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Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?

The excel workbook C 101.00 and C 102.00 in Annex I contains rules with pattern columns (like geographical area or regulatory approach) and result columns (like portfolio ID or counterparty code). What is about portfolio name? Is it a result column of the portfolio allocation, or a pattern column with addition rule semantics?

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)

Specialised lending for the ‘Low Default portfolios’ Supervisory Benchmarking Exercise 2017

According to the instructions related to the Supervisory Benchmarking Exercise 2017 for ‘Low Default portfolios’, we are supposed to report portfolios assigned to one of the following exposure classes:(a) Central governments and central banks(b) Institutions(c) Corporates – Other(d) Not applicableThe legal reference for this column is the Paragraph 78 of Annex 2 of Commission Implementing Regulation (EU) No 680/2014. This paragraph 78 defines clearly the different exposure classes and particularly distinguishes ‘Corporate – Other’ and ‘Corporate - Specialised lending’ according to article 147 of the regulation (EU) No 575/2013. Thus, we understand that the ‘Specialised lending’ is not to be reported for the ‘Low Default portfolios’ Supervisory Benchmarking Exercise 2017. Please confirm our understanding regarding ‘Specialised lending’.

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)

Application of the 0% floor in the calculation of the supervisory standard shock (particularly downward scenario).

In times of already negative interest rates, how should banks apply the 0% floor? 

Legal act: Directive 2013/36/EU (CRD)
COM Delegated or Implementing Acts/RTS/ITS/GLs: EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities

Level of data to be reported for LEI codes provided in Annex I

For Template C 101.00, should we report position of the specific Low Default Counterparty mentioned in Annex I or also report position of the underlying organisations belonging to that Low Default Counterparty?

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)

Data level for template C 101.00 of Annex III related to Exposure Classes (column 020)

We notice that the same customer can fall into multiple exposure classes. How should we report such customer which has multiple exposure classes? Would it fall in one row with exposure class of the largest exposure or split exposure per exposure class in multiple rows?Example:There are customers in our dataset that could fall into 2 exposure classes being Corporate – Specialised Lending and Corporate – Other.How to treat such customers?

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)

Template C 105.01 for 2017 exercise (end 2016 data)

According to the 2017 exercise related to “Low Default Portfolios”, entities shall submit Template C 105.01. Given the specific characteristics of these portfolios (low default), information regarding to “default rate”, “cure rate”, etc. is not used in the estimation. Therefore, estimation is based on external information. Overall, are these fields mandatory to report in Template C 105.01? And if so, which ratios should be included?

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)

RWA Standardised (c180 of C 102.00 and C 103.00)

According to Article 7 of Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016: “As a derogation from Article 2 and until 31 December 2016 an institution shall not be required to report c180 of templates 102 and 103 of Annex III where that institution does not compute the own funds requirements for credit risk resulting from the application of the standardised approach”. Are RWA Standardised exempted from the reporting by 11 April 2017 in Template C 102.00, given that information is referred to 31 December 2016?

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)

Report of Type of Facility

Definition of Low Default Portfolios in C 102.00 requires classifying portfolios by Type of Facility. In order to do this we evaluate two main options.The first one consists of assigning each value of Type of Facility in accordance with the global product, so an entire contract will be classified into a unique value of that field.The second one consists of assigning on-balance amount of a contract as “Drawn” and the off-balance amount in any of the 6 remaining options for “Undrawn facilities”.What is the more adequate way to operate?

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)

Treatment of central bank reserves in third countries

What is the treatment of central bank reserves in third countries held by a branch?Does the eligibility of those reserves for the purpose of the LCR strictly depend on the existence of an agreement between the competent authority of the reporting institution and the central bank in which the conditions of a withdrawal have been specified?

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

Reference to point (b) in Article 60(2)

The final sentence in Article 60(2) refers to point (b). Is that reference correct or is it meant to refer to point (c) of the same Article?

