Article 6.2. Modifié par Loi n°88-1202 du 30 décembre 1988 - art. (Question ID: 2013_686) (21 November 2014), Effective Maturity calculation for fully/nearly fully collateralised derivatives and Security Financing Transcations (Question ID: 2017_3169) (14 July 2017), Application of the LGD floor (Question ID: 2019_4680) (21 August 2020), 10 % LGD floor for retail exposures secured by residential property (Question ID: 2017_3554) (7 August 2020), Change of minimum values of exposure weighted average LGD for exposures secured by property in their territory (Question ID: 2015_1992) (11 March 2016), Scope of conversion factor estimation and application (Question ID: 2017_3650 ) (24 July 2020), Credit Risk on Gold Bullion (Question ID: 2017_3279) (21 December 2018), IRB exposure value - Recognition of specific credit risk adjustment for positions measured at fair-value (e.g. 200 words maximum. Accepted: 21 August 2011. Article 7: Derogation from the application of prudential requirements on an individual basis. (Question ID: 2015_2492) (4 October 2019), EBA validations rules for DPM 2.8 with reference to rule V3975_S. Cite this article. Right hepatectomy due to portal vein thrombosis in vasculobiliary injury following laparoscopic cholecystectomy: a case report. (Question ID: 2014_948) (15 April 2016), Additional Tier 1 and Tier 2 Question ID: 2013_620) (31 October 2014), Group solvency template - columns 120, 130 and 140 (Question ID: 2013_262) (14 February 2014), Minority Interests and guidance on additional own funds (P2G) (Question ID: 2018_3658) (12 March 2021), Minority interests (Question ID: 2015_2155) (10 March 2017), Significance of the term 'without prejudice' in Article 86 of Regulation (EU) No 575/2013 (CRR) (Question ID: 2014_1415) (26 June 2015), Tier 2 instruments issued by a consolidated subsidiary non recognised by a third Authority (Question ID: 2015_1872) (4 March 2016), Valuation of qualifying holdings outside the financial sector for the purposes of Article 89 of Regulation (EU) No. These substitutions most frequently affected cysteines 2 and 5 of the 8 CM motif (see Figure 4); however, nearly every one of the conserved cysteines was replaced by another amino acid at least in one of the sequences. (Question ID: 2015_2499) (15 April 2016), C 60.00 and C 61.00 - clarification on the amount extremely high liquidity and credit quality, on the amount high liquidity and credit quality and amount other assets (Question ID: 2015_2497) (15 April 2016), Correct time bucket for unsecured master agreements for derivative transactions, secured master agreements for derivative transactions and cash collateral posted/received under a master agreement Question ID: 2014_1479) (5 March 2021), C 60.00 Items requiring stable funding - treatment of NPLs Question ID: 2014_893) (31 October 2014), Reporting of initial margin posted in the context of derivative transactions and contribution to default funds to CCPs (Question ID: 2016_2598) (15 April 2016), Rows 660 - 770 of the template C 60.00 of Annex XII of the ITS on supervisory reporting do not seem to be feasible for the reporting of equities if these are considered as liquid assets. 354) (Question ID: 2014_1318) (3 February 2017), Validation rule v2818 (Question ID: 2018_3897) (11 January 2019), Validation rules v2817_m & v2823_m between the Finrep conso & AE-CON conso reportings (Question ID: 2016_2732) (7 April 2017), v2819_m - Cross-check between FINREP and Asset Encumbrance (Question ID: 2016_3013) (7 April 2017), Validation rules v2815_m, v2821_m vs. FINREP / AE instructions (Question ID: 2017_3263) (28 July 2017), Asset encumbrance Reporting vs. Finrep Reporting - Definition of equity instruments not aligned (Question ID: 2016_2628) (4 August 2017), Validointissääntö e4900_n, C 07.00 Standardimenetelmän mukaiset pääomavaatimukset Validation rule e4900_n: C 07.00 Capital requirements according to the standard method (Question ID: 2017_3456) (22 December 2017), COREP C25.00 (CVA): rows 030 and 040 for column 110 shouldn't be reported (Question ID: 2013_171) (14 February 2014), Validation rules v1906_h and v1907_h (Question ID: 2015_1877) (10 