How to report metrics RWA* and RWA** in Template C.103 of the Benchmarking exercise?
Replacement of metrics RWA* and RWA** in Template C.103 of the Benchmarking Exercise.
According to the Draft ITS on 2019 portfolios in the supervisory benchmarking exercise (EBA-2018-ITS-04) and the Annex IV published the last 2nd July 2018 in the Draft benchmarking package for 2019 exercise (end 2018 data), the RWA* and RWA** are going to be replaced by RWA interval (RWA+,RWA-,RWA++,RWA- -). However, according to Annex III, the RWA* and RWA** still need to be reported along with the RWA+- intervals. The question is whether these metrics are really replaced (as stated in the General Instructions and in the Annex IV), or still need be reported (as stated in the Annex III).
The columns 230 (RWA*) and 240 (RWA**) in Annex III to Regulation (EU) 2016/2070 (ITS on Supervisory Benchmarking) should be left blank. These columns should have been deleted when RWA* and RWA** have been replaced with the new definition of RWA+-, but erroneously remained in Annex III. These will be removed in the new version of the ITS.