Legal act: Directive 2014/59/EU (BRRD)
COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable

Rating grades in Annex I of the draft ITS on benchmarking

Please confirm the approach to be applied regarding the master scale.According to us, two options seem possible:Case 1: use only the necessary number of proposed available rating grades of the annex 1 (e.g. in case we have 30 different non defaulted values in our master scale, we would map them with the 30 first rating grades of the annex 1)Case 2: distribute the internal master scale on the whole range of the proposed rating grades of annex 1 (e.g. in case of 30 different non defaulted values in our internal master scale, "internal_rating_1" = "rating 1", "internal_rating_2" = "rating 4", "internal_rating_3" = "rating 7", ... , "internal_rating_30" = "rating 99").This should allow a more homogeneous distribution of the different master scales of the institutions in the regulatory proposed master scale from "rating 1" to "rating 99".

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)

IMV definition for 2017 Market Risk Benchmarking exercise

In Annex V.b it is stated that the Initial Market Value (IMV) means the 'unrealized balance'. Institutions seek more guidance in how to apply this. Should it be the mark-to-market on 27 October 2016, or the difference between the MtM's of 27 October 2016 and 13 October 2016?

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)

Model selection/use in context of a pending application of a significant model change

Should an institution that expects to receive approval to use a new internal market risk model following the remittance of IMVs but prior to the remittance of the risk measures submit IMVs using the old model or new?

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)

Annex V, Section 2.4: Market Benchmarking Portfolios. Definition of Portfolio 16 (FX)

Please confirm that the NYC Closing on 13 October 2016 should be used for the determination of the barrier.

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)

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 13 (FX)

For consistency we will also use the EUR/USD ECB reference rate for the option in portfolio 13. Please confirm that this is appropriate.

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)

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 10 (IR)

We will use 16 October 2018 as start date for the swap and thus 14 October 2018 as maturity of the option. Please confirm that these dates are appropriate.

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)

Clarification on portfolio specification.

The Common Instructions paragraph (n) mentions that the commodities OTC options are American. However, American style WTI options are listed options not OTC. Should we therefore book a European option with a maturity date of 13-Oct-2017 ?

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)

Clarification on portfolio specification.

For Portfolio 1.27 the maturity of the index option is given as 15-Apr-2017 (a Saturday). Index options expire on the 3rd Wednesday of the month. Should the maturity be 19-Apr-2017 ?

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)

Clarification on credit portfolio specifications.

Portfolios 1.35, 1.36, 1.37: For CTPs page 16, we are being asked to book the hedges such that net CS01 is 0 as of initial valuation date. From point (b) page 2 it seems that initial valuation date is 27-Oct-2016. This will mean that the hedges can only be booked on the 28-Oct-2016. However point (a) in page 2 specifies that “all positions shall be booked 13 October 2016”. Can you clarify what is the correct approach ?

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)

Benchmarking portfolios: termination date

Annex V portfolio 1.28 Scheduled termination date 18 December 2021 is a non-working day (Saturday). Should the termination date be 17 December 2021?

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)

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Search for Q&As

List of Q&A's

Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?

Specialised lending for the ‘Low Default portfolios’ Supervisory Benchmarking Exercise 2017

Application of the 0% floor in the calculation of the supervisory standard shock (particularly downward scenario).

Level of data to be reported for LEI codes provided in Annex I

Data level for template C 101.00 of Annex III related to Exposure Classes (column 020)

Template C 105.01 for 2017 exercise (end 2016 data)

RWA Standardised (c180 of C 102.00 and C 103.00)

Report of Type of Facility

Treatment of central bank reserves in third countries

Reference to point (b) in Article 60(2)

Rating grades in Annex I of the draft ITS on benchmarking

IMV definition for 2017 Market Risk Benchmarking exercise

Model selection/use in context of a pending application of a significant model change

Annex V, Section 2.4: Market Benchmarking Portfolios. Definition of Portfolio 16 (FX)

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 13 (FX)

Annex V, Section 1: Market Benchmarking Portfolios. Definition of Portfolio 10 (IR)

Clarification on portfolio specification.

Clarification on portfolio specification.

Clarification on credit portfolio specifications.

