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Notification of model changes

Does an alignment of the quantification of default to the default frequency based on an approved...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2468 | Topic : Credit risk | Date of submission: 13/11/2015
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Capital requirements deduction for credit risk on exposures to SMEs

Further to Q&A 2135 and Q&A 2268 , can the capital requirement deduction (SM...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3012 | Topic : Credit risk | Date of submission: 22/11/2016
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Documentary credits in which underlying shipment acts as collateral and other self-liquidating transactions

Does a documentary credit secured by an assignment, assignment for security and/or pledge of the...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3171 | Topic : Credit risk | Date of submission: 17/02/2017
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Treatment of an institution’s guarantees for investments into CIUs

In case of an institution’s guaranteeing the amount of a customer’s original investment into a C...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2971 | Topic : Credit risk | Date of submission: 28/10/2016
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Risk weight for the credit risk for third countries with supervisory and regulatory arrangements at least equivalent to those applied in the Union according to Article 114(7) CRR

If a third country has supervisory and regulatory arrangements at least equivalent to those appl...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3262 | Topic : Credit risk | Date of submission: 06/04/2017
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Computation of discount for purchased assets

How does the treatment described in the last subparagraph of Article 166(1) CRR interact with th...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2691 | Topic : Credit risk | Date of submission: 30/03/2016
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Effective Maturity calculation for fully/nearly fully collateralised derivatives and Security Financing Transcations

How do you calculate the effective maturity for Internal Model Method (IMM) eligible trades whic...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3169 | Topic : Credit risk | Date of submission: 16/02/2017
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Risk weight of EURATOM debt

Which risk weight shall apply to outstanding/new EURATOM debt instruments?...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3204 | Topic : Credit risk | Date of submission: 06/03/2017
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Risk weight to apply to exposures to unrated central banks

What risk weight should be assigned to exposures to the central bank of a non EU-member country...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3231 | Topic : Credit risk | Date of submission: 20/03/2017
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Speculative immovable property financing

Should the loans that banks grants to build a first home, as a part of the normal business proce...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3131 | Topic : Credit risk | Date of submission: 27/01/2017
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Use of bona fide estimates for the determination of the size of a corporation

Is it allowed to use bona fide estimates for the determination of the size of a corporation for...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3049 | Topic : Credit risk | Date of submission: 15/12/2016
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Contingent liabilities within the Merchant Services Industry

Does the contingent liability to which an acquiring bank is subject in the course of the merchan...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2916 | Topic : Credit risk | Date of submission: 26/09/2016
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Valuation of immovable property performed by statistical model

Does the reference to the independent valuer in Article 229(1) and Article 208(3)(b) of Regulati...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3078 | Topic : Credit risk | Date of submission: 03/01/2017
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Implementation of default definition - retail portfolio

In the case of retail exposures, can the default definition be implemented in a way that the def...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2968 | Topic : Credit risk | Date of submission: 27/10/2016
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Own estimates of CCF in the retail exposure class

For which product types has a credit conversion factor (CCF) to be used in the retail exposure c...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2397 | Topic : Credit risk | Date of submission: 14/10/2015
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Other items

Does the approach specified in Article 134(5) CRR regarding the risk weight to be applied to ass...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2935 | Topic : Credit risk | Date of submission: 10/10/2016
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Risk weighing attributed to gold bullion coins

Are gold bullion coins included in the term ‘gold bullion’ as used in Article 134(4)?...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3011 | Topic : Credit risk | Date of submission: 21/11/2016
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Treatment of negative accrued interests in the credit risk

Do negative accrued interests reduce the exposure value, whereas positive accrued interests incr...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2016_2795 | Topic : Credit risk | Date of submission: 20/06/2016
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Monitoring and evaluation of mortgages in cases of portfolio-wholesale transactions

Is it possible to assign the preferential risk weight of 35% according to Article 125 (1) (a) of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2726 | Topic : Credit risk | Date of submission: 04/05/2016
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ECAI ratings

1) For the determination of the risk-weight applicable to an exposure, is a “Bank Deposit Ratin...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2698 | Topic : Credit risk | Date of submission: 04/04/2016
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Showing 1 - 20 of 153 results.
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