June 2016), Contingent encumbrance (Question ID: 2020_5359) (19 March 2021), Nominal value of collateral received - not available for encumbrance (Question ID: 2017_3512) (5 March 2021), What considutes a fair value of encumberred and non-encumberred asset for mortgages on immovable property? Commission Directive 91/412/EEC of 23 July 1991 laying down the principles and guidelines of good manufacturing practice for veterinary medicinal products. (Question ID: 2013_288) (23 October 2015), Retail Depoists - EUR1 million limit (Question ID: 2014_1062) (24 October 2014), Definition of a retail deposit (Question ID: 2013_578) (4 April 2014), Definition of the words "on group basis" (Question ID: 2013_192) (26 September 2014), Definition of 'retail deposit' (Question ID: 2013_128) (29 November 2013), Definition of financial customers in Article 411(1) of CRR regarding corporate trusts with a single fixed individual beneficiary (Question ID: 2013_164) (26 September 2014), Definition of threshold (Question ID: 2013_289) (2 October 2015), Classification of SME/Retail Corporates as 'Retail Deposits' (Question ID: 2016_2731) (9 December 2016), HQLA treatment of euro-denominated assets held in 3rd Countries (Question ID: 2018_4285) (8 May 2020), Application of national liquidity requirements prior to binding EU requirements (Question ID: 2013_22) (3 July 2013), Supervisory powers Liquidity (Question ID: 2014_1077) (25 July 2014), Minimum reserve requirement (Question ID: 2013_293) (4 July 2014), Klärung: Emissionsvolumen bei Covered Bonds € 500 Mio. (Question ID: 2015_1950) (18 December 2015), ALMM Template 71 (Question ID: 2015_2445) (18 December 2015), First reporting date / reporting period (Question ID: 2013_25) (15 November 2013), Reporting of liquid assets as per annex III CRR (Question ID: 2013_438) (21 March 2014), Template C 69.00: Clarification needed about definition of transaction volume and maturity (Question ID: 2014_1700) (18 December 2015), Calculating the threshold of 1% of total liabilities (Question ID: 2015_1952) (18 December 2015), Reportable maturity for ALMM C70 ROLL-OVER OF FUNDING (Question ID: 2015_1712) (18 December 2015), Aggregate Liabilities (Question ID: 2014_1579 ) (20 February 2015), Concentration of funding by counterparties- maturities and pro0duct types for fair value of derivaties and collaterals (Question ID: 2015_1829) (18 December 2015), Principles for completing template C67.00 (Question ID: 2015_1731) (18 December 2015), Treatment of Credit Unions in C 68.00 ALMM Reporting (Question ID: 2017_3254) (2 March 2018), Traitement des dettes subordonnées dans l'état C 68.00 et C 67.00 (Treatment of subordinated debt in templates C 68.00 and C 67.00) (Question ID: 2017_3139) (9 March 2018), Eligible asset classification for counterbalancing capacity C 71.00 - Concentration of Counterbalancing capacity by issuer/counterparty (Question ID: 2016_2897) (9 March 2018), Follow-up to Q&A 2016_2609 - Template C 71.00 (Question ID: 2018_3820) (5 October 2018), C 51.00 Liquid assets - reporting of intransferable liquidity surpluses (Question ID: 2013_386) (22 August 2014), Inconsistent wording/references between reporting templates and ITS (Question ID: 2013_406) (28 March 2014), Liquidity: Reporting on liquid assets Annexe XII; C51.00 (Question ID: 2013_114) (11 April 2014), C 67.00 Concentration of funding by counterparties- Cash collateral received for derivatives (Question ID: 2017_3085) (12 January 2018), C 67.00, Concentration of funding by counterparties- third party mandates (Question ID: 2017_3086) (12 January 2018), C 69.00, Prices for various lengths of funding - Spreads calculated in different currencies (Question ID: 2017_3087) (12 January 2018), Cadrage de l'état C67 (ALMM) sur la concentration du financement par contrepartie avec Finrep / Aligning the C 67.00 template (ALMM) on the concentration of funding by counterparty with FINREP (Question ID: 2015_2365) (8 January 2016), Coins and banknotes in counterbalancing capacity ALMM (Question ID: 2017_3097) (12 January 2018), Concentration of funding by counterparty (C 67.00) ranking (Question ID: 2015_2033) (2 March 