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Q&As refer to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.

Please note that the Q&As related to the supervisory benchmarking exercises have been moved to the dedicated handbook page. You can submit Q&As on this topic here.

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List of Q&A's

Obligations stemming from "non-credit products"

To what extent do fees stemming from “non-credit products” fall under the notion of para 73 (a) of the EBA Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2017/16 - Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures
  • ID: 2018_4301
  • Topic: Credit risk
  • Date of submission:
  • Published as final Q&A: 07/05/2021

Immovable property collateral under the Standardised approach & Credit risk mitigation principles

Do the Article 193 ‘Principles for recognising the effect of credit risk mitigation techniques’ and Article 194 ‘Principles governing the eligibility of credit risk mitigation techniques’ apply to immovable property collateral under the Standardised approach?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4300
  • Topic: Credit risk
  • Date of submission:
  • Published as final Q&A: 15/11/2019

Calculation of own funds required for payment institution in the Article 9 of Directive EU 2015/36 (PSD2) when "input funds" are credit transfers and "output funds" are direct debit

How to compute the “total amount of payment transactions executed” referred to in the calculation of “payment volume” for method B in the Article 9 of Directive EU 2015/36 (PSD2) when "input funds" on the payment account are credit transfers and "output funds" are direct debit?

  • Legal act: Directive 2015/2366/EU (PSD2)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4299
  • Topic: Authorisation and registration
  • Date of submission:
  • Published as final Q&A: 12/03/2021

Calculation of own funds required for payment institution in Article 9 of Directive EU 2015/36 (PSD2) when the payment institution offers acquiring services

How to compute the “total amount of payment transactions executed” referred to in the calculation of “payment volume” for method B in the Article 9 of Directive EU 2015/36 (PSD2) when the payment institution offers acquiring services?

  • Legal act: Directive 2015/2366/EU (PSD2)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4298
  • Topic: Authorisation and registration
  • Date of submission:
  • Published as final Q&A: 12/03/2021

Definition of numerator for loss rate

How should the numerator of the loss rate be computed when some credit adjustments are applied to the exposure before the default date.

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
  • ID: 2018_4293
  • Topic: Supervisory reporting - Supervisory Benchmarking
  • Date of submission:

Definition of PD*/PD** for RWA*/RWA**

Regarding the treatment of continuous ratings, the former description of RWA*/** stated: "An institution using continuous PD shall first determine the PD* for the average PD of each obligor grade and subsequently apply by obligor grade the same relative deviation between PD and PD* at counterpart level as for the average PD and PD* at obligor grade level." This paragraph has been deleted for RWA-/--/+/++. Shall the rating grade used for reporting requirements by the bank be used for the caclulation of p-/--/+/++?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
  • ID: 2018_4292
  • Topic: Supervisory reporting - Supervisory Benchmarking
  • Date of submission:

Definition of RWA* and RWA**

The application portfolios of RWA-/--/+/++ are defined as follows in Annex IV: CORP_ALL_0086_**_****_**_Rx0, SMEC_ALL_0106_**_****_**_Rx0, SMEC_ALL_0106_**_****_**_Rx0, MORT_ALL_0094_**_****_**_Rx0. However, in Annex I these portfolios exist with a suffix ALL, ONX, OFF und OTH only. Shall RWA-/--/+/++ be reported for all these portfolios?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
  • ID: 2018_4291
  • Topic: Supervisory reporting - Supervisory Benchmarking
  • Date of submission:

Interpretation of the concept of senior management laid down in Article 3(1)(9) of CRD IV

Does the concept of “senior management” foreseen in Article 3(1)(9) of CRD IV refer to members of the management body in executive functions or does it refer to persons at an hierarchical level immediately below that of the management body in executive functions (i.e., the so-called MB-1 level), as far as these persons are involved in the day-to-day management of the institution?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4286
  • Topic: Internal governance
  • Date of submission:
  • Published as final Q&A: 26/04/2019

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)
  • 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:
  • Published as final Q&A: 08/05/2020

Counterparty classification of the ESM and the ESFS

How are ESM and ESFS to be classified for FINREP – as government or as non-financial corporations?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
  • ID: 2018_4282
  • Topic: Supervisory reporting - FINREP (incl. FB&NPE)
  • Date of submission:
  • Published as final Q&A: 06/09/2019

Definition of credit institution

Is the definition of credit institution as stipulated by the CRR fulfilled, if a company operates in the area of credit granting while its holding company issues corporate bonds ultimately listed to the open market? More precisely, does the issuance of bonds by a holding company, first as a private placement but ultimately listed in the open market, whose subsidiary operates in the area of credit granting  qualify  as “continuing issuing repayable funds”, or is this activity are exempted from the scope, e.g. based on the CRD IV, recital 14?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4279
  • Topic: Other issues
  • Date of submission:
  • Published as Rejected Q&A: 11/02/2022

Development Banks in the template C 33.00 General Government Exposure

Are development banks included in the definition of general government exposures (paragraph 42 (b) of Annex V ITS no. 680/2014) and should be reported in the template C33.00 General Government Exposures?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
  • ID: 2018_4276
  • Topic: Supervisory reporting - COREP (incl. IP Losses)
  • Date of submission:
  • Published as final Q&A: 12/07/2019

Mapping of SEC-ERBA credit quality steps

What mappings will be applicable between the first date of application of Regulation (EU)  575/2013 as amended by Regulation (EU) 2017/2401 (i.e. 1 January 2019) and the entry into force of the ITS (implementing technical standards) on Articles 270a?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4274
  • Topic: Securitisation and Covered Bonds
  • Date of submission:
  • Published as final Q&A: 18/01/2019

Payment accounts and reference accounts

Are payment accounts, which are coupled with a reference account, in scope of PSD2 especially Regulation (EU) 2018/389 – RTS on strong customer authentication (SCA) and secure communication (CSC)?

  • 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_4272
  • Topic: Strong customer authentication and common and secure communication (incl. access)
  • Date of submission:
  • Published as final Q&A: 12/03/2021

Reporting of collateral type in the template C 102

How to report collateral type in the template C 102?

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
  • ID: 2018_4271
  • Topic: Supervisory reporting - Supervisory Benchmarking
  • Date of submission:

For swaps should we consider that we have a collateral agreement with the counterparty?

In the EBA ITS package for the benchmarking exercise, for swaps should we consider that we have a collateral agreement with the counterparty? 

  • Legal act: Directive 2013/36/EU (CRD)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
  • ID: 2018_4263
  • Topic: Supervisory reporting - Supervisory Benchmarking
  • Date of submission:
  • Published as final Q&A: 29/03/2019

Supervisory Formula Method - calculation of parameters

When using the Supervisory Formula Method, how do you calculate parameters T and L for a securitisation whose underlying assets are made of drawn and undrawn Revolving Credit Facilities?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4262
  • Topic: Securitisation and Covered Bonds
  • Date of submission:

Definition of local firm under Article 4(1)(4)

Does the reference to “dealing for its own account” set-out in Article 4(1)(4) of the CRR include acting in the role of a “market maker” (as defined in Directive 2014/65/EU – MiFID II)?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2018_4260
  • Topic: Other topics
  • Date of submission:
  • Published as final Q&A: 06/12/2019

Validation rule on C_17.01 template - v5839_m

Is validation rule v5839_m correct?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
  • ID: 2018_4259
  • Topic: Supervisory reporting - COREP (incl. IP Losses)
  • Date of submission:
  • Published as final Q&A: 12/04/2019