The European Banking Authority has updated its Q&A on the Single Rulebook which contains the following new answers to questions relating to the Capital Requirements Directive IV, Capital Requirements Regulation and the Bank Recovery and Resolution Directive.
- reporting of counterparties on LE2 and LE3 templates – connected counterparties (Question ID: 2014_1562);
- calculation of exposure values of trade exposures with qualifying central counterparties (QCCPs) in accordance with Article 306(1)(a) (Question ID: 2015_1903);
- counterparty credit risk add-on for repurchase transactions (Question ID: 2015_1861);
- credit risk mitigation (Question ID: 2015_1776);
- mark-to-market method: residual maturity for cash settled contracts (Question ID: 2015_1701);
- applicability of Article 423(1) of the CRR for intermediaries facilitating derivatives clearing between its clients and a central counterparty (CCP) (Question ID: 2014_1619); and
- exemptions from the application of Article 395(1) (Question ID: 2014_1592).
View EBA Single Rulebook Q&A, 10 July 2015