2018), Counterparty details for central bank eligible assets in Concentration of Counterbalancing Capacity template C 71.00 (Question ID: 2016_2611) (12 January 2018), Definition of 'carrying amount' for the purposes of templates C 67.00, C 68.00 and C 69.00 (Question ID: 2017_3305) (12 January 2018), Difference between 'product type' and 'product category' and clarification on product type reporting (Annex XIX, part 1.3, template C 68.00) (Question ID: 2016_2801) (12 January 2018), Prices for Various Lengths of Funding-currency spreads (Question ID: 2015_2538) (12 January 2018), Principles for completing template C 67.00 and C 71.00 (Question ID: 2015_1732) (5 February 2016), References to items covered by a Deposit Guarantee scheme in the instructions on r070 and r090 of C 68.00 (Question ID: 2017_3306) (12 January 2018), Reported currency by issuer/counterparty on a total level (in the Total sheet) (Question ID: 2016_2974) (2 March 2018), Reporting of bilateral bank loans and book value or emission value in template C 68.00? (Question ID: 2017_3301) (4 October 2019), Reporting classification of exposures to regional governments and local authorities and public sector entities (Question ID: 2017_3603) (4 October 2019), It's not clear whether on above mentioned rows asset-backed securities or securitisations need to be reported. interest rate / cross currency swaps) (Question ID: 2014_1139) (2 October 2015), Scaling factor for IRBA securitisations with 1250% risk weight under the Ratings Based Method (Question ID: 2014_1179) (27 March 2015), Supervisory Formula Method - calculation of parameters (Question ID: 2018_4262) (22 March 2019), Calculation of ELGD under the Supervisory Formula Method in case of a re-securitisation (Question ID: 2015_2508) (15 July 2016), Mapping of SEC-ERBA credit quality steps (Question ID: 2018_4274) (18 January 2019), Applicability of the re-securitisation definition to securitisation positions being subject to tranched credit protection according to Article 264(1) of Regulation (EU) No 575/2013 (CRR) (Question ID: 2013_53) (31 October 2013), Recognition of specific credit risk adjustments on securitised defaulted exposures under Article 266(1) CRR to reduce risk-weighted exposure amounts (RWEA) on IRB securitisation positions with 1250% risk weight (RW). 1423/2013 (ITS on disclosure of own funds requirments) (Question ID: 2014_800) (28 May 2014), Requirement to disclose each individual instrument in the disclosure of capital instruments' main features (Question ID: 2013_553) (30 April 2014), Disclosure requirement (Question ID: 2015_1843) (16 September 2016), Definition of encumbered assets (Question ID: 2020_5475) (19 March 2021), Publication of gross or net positions for derivative transactions (Question ID: 2014_1640) (10 April 2015)Â, Clarification of disclosure requirement for severance (Question ID: 2015_1985) (27 November 2015), Application of disclosure provisions regarding remuneration data against the background of the data protection law (Question ID: 2015_2055) (2 October 2015), Disclosure of the Leverage Ratio (Question ID: 2015_1863) (12 June 2015), The additional column C015 “Code” to template C 67.00 contains ambiguity in the Annex IV guidance under the ITS to be implemented at Mar-20: 1.2.8.015 “This code is a row identifier and shall be unique for each row in the template”. Cite this article. Read any comments already posted on the article prior to submission. (Question ID: 2020_5252) (19 March 2021), Validation Rule on C 09.02 Template - V4787 (Question ID: 2020_5338) (19 March 2021), Fair value changes of the hedged items in portfolio hedge of interest rate risk in Prudent Valuation (Question ID: 2020_5303) (19 March 2021), FINREP Payment services Template 22.2 (Question ID: 2020_5399) (19 March 2021), Reporting of the group of connected clients in C27 Identification of the counterparty (LE1) when the national reporting system DOES NOT provide a unique code for the group of connected clients (Question ID: 2016_2888) (5 March 2021), Reporting the customer resources distributed but not managed under the item 130 of the template F 22.02 - Assets involved in