The European Banking Authority (EBA) 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 (CRR) and the Bank Recovery and Resolution Directive.
Specifically, the new Q&As relate to:
- a clarification concerning the collateral value to provide in the relevant templates (ID: 2015_2296);
- a confirmation concerning the legal reference reported in Annex IV of the final draft regulatory and implementing technical standards on benchmarking portfolios (ID: 2015_2295);
- clarification for filling the ‘Not applicable’ value in Annex II and IV of the final draft regulatory and implementing technical standards on benchmarking portfolios (ID: 2015_2291);
- a confirmation concerning the rules to fill the EBA Benchmarking templates (ID: 2015_2290);
- a clarification regarding the type of collaterised loans falling within “Cash [Debt instruments issued]” and “Rest” columns of Template F 13.01 of Annex III and IV of the final draft implementing technical standards on supervisory reporting (ID: 2014_916);
- calculation of Default rate past 5 years and Loss rate past 5 years (ID: 2015_2257); and
- treatment of equity, equity index and commodity futures/forward contracts under Part three, Title IV of CRR (ID: 2015_1812).
View EBA Single Rulebook, 6 November 2015
