Question ID
2018_4092
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 IV, template C. 103.00
Type of submitter
Credit institution
Subject matter
Reporting of RWA* and RWA** in Template C.103 of the Benchmarking exercise.
Question

How to report metrics RWA* and RWA** in Template C.103 of the Benchmarking exercise?

Background on the question

Replacement of metrics RWA* and RWA** in Template C.103 of the Benchmarking Exercise.

According to the Draft ITS on 2019 portfolios in the supervisory benchmarking exercise (EBA-2018-ITS-04) and the Annex IV published the last 2nd July 2018 in the Draft benchmarking package for 2019 exercise (end 2018 data), the RWA* and RWA** are going to be replaced by RWA interval (RWA+,RWA-,RWA++,RWA- -). However, according to Annex III, the RWA* and RWA** still need to be reported along with the RWA+- intervals. The question is whether these metrics are really replaced (as stated in the General Instructions and in the Annex IV), or still need be reported (as stated in the Annex III).

Submission date
Final answer

The columns 230 (RWA*) and 240 (RWA**) in Annex III to Regulation (EU) 2016/2070 (ITS on Supervisory Benchmarking) should be left blank. These columns should have been deleted when RWA* and RWA** have been replaced with the new definition of RWA+-, but erroneously remained in Annex III. These will be removed in the new version of the ITS.

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Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.