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Response to consultation Paper on draft RTS and ITS on benchmarking portfolios
Go backQ2. Do you consider that the benchmarks outlined in the RTS are sufficiently proportionate and flexible? Do you have any alternative benchmark proposals? If yes, please provide details.
No specific commentQ3. What limitations do you see in relation to the use of the proposed benchmarks, i.e., (i) first and the fourth quartiles; (ii) comparison between own funds under the internal models and the standardised approach; and (iii) comparison between estimates and outturns?
No specific commentQ4. What in your view is the most appropriate benchmark and/or approach for the assessment of the level of potential underestimation of own funds requirements?
No specific commentQ5. Which set of market risk portfolios do you consider more appropriate for the initial exercise conducted under Article 78?
No specific commentQ6. As explained in the background section, do you consider the approach proposed by the EBA appropriate for future annual exercises?
No specific commentQ7. Do you have any alternative proposals? If yes, please provide details.
No specific commentQ8. Which of the two options for phasing-in do you consider preferable?
No specific commentQ9. Do you see any potential ambiguities in the credit risk portfolios defined in Annex I? Please identify the relevant portfolio providing details and any suggestions that would eliminate these ambiguities.
No specific commentQ10. Do you have any suggestions for additional credit risk portfolios? Please provide details.
No specific commentQ11. Do you see any potential ambiguities in the market risk portfolios defined in Annexes VII.a and VII.b? Please identify the relevant portfolio providing details and any suggestions that would eliminate these.
No specific commentQ12. Do you have any suggestions for additional market risk portfolios? Please provide details.
No specific commentQ13 Do you agree with the possibility of allowing firms to refrain from reporting portfolios if one of the conditions stated in Article 3 is met?
No specific commentQ14 Do you have any suggestion about additional exemptions from reporting? If yes, please provide details.
No specific commentName of organisation
Société de Financement Local (SFIL)
