- Question ID
-
2023_6696
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
-
78
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Not applicable
- Article/Paragraph
-
ITS package for 2023 benchmarking exercise
- Name of institution / submitter
-
National Bank of Slovakia
- Country of incorporation / residence
-
Slovakia
- Type of submitter
-
Competent authority
- Subject matter
-
Inclusion of instruments in aggregated portfolios
- Question
-
In Annex 5, when calclulating risk measures for an aggregated portfolio, an instrument should enter the calclulation only once or each time it forms an individual portfolio?
- Background on the question
-
In Annex 5 several instruments form more than one indivudual portfolio. For example the instrument 304 is part of individual portfolios 3002 and 3003.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because it is considered that EBA guidance or clarification is not needed with regard to the issue that it raises. For example, this can be the case where it is considered that the existing regulatory framework is sufficiently clear and unambiguous, or where different practices may be possible but it is not currently necessary to harmonise these further through the Q&A process.
The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts.
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- Status
-
Rejected question