Single Rulebook Q&A

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While the references to CRD5 / CRR2 / BRRD2 have already been added to the Legal Act field on this page, the search function will only generate results for these legal texts once the first Q&As with regard to these legal texts are finalised and published.

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Showing 1 - 20 of 175 results.
of 9
   

Treatment of failed SRT under Traditional Securitisation

In case the significant credit risk cannot be considered to have been transferred according to A...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_4207 | Topic : Credit risk | Date of submission: 20/08/2018
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Timely payment requirement for unfunded credit protection provided under credit risk insurance policies

Does unfunded credit protection - which a bank has purchased in order to hedge a loan exposure a...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3576 | Topic : Credit risk | Date of submission: 27/10/2017
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Proposals for mortgage credit extension described in Article 14 of the Directive 2014/17/EU as off-balance sheet exposures

Are the binding proposals for mortgage credit extension described in Article 14 of the Directive...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2017_3376 | Topic : Credit risk | Date of submission: 03/07/2017
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Asset denominated in one currency and funded in a different currency subject to a FX Swap exchanging those two currencies

For the purpose of the credit risk standard risk-weight attribution, can we consider that 1) an...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3832 | Topic : Credit risk | Date of submission: 04/05/2018
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Exposures in the form of covered bonds

Would the preferential treatment set out in Articles 129(4) and (5) and in Article 161(1)(d) be...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_4328 | Topic : Credit risk | Date of submission: 17/10/2018
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Exposures to unrated institutions

How should exposures to unrated institutions be treated under Article 121 CRR in the cases wher...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2018_3765 | Topic : Credit risk | Date of submission: 13/03/2018
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Risk weighted assets calculation under Article 119(2) of the CRR

What would be the applicable risk weight according to Article 119 (2) of Regulation (EU) No 575/...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2018_3753 | Topic : Credit risk | Date of submission: 08/03/2018
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Exposures to regional governments, local authorities or public sector entities which are treated as exposures to central governments under Articles 115 and 116 CRR

Please clarify how Article 115(2) CRR shall be applied in case regional governments and local a...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3517 | Topic : Credit risk | Date of submission: 07/09/2017
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Offset of Additional Value Adjustments (AVA) against Expected Loss (EL) under Article 159

Are AVAs arising from market risk for exposures to institutions (credit risk exposures) eligible...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3426 | Topic : Credit risk | Date of submission: 27/07/2017
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Material exposure in connection with term "days past-due" in the definition of non-performing exposure

What is the reading of the term "material" exposure in connection with "days past-due" for the p...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
ID: 2014_1297 | Topic : Credit risk | Date of submission: 13/06/2014
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Credit Risk on Gold Bullion

Under Article 134(4) CRR, what would the risk weight be if gold bullion is held on our behalf by...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3649 | Topic : Credit risk | Date of submission: 27/12/2017
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Treatment of a loan signed well in advance of a contractually agreed utilisation date (forward starting loan)

Is a forward starting loan to be considered an off-balance item? If so, how should a conversion...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3279 | Topic : Credit risk | Date of submission: 01/05/2017
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Application of the definition of ‘speculative immovable property financing’ under the Standardised Approach

In case the borrower is the developer of a real estate project for which future contract agreeme...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3173 | Topic : Credit risk | Date of submission: 20/02/2017
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Appropriate Risk Weight for purchased defaulted assets

Where an entity subject to the CRR purchased Non-Performing Loans booked at the purchase price (...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 183/2014 - RTS for the calculation of specific and general credit risk adjustments
ID: 2017_3270 | Topic : Credit risk | Date of submission: 12/04/2017
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Investment firms’ exposures to credit institutions

Should MIFID investment firms which are subject to the CRR calculate the credit risk requirement...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3422 | Topic : Credit risk | Date of submission: 25/07/2017
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General and specific credit risk adjustments

Can a Supervised Entity not recognise changes in impairments, value adjustments or provisions in...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 183/2014 - RTS for the calculation of specific and general credit risk adjustments
ID: 2017_3330 | Topic : Credit risk | Date of submission: 06/06/2017
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Original maturity for off balance sheet items

How is the "original maturity" identified for items in CRR Annex 1 (2)(b)(ii)?...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2017_3366 | Topic : Credit risk | Date of submission: 23/06/2017
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Multiplier of 1.25 to the asset value correlation

In case of an exposure to a regulated financial sector entity which does not meet the requiremen...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
ID: 2016_3057 | Topic : Credit risk | Date of submission: 19/12/2016
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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 com...

COM Delegated or Implementing Acts/RTS/ITS/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/RTS/ITS/GLs: Not applicable
ID: 2017_3246 | Topic : Credit risk | Date of submission: 27/03/2017
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Showing 1 - 20 of 175 results.
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