Single Rulebook Q&A

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Private ownership of a bridge institution or an asset management tool

We seek clarification on Articles 40(2) and 42(2) of Directive 2014/59/EU (BRRD). Can a bridge i...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2342 | Topic : Recovery and Resolution | Date of submission: 30/09/2015
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Reporting of assets lending on an unsecured basis

When collateral lending on an unsecured basis maturing within the 30-day period, shall the insti...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2016_2992 | Topic : Liquidity risk | Date of submission: 14/11/2016
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O-SII buffer / Capital conservation buffer application

On which ratio set in article 92 of CRR (CET1/T1 or Total Capital Ratio) the buffers set in part...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3088 | Topic : Other topics | Date of submission: 10/01/2017
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Calculation of the Countercyclical Capital Buffer

Consider a corporate (geographical location DE) exposure guaranteed by a sovereign (geographical...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) No 1152/2014 - RTS on the identification of the geographical location of relevant credit exposures for institution-specific countercyclical capital buffer rate
ID: 2016_3050 | Topic : Other topics | Date of submission: 15/12/2016
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AVA calculation and tax effects

Should Additional Value Adjustments (AVAs) be calculated net of tax effects for the purpose of t...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Regulation (EU) 2016/101 - RTS for prudent valuation under Article 105(14) CRR
ID: 2016_2658 | Topic : Market risk | Date of submission: 04/03/2016
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Definition of "managerial (internal business) purposes" in terms of re-developed IRB model application.

Is there a definition of “internal business purposes” and a list of activities which are conside...

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: 2016_2983 | Topic : Model validation | Date of submission: 08/11/2016
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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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Outflows associated with Payment Institutions' escrow accounts

Can the escrow accounts held for Payment Institutions be considered as operational deposits ?...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement
ID: 2017_3129 | Topic : Liquidity risk | Date of submission: 26/01/2017
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Market risk capital requirement for CIUs where a look-through approach is applied

Can the market risk capital requirement for CIUs where a look-through approach based on the unde...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3099 | Topic : Market risk | Date of submission: 17/01/2017
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Specialised lending for the ‘Low Default portfolios’ Supervisory Benchmarking Exercise 2017

According to the instructions related to the Supervisory Benchmarking Exercise 2017 for ‘Low D...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Draft ITS on Supervisory Reporting for Institutions (for benchmarking the internal approaches)
ID: 2017_3127 | Topic : Supervisory reporting | Date of submission: 25/01/2017
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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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Deduction from CET1 of significant holdings in financial sector entities (FSE) and protection acquired to limit downside investment exposure

Will the hedge with the 3rd party as described in the example in the background result in the de...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3132 | Topic : Own funds | Date of submission: 27/01/2017
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Cross-Product Netting

Can a Bank with a netting set to a QCCP counterparty combining cash instruments (already settled...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2016_3028 | Topic : Leverage ratio | Date of submission: 02/12/2016
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Basis of risk exposures to take in consderation for calculation of the countercyclical buffer (CcyB)

Should the risk exposure basis to take in consideration for calculation of CCyB be limited to th...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2016_3055 | Topic : Other topics | Date of submission: 16/12/2016
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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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Eligible Liabilities in the context of Articles 2(71) and 45(4)

Does the term "eligible liabilities" defined in Article 2(71) only cover these debt instruments...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2073 | Topic : Recovery and Resolution | Date of submission: 29/06/2015
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Thresholds for Common Equity Tier 1

CET1 threshold amounts are requested to report in the CA4 template (C 04.00) in the ID items 8 a...

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_3035 | Topic : Supervisory reporting | Date of submission: 07/12/2016
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v2819_m - Cross-check between FINREP and Asset Encumbrance

Should 'bank covered bonds' be reported in F 04.03, column 030, rows 090-100?...

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_3013 | Topic : Supervisory reporting | Date of submission: 22/11/2016
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