Updated 05/02/2025
In force

Version from: 28/03/2024
Amendments (10)
QA2017_3184 - Supervisory reporting - Supervisory Benchmarking
Status: Archive
Archived: 26/03/2021
Art. 2(1)(e)
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CRD IV ToolImplementing Regulation 2016/2070
Article 2

Article 2 - Implementing Regulation 2016/2070

Article 2

Reporting of information for credit risk

For internal approaches for credit risk, an institution shall submit to its competent authority the following information:

(a) 

the information specified in template 101 of Annex III, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C 101 of Annex II and Annex IV respectively;

(b) 

the information specified in template 102 of Annex III, for the portfolios referred to in template 102 of Annex I, in accordance with the instructions referred to in Tables C 102 of Annex II and Annex IV respectively;

(c) 

the information specified in template 103 of Annex III, for the portfolios referred to in template 103 of Annex I, in accordance with the instructions referred to in Tables C 103 of Annex II and Annex IV respectively;

(e) 

the information specified in template 105 of Annex III in relation to the name and characteristics of the internal approaches used for the computation of the results provided in templates 102 to 104 of Annex III, in accordance with the instructions referred to in Table C 105 of Annex IV;

(f) 

the information specified in template 111.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 111.00 of Annex II and Annex IX respectively;

(g) 

the information specified in template 112.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 112.00 of Annex II and Annex IX respectively;

(h) 

the information specified in template 113.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 113.00 of Annex II and Annex IX respectively;

(i) 

the information specified in template 114.00 of Annex VIII, for all the geographical areas of the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C114.00 of Annex II and Annex IX respectively;

(j) 

the information specified in template 115.00 of Annex VIII, for the counterparties referred to in template 104 of Annex I, in accordance with the instructions referred to in Tables C104 and C 115.00 of Annex II and Annex IX, respectively;

(k) 

the information specified in template 116.00 of Annex VIII, for the counterparties referred to in template 104 of Annex I, in accordance with the instructions referred to in Tables C104 and C 116.00 of Annex II and Annex IX, respectively;

(l) 

the information specified in template 117.00 of Annex VIII, for the counterparties referred to in template 104 of Annex I, in accordance with the instructions referred to in Tables C104 and C 117.00 of Annex II and Annex IX, respectively;

(m) 

the information specified in template 118.00 of Annex VIII, for the counterparties referred to in template 104 of Annex I, in accordance with the instructions referred to in Tables C104 and C 118.00 of Annex II and Annex IX, respectively.