The European Banking Authority has updated its Q&A on the Single Rulebook to include five new questions and answers relating to the Capital Requirements Regulation:
Specifically, the new Q&As relate to:
- maturity used in internal ratings-based risk-weighted assets calculations (ID: 2014_762);
- financial customer definition – application to captive finance companies within non-financial corporate groups (ID: 2013_364);
- definition of retail deposits (ID: 2013_288);
- collective investment undertaking (CIUs) (ID: 2013_292); and
- inconsistency between validation rule v0620_m from Annex XV (Validation Formulae) and the hierarchy definition for TR1 in template C 21.00 (ID: 2014_788).
View EBA Single Rulebook, 22 October 2015