Question ID
2019_4988
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 IV, template C103
Type of submitter
Credit institution
Subject matter
EBA Benchmarking Exercise - C103 - RWA + RWA - RWA ++ RWA --
Question
In order to achieve (RWA + RWA - RWA ++ RWA --) to fill in template C103 of EBA Benchmarking Exercise, when we do not have exposure in the previous year, i.e., in the formula when n = 0, which p- value should we consider?
Background on the question
“n” is the number of obligors in a given grade exactly one year before the reference date. However, it can happen that some grades are empty one year before the reference date (e.g. december 2017), but not at the reference data (e.g. in december 2018). Thus the EAD and RWA for those grades are not zero at the reference date and some value of RWA + RWA - RWA ++ RWA – should be reported.”
Submission date
Rejected publishing date
Rationale for rejection

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Status
Rejected question