Benchmarking portfolios: termination date

Directive (EU) 2015/849 (AMLD)
Directive (EU) 2019/2034 (IFD)
Directive 2002/65/EC (DMD) - relevant parts only
Directive 2008/48/EC (CCD)
Directive 2009/110/EC (EMD)
Directive 2013/36/EU (CRD)
Directive 2014/17/EU (MCD)
Directive 2014/49/EU (DGSD)
Directive 2014/59/EU (BRRD)
Directive 2014/92/EU (PAD)
Directive 2015/2366/EU (PSD2)
Directive 2022/2556/EU (DORA)
Other
Regulation (EU) 2015/751 (IcFR - Interchange Fee Reg)
Regulation (EU) 2015/847 (WTR) (recast)
Regulation (EU) 2023/1113 (WTR II)
Regulation (EU) 2024/886 (IPR)
Regulation (EU) No 2017/2402 (SecReg)
Regulation (EU) No 2019/2033 (IFR)
Regulation (EU) No 2022/2554 (DORA)
Regulation (EU) No 2023/1114 (MiCAR)
Regulation (EU) No 575/2013 (CRR)
Regulation (EU) No 648/2012 (EMIR) - only RTS 2016/2251
Regulation (EU) No 909/2014 (CSDR) - only RTS 2017/390

Accounting and auditing
Arrears and foreclosure
Authorisation and registration
Authorisation of issuers of ARTs and EMTs (MiCAR)
Benchmark rate in the ESIS
BRRD Reporting
Capital requirements
Central contact points
Central Contact Points (AML/CFT)
Central register of the EBA
Classification of crypto assets (MiCAR)
Colleges of Supervisors
Colleges of supervisors
Complaints handling (MiCAR)
Complaints handling by payment service providers
Complaints to competent authorities regarding alleged infringements of PSD2)
Complaints-handling by creditors and credit intermediaries
Concentration risk
Conflict of interest (MiCAR)
Cooperation between competent authorities in the supervision of payment institutions operating cross-border
Cooperation within the Union (incl. stress testing)
Credit risk
Credit Risk – Non performing exposures / loan origination
Creditworthiness assessments
Cross-border resolution
Customer Due Diligence
Digital operational resilience testing
Discretion to apply CRR/CRD for IF
Early intervention
Electronic fund transfers
External Credit Assessment Institutions (ECAI)
Fixed overheads requirement
Fraud reporting
Funding provisions (financing means, use of funds, borrowing, calculation of contributions)
Governance arrangements (MiCAR)
Highly liquid financial instruments (MiCAR)
ICT risk management
ICT third-party risk management
ICT-related incidents (management / classification / reporting)
Instant payments
Interactions with the BRRD
Interactions with the CRR / CRD IV
Interactions with the CRR / CRD IV and the BRRD
Interactions with the DGS and the BRRD
Interest Rate Risk for Banking Book (IRRBB)
Internal Governance
Internal governance
Intra-group financial support
K-factor requirements
Large exposures
Leverage ratio
Liquidity of the reserve of assets for ARTs (MiCAR)
Liquidity risk
Liquidity risk
Major incidents reporting
Market infrastructures
Market risk
Model validation
Monetary amount of the professional indemnity insurance
MREL
Not applicable
Operational risk
Orderly redemption plans (MiCAR)
Other DORA topics
Other issues
Other issues - IFD
Other MiCAR topics
Other topics
Oversight framework of CTPPs
Own funds
Own Funds (MiCAR)
Passporting
Passporting and supervision of branches
Passporting of mortgage credit intermediaries
Payment accounts
Professional Indemnity Insurance for mortgage credit intermediaries
Provisions applicable to all securitisations
Prudential consolidation
Qualified Holdings (MiCAR)
Recognition, membership and supervision of DGS
Recovery plans
Recovery plans (MiCAR)
Remuneration
Remuneration
Reporting of ARTs and EMTs (MiCAR)
Resolution financing arrangements
Resolution objectives and triggers
Resolution plans
Resolution safeguards
Resolution tools and powers
Rights of depositors (Eligibility, coverage level, repayable amount, repayment, claim against DGS, depositor information)
Risk Assessment
Sanctions
Scope and definitions (MiCAR)
Securitisation and Covered Bonds
Security measures for operational and security risks
Simple Transparent and Standardised securitisation
Simplified obligations
Special management
Stress testing (MiCAR)
Strong customer authentication and common and secure communication (incl. access)
Suitability of the management body (issuers of ARTs - no CASPS) (MiCAR)
Supervision
Supervision and Sanctions
Supervision of investment firm groups
Supervisory colleges (MiCAR)
Supervisory reporting
Supervisory reporting - Asset Encumbrance
Supervisory reporting - COREP (incl. IP Losses)
Supervisory reporting - FINREP (incl. FB&NPE)
Supervisory reporting - Funding Plans
Supervisory Reporting - IFR Reporting framework
Supervisory reporting - IRRBB
Supervisory reporting - Large Exposures
Supervisory reporting - Leverage ratio
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Supervisory reporting - Other
Supervisory reporting - Supervisory Benchmarking
Supervisory review and evaluation (SREP) and Pillar 2
Supervisory review and evaluation (SREP) and Pillar 2
Supplemental requirements for issuers of significant ARTs (MiCAR)
Suspicious Transaction Reporting
Third country branches
Third country policy
Transitional period (MiCAR)
Transparency and Pillar 3
Transparency and Pillar 3
Use of ARTs as a means of exchange (MiCAR)
Valuation
White papers (MiCAR)
Write-down and conversion of capital instruments

Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
Delegated Regulation (EU) 2015/63 - DR on ex ante contributions to resolution financing arrangements
Delegated Regulation (EU) 2016/1075 - DR on the content of recovery and resolution plans, financial support, independent valuers, contractual recognition of write down and conversion powers, notices of suspension and resolution colleges
Draft ITS on reporting and disclosure requirements for investment firms
Draft ITS on Supervisory Reporting of Institutions
Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
Draft ITS on the provision of information for the purpose of resolution plans
EBA/GL/2013/01 - Guidelines on retail deposits subject to different outflows for purposes of liquidity reporting
EBA/GL/2014/01 - Guidelines on applicable notional discount rate for variable remuneration
EBA/GL/2014/03 - Guidelines on disclosure of encumbered and unencumbered assets
EBA/GL/2014/04 - Guidelines on harmonised definitions and templates for funding plans of credit institutions - repealed by EBA/GL/2019/05
EBA/GL/2014/05 - Guidelines on significant credit risk transfer
EBA/GL/2014/07 - Guidelines on data collection exercise regarding high earners
EBA/GL/2014/08 - Guidelines on remuneration benchmarking exercise
EBA/GL/2014/09 - Guidelines on the types of tests, reviews or exercises that may lead to support measures
EBA/GL/2014/10 - Guidelines on criteria to identify other systemically important institutions (O-SIIs)
EBA/GL/2014/11 - Guidelines on measures to reduce or remove impediments to resolvability
EBA/GL/2014/13 - Guidelines on common procedures and methodologies for the SREP
EBA/GL/2014/14 - Guidelines on materiality, proprietary, confidentiality and disclosure frequency under Pillar 3
EBA/GL/2015/03 - Guidelines on triggers for use of early intervention measures
EBA/GL/2015/04 - Guidelines on the effectiveness of the sale of business tool
EBA/GL/2015/05 - Guidelines on the asset separation tool
EBA/GL/2015/06 - Guidelines on the minimum list of services or facilities
EBA/GL/2015/07 - Guidelines on failing or likely to fail
EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities
EBA/GL/2015/09 - Guidelines on payment commitments
EBA/GL/2015/10 - Guidelines on methods for calculating contributions to deposit guarantee schemes
EBA/GL/2015/11 - Guidelines on creditworthiness assessment
EBA/GL/2015/12 - Guidelines on arrears and foreclosure
EBA/GL/2015/16 - Guidelines on the application of simplified obligations under Article 4(5) of Directive 2014/59/EU
EBA/GL/2015/17 - Guidelines specifying the conditions for group financial support under Article 23 of Directive 2014/59/EU
EBA/GL/2015/19 - Guidelines on passport notifications
EBA/GL/2015/20 - Guidelines on limits on exposures to shadow banking entities which carry out banking activities outside a regulated framework under Article 395(2) of CRR
EBA/GL/2016/02 - Guidelines on cooperation agreements between deposit guarantee schemes
EBA/GL/2016/07 - Guidelines on the application of the definition of default under Article 178 CRR
EBA/GL/2016/08 - Guidelines on implicit support for securitisation transactions
EBA/GL/2016/09 - Guidelines on corrections to modified duration for debt instruments under Article 340(3) CRR
EBA/GL/2016/10 - Guidelines on ICAAP and ILAAP information collected for SREP purposes
EBA/GL/2016/11 - Guidelines on disclosure requirements under Part Eight of CRR
EBA/GL/2017/01 - Guidelines on LCR disclosure to complement the disclosure of liquidity risk management under Article 435 CRR
EBA/GL/2017/05 - Guidelines on ICT Risk Assessment under SREP
EBA/GL/2017/06 - Guidelines on credit institutions' credit risk management practices and accounting for expected credit losses
EBA/GL/2017/08 - Guidelines on the criteria on how to stipulate the minimum monetary amount of the professional indemnity insurance
EBA/GL/2017/09 - Guidelines on authorisation and registration under PSD2
EBA/GL/2017/13 - Guidelines on procedures for complaints of alleged infringements under PSD2
EBA/GL/2017/14 - Guidelines on supervision of significant branches
