Question ID
2016_2892
Legal act
Directive 2013/36/EU (CRD)
Topic
Supervisory reporting - Supervisory Benchmarking
Article
78
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
Article/Paragraph
Annex I, template C 101.00, c050 and c060
Type of submitter
Credit institution
Subject matter
Clarification of columns 050 and 060 of template C 101.00, Annex I of the Benchmarking exercise.
Question

In ITS-Annex I of the Benchmarking exercise the columns 050 and 060 provide the ISIN code and Bloomberg ticker, respectively. Is the requirement to report only exposures to the instruments specified by the ISIN/Bloomberg ticker or should all exposures to the counterparty be reported?

Background on the question

For example: if the counterparty has been identified based on the LEI code (column 020), should the columns 050 and 060 further restrict the selection to a specific instrument?

Submission date
Final publishing date
Final answer

The columns 020, 030, 040, 050, 060, 070 and 080 of C 101.00 of Annex I to the Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on Supervisory Benchmarking) aim at identifying the relevant counterparty. All exposures to that counterparty have to be reported in the corresponding row of Annex III to the ITS on Supervisory Benchmarking.

Disclaimer

The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal. The text of the Implementing Regulation may differ from the text of the draft ITS to which this Q&A refers.

Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

Disclaimer

The Q&A refers to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.