- Question ID
-
2017_3614
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
-
78
- Paragraph
-
2
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
- Article/Paragraph
-
Annex V, Market Benchmarking Portfolios
- Type of submitter
-
Industry association
- Subject matter
-
Market risk benchmarking – specification of portfolio 20
- Question
-
The specification for portfolio 20 includes shorting EUR 1 million per single-name 5-year CDS on 10 companies including ‘Unilever’. Should Unilever NV or Unilever PLC be used?
- Background on the question
-
Section 1.1: Non-correlation trading portfolios
- Submission date
- Final answer
-
For the purposes of the benchmarking exercise 2018 (end-2017 data), specifically for the purposes of portfolio 20 of section 1 of Annex V to the Draft ITS on benchmarking for the 2018 exercise, Unilever NV (ISIN: NL0000009355) shall be used.
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
-
Archive
- Answer prepared by
-
Answer prepared by the EBA.
- Note to Q&A
-
Update 03.12.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.