EBA/GL/2017/15 - Guidelines on connected clients under Article 4(1)(39) CRR
EBA/GL/2017/16 - Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures
EBA/GL/2018/01 - Guidelines on uniform disclosure requirements on IFRS 9 transitional arrangements
EBA/GL/2018/02 - Guidelines on the management of interest rate risk arising from non-trading book activities
EBA/GL/2018/03 - Guidelines on the revised common procedures and methodologies for SREP and supervisory stress testing (consolidated version)
EBA/GL/2018/04 - Guidelines on institutions' stress testing
EBA/GL/2018/05 - Guidelines on fraud reporting under PSD2 (amended by EBA/GL/2020/01)
EBA/GL/2018/06 - Guidelines on management of non-performing and forborne exposures
EBA/GL/2018/07 - Guidelines on the exemption from the contingency mechanism under Regulation (EU) 2018/389
EBA/GL/2018/08 - Guidelines on the STS criteria for ABCP securitisation
EBA/GL/2018/09 - Guidelineson the STS criteria for non-ABCP securitisation
EBA/GL/2018/10 - Guidelines on disclosure of non-performing and forborne exposures
EBA/GL/2019/01 - Guidelines on specification of types of exposures to be associated with high risk under Article 128(3) of CRR
EBA/GL/2019/02 - Guidelines on outsourcing arrangements
EBA/GL/2019/03 - Guidelines for the estimation of LGD appropriate for an economic downturn
EBA/GL/2019/04 – Guidelines on ICT and security risk management - repealing EBA/GL/2017/17
EBA/GL/2019/05 – Guidelines on harmonised definitions and templates for funding plans of credit institutions under Recommendation A4 of ESRB/2012/2 - repealing EBA/GL/2014/04
EBA/GL/2020/04 - Guidelines on the determination of weighted average maturity (WAM) of contractual payments due under the tranche per of Article 257(1) (a) CRR
EBA/GL/2020/05 - Guidelines on credit risk mitigation for institutions applying the IRB approach with own estimates of LGDs
EBA/GL/2020/06 - Guidelines on loan origination and monitoring
EBA/GL/2020/09 - Guidelines on the treatment of structural FX under Article 352(2) of CRR
EBA/GL/2020/13 - Guidelines on the appropriate subsets of sectoral exposures to which competent or designated authorities may apply a systemic risk buffer in accordance with Article 133(5)(f) of CRD
EBA/GL/2020/14 - Guidelines on the specification and disclosure of systemic importance indicators
EBA/GL/2021/01 - Guidelines specifying the conditions for the application of the alternative treatment of institutions’ exposures related to ‘tri-party repurchase agreements’ set out in Article 403(3) of CRR
EBA/GL/2021/02 - Guidelines on customer due diligence and the factors institutions should consider when assessing the ML /TF risk associated with individual business relationships and occasional transactions under Articles 17 and 18(4) of AMLD
EBA/GL/2021/03 - Guidelines on major incident reporting under PSD2 - repealing EBA/GL/2017/10
EBA/GL/2021/04 - Guidelines on sound remuneration policies under CRD (repealing EBA/GL/2015/22)
EBA/GL/2021/05 - Guidelines on internal governance under CRD - repealing EBA/GL/2017/11
EBA/GL/2021/06 - Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body and key function holders under CRD and MiFID - repealing EBA/GL/2017/12
EBA/GL/2021/07 - Guidelines on criteria for the use of data inputs in the risk-measurement model referred to in Article 325bc of CRR
EBA/GL/2021/08 - Guidelines on the monitoring of the threshold and other procedural aspects on the establishment of intermediate EU parent undertakings under Article 21b of CRD
EBA/GL/2021/09 - Guidelines specifying criteria to assess exceptional cases when institutions exceed the large exposure limits of Article 395(1) CRR and time and measures to return to compliance under Article 396(3) CRR
EBA/GL/2021/10 - Revised Guidelines on stress tests of deposit guarantee schemes under DGSD (repealing and replacing EBA/GL/2016/04)
EBA/GL/2021/11 - Guidelines on recovery plan indicators under Article 9 BRRD - repealing EBA/GL/2015/02
EBA/GL/2021/12 - Guidelines on a common assessment methodology for granting authorisation as a credit institution under Article 8(5) CRD
