The European Banking Authority has updated its Q&A on the Single Rulebook to include new questions and answers relating to the Capital Requirements Directive IV, Capital Requirements Regulation and the Bank Recovery and Resolution Directive.
Specifically, the new Q&As relate to:
- exclusion of intragroup liabilities – treatment of intra-group derivative contracts (ID: 2015_1924);
- application of MREL to entities defined in Article 1(1) of the BRRD (ID: 2015_2438);
- exclusion of liabilities from the bail-in tool (ID: 2015_2433);
- exclusions of liabilities matched by promotional loans (ID: 2015_2414);
- concentration risk – type of counterparty (ID: 2014_1058);
- definition of portfolio 1.2 (ID: 2015_2410);
- clarification on lower barrier level for portfolio number 1.16 (FX) from Annex V (ID: 2015_2400);
- clarifications on Portfolio 1.4 from Annex V (Long/short puts on FTSE 100 (ID: 2015_2399);
- benchmarking exercise – market risk – clarifications on Annex V portfolios (ID: 2015_2398); and
- reporting of different AIRB models in the same benchmarking class (portfolio) – credit risk (ID: 2015_2256).
View EBA Single Rulebook, 30 October 2015
