Single Rulebook Q&A

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Reference to value in Article 48(2)

Does the reference to “value” in Article 48(2) refer to the “face value” (“notional amount”) or...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3629 | Topic : Recovery and Resolution | Date of submission: 08/12/2017
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Calculation of the position for holdings of financial sector entities with the same underlying exposure

How is the “same underlying exposure” in CRR Art. 45, 59 and 69 defined?...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3464 | Topic : Own funds | Date of submission: 11/08/2017
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Calculation of general risk capital requirement for underwriting commitment regarding bond issuance and bond issuance programs under duration-based method specified in Article 340 of the CRR.

How should the capital requirement under duration-based calculation of general risk specified in...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3450 | Topic : Market risk | Date of submission: 10/08/2017
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Write down or convert eligible liabilities following Article 48(3)

How would the resolution authority write down or convert eligible liabilities referred to in poi...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3630 | Topic : Recovery and Resolution | Date of submission: 08/12/2017
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Mark-to-Market Method: Add-on for sold options

Should the PFE add-on for sold options that form part of a larger netting set exceed the maximum...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2017_3217 | Topic : Market risk | Date of submission: 08/03/2017
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Net to Gross Ratio calculation for Derivatives for Leverage Ratio

Can the NGR calculation as defined in QA_2016_2735 be extended to the Leverage ratio treatment...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Delegated Regulation (EU) 2015/62 - DR with regard to the leverage ratio
ID: 2017_3267 | Topic : Leverage ratio | Date of submission: 10/04/2017
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Question refer to Guidelines on disclosures requirments under Part Eight of Regulation No 575/2013 template 11 EU CR1-A Credit quality of exposures by exposure class and instrument

How to report data in Pillar 3 template 11: EU CR1-A Credit quality of exposures by exposure cl...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2016/11 - Guidelines on disclosure requirements under Part Eight of CRR
ID: 2017_3481 | Topic : Transparency and Pillar 3 | Date of submission: 21/08/2017
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The treatment of Physical Stock balances

The ITS states firms should report the name of the top ten issuers/counterparties of unencumbere...

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_2742 | Topic : Supervisory reporting | Date of submission: 23/05/2016
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Definition of 'carrying amount' for the purposes of templates C 67.00, C 68.00 and C 69.00

In the guidance annexes for DPM 2.7 for ALMM returns C 67.00, C 68.00 and C 69.00 (Annex XIX) th...

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_3305 | Topic : Supervisory reporting | Date of submission: 25/05/2017
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Coins and banknotes in counterbalancing capacity ALMM

How should we report 'Coins and banknotes' in counterbalancing capacity sheet (C 71.00) of ALMM...

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_3097 | Topic : Supervisory reporting | Date of submission: 13/01/2017
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C 69.00, Prices for various lengths of funding - Spreads calculated in different currencies

The EBA Q&A 2015_2204 confirms that funding spreads must be calculated for all the fundi...

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_3087 | Topic : Supervisory reporting | Date of submission: 09/01/2017
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C 67.00, Concentration of funding by counterparties- third party mandates

Banks are receiving funds from third party institutions under asset management agreements. The 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: 2017_3086 | Topic : Supervisory reporting | Date of submission: 09/01/2017
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C 67.00 Concentration of funding by counterparties- Cash collateral received for derivatives

In the context of CSA collateral agreements, banks can receive collateral in the form of cash or...

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_3085 | Topic : Supervisory reporting | Date of submission: 09/01/2017
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Difference between 'product type' and 'product category' and clarification on product type reporting (Annex XIX, part 1.3, template C 68.00)

Template C 68.00 seeks to collect information about the reporting institutions' concentration of...

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_2801 | Topic : Supervisory reporting | Date of submission: 22/06/2016
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Template C 69.00 - Prices for the Various Lenghts of Funding - follow-up to Q&As 2015_1901 and 2015_2204

We note response given to question 2015_1901 . Can we clarify if the treatment advised for re...

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_2761 | Topic : Supervisory reporting | Date of submission: 01/06/2016
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Reporting of individuals/households names in template C 67.00

Should the individuals/households names to be disclosed when filling template C 67.00?...

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_2743 | Topic : Supervisory reporting | Date of submission: 23/05/2016
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Counterparty details for central bank eligible assets in Concentration of Counterbalancing Capacity template C 71.00

In the event that an institution pre-positions retail customer credit claims into a standard cen...

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_2611 | Topic : Supervisory reporting | Date of submission: 08/02/2016
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Reporting of currency for undrawn committed facilities in Concentration of Counterbalancing Capacity template C 71.00

What currency identifier should be reported on template C 71.00 for an undrawn committed facilit...

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_2609 | Topic : Supervisory reporting | Date of submission: 08/02/2016
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Prices for Various Lengths of Funding-currency spreads

We would like to seek further guidance on whether the EBA expects firms to calculate spreads for...

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_2538 | Topic : Supervisory reporting | Date of submission: 22/12/2015
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References to items covered by a Deposit Guarantee scheme in the instructions on r070 and r090 of C 68.00

Is the text of Annex XIX in the final draft ITS 680/2014 and DPM 2.7 ITS on supervisory reportin...

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_3306 | Topic : Supervisory reporting | Date of submission: 25/05/2017
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