- Question ID
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2022_6434
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
-
78
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2016/2070 - ITS on Supervisory Reporting (for benchmarking the internal approaches) (as amended)
- Article/Paragraph
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Annex IV; Template C 103.00
- Name of institution / submitter
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BaFin
- Country of incorporation / residence
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Germany
- Type of submitter
-
Competent authority
- Subject matter
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Floors in calculation of RWA- and RWA --
- Question
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For the purpose of Template C103 institutions shall report RWA- and RWA--. according to the corresponding instructions (Annex IV), RWA- and RWA-- result from the application of PD- and PD-- (instead of the institution’s PD values). For this purpose, shall regulatory PD-floors as defined in Art. 160 (1) and 163 (1) CRR be applied?
- Background on the question
-
Ensure clarity of instructions
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the issue it deals with is already explained or addressed in the regulatory framework.
For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”
- Status
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Rejected question