EBA/GL/2021/13 - Guidelines on sound remuneration policies under Directive (EU) 2019/2034
EBA/GL/2021/14 - Guidelines on internal governance under Directive (EU) 2019/2034
EBA/GL/2021/17 - Guidelines on the delineation and reporting of available financial means (AFM) of DGS
EBA/GL/2022/02 - Guidelines on the limited network exclusion
EBA/GL/2022/03 - Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing under Directive 2013/36/EU
EBA/GL/2022/08 – Guidelines on the data collection exercises regarding high earners
EBA/GL/2022/14 - Guidelines on interest rate risk arising from non-trading book activities
EBA/REC/2017/03 - Recommendation on outsourcing to cloud service providers
JC/GL/2016/72 - Guidelines on risk based AML/CFT supervision
JC/GL/2017/16 - Guidelines to prevent the abuse of fund transfers for ML/TF purposes
JC/GL/2018/35 - Joint Committee Guidelines on complaints-handling for the securities and banking sectors
JC/GL/2019/81 - Guidelines on cooperation and information exchange for AML/CFT supervision purposes
Not applicable
Regulation (EU) 2015/2197 - ITS on closely correlated currencies (as amended)
Regulation (EU) 2015/233 - ITS on currencies with an extremely narrow definition of central bank eligibility
Regulation (EU) 2015/2344 - ITS on currencies with constraints on the availability of liquid assets
Regulation (EU) 2015/585 - RTS for the specification of margin periods of risk
Regulation (EU) 2015/942 - RTS on materiality of extensions and changes in internal approaches for market risk
Regulation (EU) 2016/100 - ITS specifying the joint decision process with regard to the application for certain prudential permissions
Regulation (EU) 2016/101 - RTS for prudent valuation under Article 105(14) CRR
Regulation (EU) 2016/1400 - RTS on business reorganisation plan content
Regulation (EU) 2016/1450 - RTS specifying criteria for MREL (minimum requirements for liabilities eligible for bail-in)
Regulation (EU) 2016/1799 - ITS with regard to the mapping of credit assessments of external credit assessment institutions
Regulation (EU) 2016/200 - ITS on disclosure of the leverage ratio for institutions
Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
Regulation (EU) 2016/2251 - RTS on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP)
Regulation (EU) 2016/709 - RTS specifying the conditions for the application of the derogations concerning currencies with constraints on the availability of liquid assets
Regulation (EU) 2016/911 - ITS on disclosure of group financial support agreement
Regulation (EU) 2016/962 - ITS on proportionality notifications templates
Regulation (EU) 2016/98 - RTS specifying the general conditions for the functioning of colleges of supervisors
Regulation (EU) 2016/99 - ITS determining the operational functioning of colleges of supervisors
Regulation (EU) 2017/1230 - RTS on criteria for preferential outflow or inflow rate for cross-border undrawn credit or liquidity facilities within a group or IPS
Regulation (EU) 2017/2055 - RTS on passporting under PSD2
Regulation (EU) 2017/208 - RTS for additional liquidity outflows corresponding to collateral needs resulting from the impact of an adverse market scenario on an institution's derivatives transactions
Regulation (EU) 2017/323 correcting Regulation (EU) 2016/2251 – RTS on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP)
Regulation (EU) 2017/390 - RTS on prudential requirements of CSDs (CSDR-related)
Regulation (EU) 2018/1108 - RTS on CCP to strengthen fight against financial crime
Regulation (EU) 2018/1624 - ITS on the provision of information for resolution plans
Regulation (EU) 2018/171 - RTS on the materiality threshold for credit obligations past due
Regulation (EU) 2018/33 - ITS with regard to the standardised presentation format of the statement of fees
Regulation (EU) 2018/389 - RTS on strong customer authentication and secure communication
Regulation (EU) 2018/728 - RTS for excluding transactions with third country non-financial counterparties from own funds requirement for CVA risk
Regulation (EU) 2019/348 - RTS on simplified obligations for recovery and resolution planning
