Single Rulebook Q&A

Question ID: 2017_3197
Legal act : Directive 2013/36/EU as amended by Directive (EU) 2019/878 – CRD5
Topic : Supervisory reporting
Article: 78
Paragraph:
Subparagraph:
COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
Article/Paragraph : Annex I Template C101
Type of submitter: Credit institution
Subject matter : Annex I Template C101.00 - Sovereigns
Question:

Clarifications around which entities to include for those identified by a bloomberg ticker referencing a Sovereign

Background on the question:

Annex I Template C 101.00 includes many sovereign entities referenced by the Bloomberg Ticker. Examples below.

Can we please confirm if this is intended to capture

(a) only exposures directly with the sovereign, or

(b) also exposures with central banks, or

(c) also exposures with other Government agencies.

And if so, should we aggregate the exposures across all Sovereigns / Government Agencies / Central Banks per country and report in one row?

Examples of Government Agencies: Ministries of Finance, Departments of Finance, government owned companies (such as utilities, banks etc)

Examples of sovereign entities referenced by the Bloomberg Ticker in Annex I template C 101.00:

Bloomberg ticker                 Name

1310Z AR Equity                  Argentina

1525Z AU Equity                  Australia

1480Z AV Equity                  Austria

43886Z BD Equity               Bangladesh

111136Z BB Equity             Belgium

1323Z BZ Equity                  Brazil

129225Z BU Equity             Bulgaria

PRCH CH Equity                 China

1040Z CP Equity                  Czech Republic

1083Z EY Equity                  Egypt

1000Z ET Equity                  Estonia

223727Z FP Equity              France

3413Z GR Equity                 Germany

1004Z GA Equity                 Greece

1182Z HB Equity                  Hungary

Date of submission: 02/03/2017
Published as Final Q&A: 26/07/2019
EBA answer:

Each of the entities referenced by a Bloomberg ticker uniquely identifies an entity in Bloomberg. As such, institutions should report the exposures corresponding to these sovereign entities. 

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: Final Q&A
Permanent link: link