Single Rulebook Q&A

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Value assigned to liabilities arising from derivative contracts

For the purpose of Article 5(3) of Commission Delegated Regulation (EU) 2015/63 the valuation of...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/63 - DR on ex ante contributions to resolution financing arrangements
ID: 2017_3542 | Topic : Recovery and Resolution | Date of submission: 03/10/2017
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Treatment of expected loss amounts in validation rule v4772_m

Is validation rules v4772_m correct?...

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: 2017_3509 | Topic : Supervisory reporting | Date of submission: 01/09/2017
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Template C 17.00 (OPR Details) - Reporting on loss adjustments

How should we interpret and treat the negative loss adjustment within the total loss amount?...

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: 2017_3455 | Topic : Supervisory reporting | Date of submission: 11/08/2017
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Incorrect validation rules v4779_m and v4782_m

The question relates to the validation rule 4779_m and v4782_m implemented in DPM 2.6 and 2.7. C...

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: 2017_3400 | Topic : Supervisory reporting | Date of submission: 18/07/2017
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New EBA Validation rule (taxonomy 2.6) v4786_m about the comparison between the risk weighted exposure amount and the exposure value for Equity in CR GB IRB

According to the validation rule v4786_m, c105 shall be greater than or equal to   c11...

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: 2017_3394 | Topic : Supervisory reporting | Date of submission: 17/07/2017
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C 09.02 - validation rules v4776_m, v4777_m, v4778_m, v4780_m and v4781_m

According to validation rule v4776_m, the value in row r060 of C 09.02 should be >= the...

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: 2017_3351 | Topic : Supervisory reporting | Date of submission: 16/06/2017
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Transactions with maturities longer than 10 years

We reference to the Q&A 2015_1802 : Transactions with maturities longer than 10 years are...

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_2885 | Topic : Supervisory reporting | Date of submission: 31/08/2016
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Scope of bail-in tool: Clarification on Article 44(2)(f)

Is the purchase or sale by an EU bank (falling within the EU Single Supervisory Mechanism) from/...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3219 | Topic : Recovery and Resolution | Date of submission: 09/03/2017
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C 17.01 – Total gross losses and loss adjustments (v6127_h and v6128_h)

In the new version of the ITS available on the EBA website which explains the functional require...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting of Institutions
ID: 2017_3522 | Topic : Supervisory reporting | Date of submission: 12/09/2017
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Classification as off-balance sheet items of a committed reverse repo facility or other committed credit facilities where drawing under the facility is conditional upon purchasing or receiving eligible collateral

Would it be possible for an institution to assign a committed reverse repo facility, or other co...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3332 | Topic : Credit risk | Date of submission: 07/06/2017
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CCF for uncommitted lines

Can uncommitted guarantee/letter of credit lines be classified as low risk under Annex I, point...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3246 | Topic : Own funds | Date of submission: 27/03/2017
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Presentation of IRB floor (Article 500 CRR) in COREP templates

How should an IRB institution present Basel I floor as defined in Art. 500 CRR (an additional IR...

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: 2017_3228 | Topic : Supervisory reporting | Date of submission: 17/03/2017
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Reporting of credit risk adjustments according to Article 110 of CRR

In relation to SA General credit risk adjustments, as per template C 01.00, row 920, column...

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: 2017_3343 | Topic : Supervisory reporting | Date of submission: 14/06/2017
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LRCalc – Reporting of SFT Exposures according to Article 429 (5) (d), 429 (8) and 429b (1) CRR

Please clarify regarding securities included in Repo transactions. As per the guidelines for Row...

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: 2015_2233 | Topic : Supervisory reporting | Date of submission: 21/08/2015
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Application of IRB floor

How should the IRB floor requirement, stemming from Article 500 CRR (transitory Basel I floor),...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3227 | Topic : Credit risk | Date of submission: 17/03/2017
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Connected Clients and Control Relationship

Is the relation between a company and its directors as they are indicated in the company’s struc...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_2923 | Topic : Large exposures | Date of submission: 04/10/2016
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Groups of connected clients when a client is connected through various criteria (interconnection through control and / or economic interconnection)

As defined in Article 4(1)(39) of Regulation (EU) No 575/2013 (CRR), clients can be included int...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2014_1443 | Topic : Large exposures | Date of submission: 26/08/2014
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O-SII Buffer on individual and consolidated level

Article 131(5) of the CRD (Directive 2013/36/EU) states that “the competent authority or designa...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2014/10 - Guidelines on criteria to identify other systemically important institutions (O-SIIs)
ID: 2017_3342 | Topic : Other topics | Date of submission: 13/06/2017
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Inconsistency in validation rule v5016_s for C 05.01

Is validation rule v5016_s consistent for rows 130 and 136 of the C 05.01?...

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: 2017_3516 | Topic : Supervisory reporting | Date of submission: 07/09/2017
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International Organisations allocated to the 'Institutions' exposure class

Could you please advise based on which criteria are International Organizations allocated to the...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting of Institutions
ID: 2017_3479 | Topic : Supervisory reporting | Date of submission: 18/08/2017
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