the services provided (Question 2014_1535 ) (5 March 2021), Definition of the elements to be included in each type of Assets (Question ID: 2017_3334) (5 March 2021), Reporting the unit – linked insurance products (insurance products with investment component) under the items related to the customer resources distributed but not managed in the template F 22.02 - Assets involved in the services provided (Question ID: 2014_1536) (5 March 2021), Reporting the central administrative services for collective investment under the item 100 of the template F 22.02 - Assets involved in the services provided (Question ID: 2014_1533) (5 March 2021), Definition of "location" (Question ID: 2014_1528) (5 March 2021), Embedded forbearance clauses (Question ID: 2014_1411) (5 March 2021), Refinancing (Question ID 2014_1412) (5 March 2021), Application of requirements on a consolidated basis to a stand-alone bank in a Member State owned by a financial holding institution in another Member State and by a third-country bank: submission of FINREP on a consolidated basis. 575/2013 - in der Fassung vor den durch die Verordnung (EU) 2017/2401 eingeführten Änderungen - und Artikel 265 der Verordnung (EU) Nr. By analyzing numerous samples from Taiwan … TRUST COMPANIES Part I. (Question ID: 2013_576) (8 May 2014), LRCalc - Reporting of SFT Exposures according to Article 429 (5) (d), 429 (8) and 429b (1) CRR (Question ID: 2015_2233) (24 November 2017), Validation Rule v3812_s (Question ID: 2015_2444) (3 February 2017), Leverage Ratio treatment of intragroup exposures (Question ID: 2019_4917) (7 May 2021), Scope of "Written Credit Derivatives" (Question ID: 2018_4423) (26 February 2021), Calculation of derecognised fiduciary assets (Question ID: 2016_2631) (17 March 2017), Validation Rules v0677_m, v0678_m and v0726_m for Leverage Ratio (Question ID: 2015_1899) (14 August 2015), Cross-Product Netting (Question ID: 2016_3028) (21 April 2017), Clarification on the treatment of regular clearing positions of central counterparties (CCPs) in the leverage ratio exposure measure (provided CCPs are subject to leverage ratio regulation) (Question ID: 2016_2750) (17 March 2017), Written Credit Derivatives Add-On MR/NR Netting (Question ID: 2015_2491) (30 June 2017), Net to Gross Ratio calculation for Derivatives for Leverage Ratio (Question ID: 2017_3267) (19 January 2018), Counterparty credit risk add-on for repurchase transactions (Question ID: 2015_1861) (10 July 2015), Leverage ratio - Add-on calculation for SFT transactions in Financial collateral simple method (Question ID: 2015_2234) (17 February 2017), Treatment of derivatives not recognized on-balance under national GAAP (Question ID: 2020_5263) (19 March 2021), Scope of C40 LR1 Row 090 (Question ID: 2016_2659) (4 October 2019), Other Asset (Question ID: 2015_1856) (4 October 2019), Alternative treatment of the exposure measure: Notional amount (Question ID: 2013_397) (28 March 2014), EBA validation rule (Leverage Ratio) v4456_m (Question ID: 2016_2997) (3 February 2017), Is there a mistake in the Validation formula V4448_m and in the corresponding statement in the ITS? (Question ID: 2013_133) (14 February 2014), Reporting LE in accordance with Art 392, 20 largest exposures according to last sentence of Art 394(1), 10 largest exposures to institutions and 10 largest to UFE according to Art 394(2) (Question ID: 2013_441) (21 March 2014), Large exposures: Definitions of 'institutions' for the purpose of the LE reporting (Question ID: 2013_131) (14 February 2014), January and February 2014 figures for the Q1 2014 leverage ratio reporting (Question ID: 2013_266) (14 February 2014), Scope of LE5 template: Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients (Question ID: 2013_395) (4 April 2014), LE1 column 030 ('LEI code') (Question ID: 2013_582) (11 April 2014), Maturity Buckets for LE4 and LE5- Amount to be considered. General Provisions. Should we display 0 or the amount of risk weighted assets? (Question ID: 2015_2500) (15 April 2016), C 60.00 Items requiring stable funding - amounts to be reported under rows r040 - 070 and 152 - 153 (Question ID: 2015_2498) (15 April 2016), Clarification on application of incurred CVA to the Leverage Ratio Exposure calculation (Question ID: 2017_3628) (15 November 2019), Clarification on Add on measure of Securities Financing Transactions (SFT) from the delegated act of the regulation 575/2013 on leverage ratio. 