Regulation (EU) 2019/410 - ITS on EBA register under PSD2
Regulation (EU) 2019/411 - RTS on EBA register under PSD2
Regulation (EU) 2019/758 – RTS on implementation of group wide AML/CFT policies in third countries
Regulation (EU) 2020/1423 - RTS on central contact points under PSD2
Regulation (EU) 2021/2153 - RTS on the criteria for subjecting certain investment firms to the CRR (EUR 5bn)
Regulation (EU) 2021/2154 - RTS on Identified Staff
Regulation (EU) 2021/2155 - RTS on Instruments variable remuneration
Regulation (EU) 2021/2284 - ITS on Disclosure of Own funds
Regulation (EU) 2021/2284 - ITS on Reporting
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
Regulation (EU) 2021/453 - ITS with regard to the specific reporting requirements for market risk
Regulation (EU) 2021/622 – ITS with regard to uniform reporting templates, instructions and methodology for reporting on MREL
Regulation (EU) 2021/637 - ITS with regard to disclosures of information referred to in Titles II and III of Part Eight CRR
Regulation (EU) 2021/763 – ITS with regard to the supervisory reporting and public disclosure of MREL
Regulation (EU) 2022/2453 - ITS on ESG disclosures
Regulation (EU) 2022/76 - RTS to specify adjustments to the K-DTF coefficients
Regulation (EU) No 1030/2014 - ITS on disclosure of values used to identify global systemically important institutions (as amended)
Regulation (EU) No 1125/2014 - RTS-on PII for mortgage credit intermediaries
Regulation (EU) No 1151/2014 - RTS on information to be notified when exercising the right of establishment and the freedom to provide services
Regulation (EU) No 1152/2014 - RTS on the identification of the geographical location of relevant credit exposures for institution-specific countercyclical capital buffer rate
Regulation (EU) No 1187/2014 - RTS for determining the overall exposure to a client or a group of connected clients in respect of transactions with underlying assets
Regulation (EU) No 1222/2014 - RTS on methodology for the identification of global systemically important institutions (GSII) and the definition of GSII subcategories
Regulation (EU) No 1423/2013 - ITS on disclosure of own funds requirements
Regulation (EU) No 183/2014 - RTS for the calculation of specific and general credit risk adjustments
Regulation (EU) No 241/2014 - RTS for Own Funds requirements for institutions
Regulation (EU) No 484/2014 - ITS on hypothetical capital of a CCP
Regulation (EU) No 523/2014 - RTS on close correspondence between the values of an institution's covered bonds and assets
Regulation (EU) No 524/2014 - RTS on information exchange between home and host competent authorities
Regulation (EU) No 525/2014 - RTS on the definition of market
Regulation (EU) No 526/2014 - RTS on proxy spread and limited smaller portfolios for CVA risk
Regulation (EU) No 527/2014 - RTS on classes of other instruments appropriate for the purposes of variable remuneration
Regulation (EU) No 528/2014 - RTS on non-delta risk of options in the standardised market risk approach
Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
Regulation (EU) No 530/2014 - RTS on materiality of thresholds for internal approaches to specific risk in the trading book
Regulation (EU) No 602/2014 - ITS for the convergence of supervisory practices regarding the implementation of additional risk weights
Regulation (EU) No 604/2014 - RTS Remuneration: criteria to identify categories of staff
Regulation (EU) No 620/2014 - ITS on information exchange between home and host competent authorities
Regulation (EU) No 625/2014 - RTS on requirements for investor, sponsor, original lenders and originator institutions of transferred credit risk exposures
Regulation (EU) No 650/2014 - ITS on disclosure by competent authorities
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Regulation (EU) No 710/2014 - ITS on joint decision process for institution-specific prudential requirements
Regulation (EU) No 926/2014 - ITS on notifications relating to the exercise of the right of establishment and the freedom to provide services
Regulation (EU) No 945/2014 - ITS on relevant appropriately diversified indices