- Question ID
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2017_3142
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
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78
- Paragraph
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2
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
- Article/Paragraph
-
Annex I
- Type of submitter
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Credit institution
- Subject matter
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Is portfolio name a result of the portfolio allocation or a pattern column with addition rule semantics?
- Question
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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?
- Background on the question
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What is portfolio name? An additional information for portfolio ID's or counterparty code to cluster the portfolio ID's to groups?
- Submission date
- Final answer
-
The column ‘Portfolio name’ (c090) of template C 101.00 of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) is not part of the definition of the counterparties, but provides a link between the counterparties listed in this template and selected portfolios in template C 102.00 of Annex I to the ITS on Supervisory Benchmarking.
In template C 102.00 of Annex I to the ITS on Supervisory Benchmarking, the column ‘Portfolio name’ (c020) is used to specify the portfolio content in more detail. Especially for portfolios containing large corporates or the large corporate sample, the information given in c020 narrows down further the scope of the respective portfolios. For example, only exposures to counterparties listed in template C 101.00 of Annex I and identified by the portfolio name ‘Large corporate sample’ should be included in the portfolios identified by the portfolio name ‘Large corporate sample’ in template C 102.00 of Annex I.
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
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Archive
- Answer prepared by
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Answer prepared by the EBA.
- Note to Q&A
-
Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.