19 () JORF 31 décembre 1988. (Question ID: 2016_2741) (2 March 2018), Treatment of securitisation Class A notes guaranteed by a Member State (Question ID: 2019_4786) (20 November 2020), On demand secured lending of Level 1 assets (Question ID: 2018_3730) (8 February 2019), Treatment of government bonds of a third country as Level 1 assets when the credit quality step 1 is assigned according to article 114(7) of Regulation (EU) 575/2013 (Question ID: 2018_4148) (18 January 2019), Member States government bonds (Question ID: 2013_294) (8 January 2016), Eligible collateral in a central bank (Question ID: 2015_2459) (11 November 2016), Collateral Swaps Scope (Question ID: 2014_717) (27 June 2014), Cash in CIUs and its impact on CIUs being treated as liquid assets (Question ID: 2013_132) (29 November 2013), CIUs (Question ID: 2013_292) (23 October 2015), Supervisory reporting of bonds issued by promotional banks (Question ID: 2013_628) (4 July 2014), Article 416 - Reporting on liquid assets (Question ID: 2013_222) (20 December 2013), Article 416 - Reporting on liquid assets (Question ID: 2014_739) (22 August 2014), Stand By Credit Facilities as Liquid Assets (Question ID: 2013_476) (20 June 2014), Eligibility of pooled assets for liquidity purposes (Question ID: 2014_801) (2 October 2015), Treatment of central bank reserves in third countries (Question ID: 2016_3048) (28 July 2017), Reporting of Assets received as collateral in GC pooling transactions (Question ID: 2018_3741) (3 August 2018), Inclusion of loans that have been pre-positioned with central banks but are not encumbered in the numerator of the LCR (Question ID: 2015_2486) (27 May 2016), Operational requirements for holdings of liquid assets (Question ID: 2019_4891) (26 February 2021), Transfer Restrictions (Question ID: 2013_136) (29 November 2013), Assets controlled by a liquidity management function (Question ID: 2013_280) (24 January 2014), Uncollateralised stock borrowing (unsecured) Transactions (Question ID: 2013_159) (29 November 2013), Securities borrowing - early termination clause vs HQLA (Question ID: 2015_1743) (19 June 2015), Liquid assets underlying sold call options (Question ID: 2015_2542) (25 August 2017), Liquidity: Market value of assets and payments due on liquid assets not reflected in the market value of the asset (Question ID: 2013_154) (30 April 2014), Liquidity cash-flows (Question ID: 2014_779) (25 July 2014), Valuation of liquid assets (Question ID: 2013_509) (25 July 2014), Liquid assets valuation in case of hedging with collateralized derivatives. (Question ID: 2014_1448) (13 March 2015), FINREP Template F20.4 (r210,r230) (Question ID: 2014_864) (22 August 2014), Non-performing exposures - Cash balances at central banks, Non-current assets held for sale (Question ID: 2014_1106) (14 November 2014), Validation Rules (Question ID: 2013_663) (22 August 2014), Validation Rule (Question ID: 2013_609) (30 April 2014), Validation Rule (Question ID: 2013_600) (30 April 2014), COREP CA1: Reference to CRR Art 3 is unclear (Question ID: 2013_146) (14 February 2014), Counterparty breakdown (Question ID: 2013_325) (21 March 2014), Remittance dates in case of an accounting year-end which deviates from the calendar year (Question ID: 2013_142) (14 February 2014), Interpretation of domestic (Question ID: 2013_330) (7 March 2014), COREP: Validation rules on draft ITS for C19.00 (MKR SA SEC) (Question ID: 2013_102) (14 February 2014), Discrepancy between taxonomy expectation and ITS (Question ID: 2014_838) (5 September 2014), FINREP - F8.1 Breakdown of financial liabilities by product and by counterparty sector - "Repurchase agreements" (Rows 100, 150, 200, 250, 300 and 350) (Question ID: 2013_81) (14 February 2014), Specifying default fund contribution or risk weights in C07.00 and connection to C02.00.

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