Question ID
2023_6704
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
430
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
Annexes I and II
Type of submitter
Other
Subject matter
COREP v3.2 – C 33.00
Question

Regulation (EU) 2022/1994 amending the implementing technical standards laid on in Implementing Regulation (EU) 2021/451 changes the direction of the 2nd parenthesis for the period intervals of rows 0170 to 0230, which generates a 'double counting', example below:

r0170 [0 – 3M]

r0180 [3M – 1Y]

r0190 [1Y – 2Y]

r0200 [2Y – 3Y]

r0210 [3Y – 5Y]

r0220 [5Y – 10Y]

r0230 [10Y – more]

The periods 3M, 1Y, 2Y, 3Y, 5Y and 10Y would be declared on 2 rows each time.

Background on the question

Divergence in the column intervals between the European Commission version and the version published in the European official journal on December 22, 2022.

Submission date
Final publishing date
Final answer

There is a difference in template C33 in the direction of the second parenthesis for the period intervals of rows 0170 to 0230 between the European Commission version of Regulation (EU) 2022/1994 amending the implementing technical standards laid on in Implementing Regulation (EU) 2021/451 published in the European official journal on December 22, 2022 and the version of the said RTS published on the EBA website. The version of the ITS published on the EBA website includes the correct direction of the second parenthesis (open intervals of the second period). However, in the version published in the OJ, the written instruction (Annex II) is clear.

Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

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