 390(6) CRR?To the extent that a low amount of exposure is always left in the same accounts, as a buffer to avoid going overdrawn as a result of the correspondent banking activity, would this be eligible for the exclusions as well? If yes, under which circumstances?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4805| Topic: Large exposures| Date of submission: 25/06/2019

Timing of recognition of year-end profits in CET1 for the purpose of COREP reporting and Pillar 3 disclosure

What is the correct timing for the recognition of year-end profits in CET1 for the purpose of COREP reporting and Pillar 3 disclosure, in the case that a bank does not request prior permission of the competent authority for inclusion of interim or year-end profits in CET1 pursuant to Article 26(2) of the CRR?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2018_4085| Topic: Supervisory reporting - COREP (incl. IP Losses)| Date of submission: 04/07/2018

Inclusion of interim profits in CET1

After the competent authority (CA) granted a permission to include interim profits in CET1 on the basis of the Article 26(2) CRR, on what date do these interim profits become part of CET1 capital?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions

ID: 2018_3822| Topic: Own funds| Date of submission: 26/04/2018

Quantification of foreseeable dividends when the dividend policy is set as a fix amount

Which amount should be deducted from interim/year-end profits pursuant to Article 26(2) CRR if a bank has a dividend policy stating that a certain specified amount (i.e. x.xx €) should be paid per share?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions

ID: 2019_4731| Topic: Own funds| Date of submission: 20/05/2019

Signature on a paper slip from a payment terminal, as a factor in a two-factor SCA

Could Signature on a paper slip from a payment terminal, be considered a valid factor in a two-factor strong customer authentication (SCA) under the RTS – and what type of element is it?

Legal act: Directive 2015/2366/EU (PSD2)

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

ID: 2018_4237| Topic: Strong customer authentication and common and secure communication (incl. access)| Date of submission: 06/09/2018

HQLA treatment of euro-denominated assets held in 3rd Countries

In the LCR DA, and subject to compliance with the caps in Article 17, can all Euro denominated net liquidity outflows of a credit institution, irrespective of where they arise, be covered by euro denominated Level 1 HQLA envisaged in Article 10(1)(d) and by Level 2b HQLA envisaged in Article 12(1)(c)(ii), in the latter case if not denominated in euro nor in the currency of the credit institution’s home Member State?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement

ID: 2018_4285| Topic: Liquidity risk| Date of submission: 23/09/2018

HQLA and amortised cost classification

If a bank holds HQLAs in the amortised cost portfolio and is able to monetise these assets can the securities, e.g. government bonds, in the amortised cost portfolio also be treated as HQLA in LCR calculation?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement

ID: 2018_3955| Topic: Liquidity risk| Date of submission: 04/06/2018

2% threshold in template C.09.04

Which is the correct way to calculate the 2% threshold for general credit exposures in the context of the institution specific counter-cyclical capital buffer (CCB)?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4474| Topic: Other topics| Date of submission: 22/01/2019

Provision of data to cover the cost of living

Does the data referred to in Article 8(4) DGSD have to be provided by the credit institution after the date on which the credit institution has become unable to repay deposits? Or is it possible for a DGS to use data which has been provided by the credit institution before the credit institution has become unable to repay? If DGS are expected to use data which is provided after the aforementioned date, does the data have to be provided specifically for calculating the appropriate amount or can/must data be used which is (mainly) provided for making the repayments?

Legal act: Directive 2014/49/EU (DGSD)

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

ID: 2016_2907| Topic: Rights of depositors (Eligibility, coverage level, repayable amount, repayment, claim against DGS, depositor information)| Date of submission: 15/09/2016

NSFR calculation - deposits

In the context of the reporting of stable funding (i.e., C 60.00 and C 61.00), we have the following two questions: (1) How should institutions report retail term deposits with a residual maturity of four months but where early withdrawal (i.e., < three months) is possible contingent upon the payment of a penalty that corresponds to the interests due for the time that elapsed between the date of deposit and the date of withdrawal? Are these deposits to be reported in the maturity bucket “within three months” or “between three and 6 months”? (2) Considering the deposits provided under (1), what would be the treatment if these deposits are provided by wholesale customers?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4804| Topic: Supervisory reporting - Liquidity (LCR, NSFR, AMM)| Date of submission: 25/06/2019

Validation rules v2.8.1

This question refers to the validation rule v5532_m. The prerequisites indicate that template F 04.02.2 triggers this validation rule. Specifically, the prerequisites are : F 06.01 and (F 04.02.1 or F 04.02.2 or F 04.03.1 or F 04.04.1). In the French Gaap environment, only F 04.02.2 is defined as compulsory but not the other templates F 04.XX. For this reason the rule may not be valid in general because all the other files are not produced. For reminder the formula is {F 06.01, r190, c010} = {F 04.02.1, r160, c010} - {F 04.02.1, r160, c020} + {F 04.02.2, r170, c010} - {F 04.02.2, r170, c020} + sum({F 04.03.1, r160, (c015, c030, c040)}) + sum({F 04.04.1, r120, (c015, c030, c040)}) Could it be possible to modify the appliance conditions of this Validation Rule ? Will it be corrected in a further evolution of the EBA VR ? Thanks

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4803| Topic: Supervisory reporting - FINREP (incl. FB&NPE)| Date of submission: 21/06/2019

Validation rule v6405_m

Validation rule v6405_m does not calculate right when the credit institution has only T1 capital and no T2 capital. Report is COREP own funds.

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4778| Topic: Supervisory reporting - COREP (incl. IP Losses)| Date of submission: 14/06/2019

Funding plan validation error v6223_m

Can a credit institution submit a funding plan with having an actual reverse repurchase agreement starting position and no projected positions in view of validation error v6223_m (template P01.03)?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2014/04 - Guidelines on harmonised definitions and templates for funding plans of credit institutions

ID: 2019_4727| Topic: Supervisory reporting - Funding Plans| Date of submission: 17/05/2019

ABCP programme

Does an ABCP programme meet the definition under Article 242(11) of Regulation (EU) No 575/2013 (CRR) as amended by Regulation (EU) 2017/2401 in any case, whether or not the credit risk of the financial assets acquired by the conduit is tranched into different risk categories at the programme level?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2018_4323| Topic: Securitisation and Covered Bonds| Date of submission: 15/10/2018

EBA_v6217-6222 and EBA_v6224-622; EBA_v6230 validation rules (warnings) implementation

Does EBA_v6217-6222 and EBA_v6224-622; EBA_v6230 validation rules (warnings) are correctly implemented and should be applicable for all institutions?

Legal act: Regulation (EU) No 575/2013 (CRR) as amended

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

ID: 2019_4640| Topic: Supervisory reporting - Funding Plans| Date of submission: 29/03/2019