Question ID:
2015_1999
Legal Act:
Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 – CRR2
Topic:
Supervisory reporting
Article:
99
Paragraph:
5
COM Delegated or Implementing Acts/RTS/ITS/GLs:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
Article/Paragraph:
Annex 7 paragr 2.1.2 concerning row 060
Type of submitter:
Credit institution
Subject Matter:
Row asset-backed securities in Asset encumbrance templates
Question:

Can you please make the row 060 'asset-backed securities' in table F 32.01 consistent with the Annex XVII (reporting on asset encumbrance) page 10 'of which: securitisations'? Same applies to row 180 in F 32.02.

Background on the question:

It's not clear whether on above mentioned rows asset-backed securities or securitisations need to be reported.

Date of submission:
09/05/2015
Published as Final Q&A:
04/10/2019
EBA Answer:

{F32.01, r060} and {F32.02, r180} will be amended from “of which: asset-backed securities” to “of which: securitisations” as written in Annex XVII. Furthermore {F32.04, r110} and {F34.00, r110} will be amended from “of which: asset-backed securities issued” to “of which: securitisations issued” as written in Annex XVII. Lastly {F36.01, r130-140} and {F36.02, r130-140} will be amended from “asset-backed securities issued” to “securitisations issued” as written in Annex XVII.

This will be corrected in a future version of the ITS on Supervisory Reporting.

The alignment between the labels will be done but the concepts behind are the same.

Status:
Final Q&A