(Question ID: 2014_948) (15 April 2016), Additional Tier 1 and Tier 2 Question ID: 2013_620) (31 October 2014), Group solvency template - columns 120, 130 and 140 (Question ID: 2013_262) (14 February 2014), Minority Interests and guidance on additional own funds (P2G) (Question ID: 2018_3658) (12 March 2021), Minority interests (Question ID: 2015_2155) (10 March 2017), Significance of the term 'without prejudice' in Article 86 of Regulation (EU) No 575/2013 (CRR) (Question ID: 2014_1415) (26 June 2015), Tier 2 instruments issued by a consolidated subsidiary non recognised by a third Authority (Question ID: 2015_1872) (4 March 2016), Valuation of qualifying holdings outside the financial sector for the purposes of Article 89 of Regulation (EU) No. 2. 7. (Question ID: 2020_5129) (4 December 2020), Scrip-dividends at investors' discretion (Question ID: 2019_4732) (4 September 2020), Quantification of foreseeable dividends when the dividend policy is set as a fix amount (Question ID: 2019_4731) (15 May 2020), Calculation of foreseeable dividend to be deducted from interim profits when interim dividend has been paid (Question ID: 2019_4477) (15 May 2020), Inclusion of interim profits in CET1 (Question ID: 2018_3822) (15 May 2020), Inclusion of interim profits in CET1 on consolidated basis (Question ID: 2018_3823) (18 January 2019), Inclusion of interim profits in CET1 (Question ID: 2018_3821) (18 January 2019), Specific credit risk adjustments (Question ID: 2014_1087) (6 November 2015), Inclusion of interim profits in CET1 (Question ID: 2014_1242) (8 May 2015), Inclusion of consolidated current and year-end profits in Common Equity Tier 1 Capital (Question ID: 2014_1221) (20 March 2015), Inclusion of year-end profit in Common Equity Tier1 Capital as of the end of first quarter of the following year. 501) (Question ID: 2014_744) (16 January 2015), Requisito minimo Basilea 1 / Basel 1 minimum requirement (Question ID: 2014_1030) (14 November 2014), Application of IRB floor (Question ID: 2017_3227) (24 November 2017), Instructions - Annex II CRSA (Question ID: 2014_763) (5 September 2014), Capital requirements deduction for credit risk on exposures to SMEs (Question ID: 2015_2135) (1 April 2016), Conversion of the total amount owed to institution from national currency to EUR (Question ID: 2013_417) (28 May 2014), SME supporting factor (Question ID: 2014_1050) (2 October 2015), Country of incorporation of SMEs and application of the supporting factor (Question ID: 2014_1020) (13 March 2015), Calculation of capital requirements for SME under Article 501 of CRR (Question ID: 2013_257) (4 April 2014), The meaning of the "amount owed to the institution" (Question ID: 2013_416) (31 January 2014), Classifications of loans to SPVs as to SME (Question ID: 2016_2711) (11 November 2016), Treatment of SME-supporting factor in the case of secured exposures. As such, these articles could include statements based on author opinions or point of view. 473a) (Question ID: 2018_3784) (24 August 2018), Article 473a.2 - consideration of accounting provisions for FVOCI debt instruments (Question ID: 2018_3932) (5 October 2018), IFRS 9 Transitional arrangements - Reporting of impact on Standardised exposure value of transitional credit risk adjustments (Question ID: 2018_3926) (25 May 2018), Prudential filter on unrealised gains and losses on governmental exposures and interaction with the IFRS 9 transitional arrangements (Question ID:2020_5346) (7 May 2021), Transitional provision for deferred tax assets that rely on future profitability (Question ID: 2013_67) (18 July 2013), Application of specific national filters and deductions when computing threshold deductions (Question ID: 2013_588) (8 May 2014), Grandfathering of own funds instruments (Question ID: 2013_11) (31 October 2013), Grandfathering of own funds instruments (Question ID: 2013_12) (3 July 2013), Grandfathering of own funds instruments (Question ID: 2014_1253) (24 October 2014), Tap issues (Question ID: 2013_238) (24 January 2014), Grandfathering of Non-Step Tier 1 instruments (Question ID: 2013_52) (15 November 2013), Grandfathering of own funds instruments (Question ID: 2013_18) (3 July 2013), Grandfathering of own funds instruments (Question ID: 2013_16) (3 July 2013), Grandfathering of Own Funds Instruments (Question ID: 2013_220) (6 June 2014), Grandfathering of own funds instruments (Question ID: 2013_13) (3 July 2013), Grandfathering of own funds instruments (Question ID: 2017_3299) (17 November 2017), Grandfathering of capital instruments (Question ID: 2013_28) (15 November 2013), Grandfathering of own funds instruments (Question ID: 2013_17) (31 October 2013), Grandfathering (Question ID: 2013_60) (29 November 2013), Grandfathering limit (Question ID: 2013_30) (29 November 2013), Determination of the appropriate currency to be used for calculating the base for grandfathering and phase-out limits (Question ID: 2013_248) (6 December 2013), Treatment of non-step Tier 1 hybrids post grandfathering (Question ID: 2013_40) (15 November 2013), Grandfathering (Question ID: 2013_696) (23 May 2014), Incentives to redeem of a hybrid instrument with a call for grandfathering purposes (Question ID: 2016_2988) (17 February 2017), Treatment of Tier 1 securities with calls every 5 years (as opposed to quarterly calls) (Question ID: 2013_48) (31 January 2014), Grandfathering on own funds instruments' (Question ID: 2013_56) (15 November 2013), Grandfathering of Tier 1 instruments (Question ID: 2013_31) (15 November 2013), Grandfathering of own funds instruments (Question ID: 2013_15) (3 July 2013), Possibility to remove a Tier 1's call options to make the securities Tier 2 compliant (Question ID: 2013_49) (6 December 2013), Treatment of non-grandfathered amount of bonds (Question ID: 2013_47) (20 December 2013), Application of transitional provisions to Additional Tier 1 and to Tier 2 instruments with an incentive to redeem (Question ID: 2013_590) (4 April 2014), Grandfathering of own funds instruments (Question ID: 2013_61) (24 January 2014), Exempting foreign currency - denominated required minimum reserves according to Article 493(7) CRR (Question ID: 2018_3737) (4 December 2020), Grandfathering according to Articles 494a and 494b of the CRR (Question ID: 2019_4949) (12 March 2021), LGD adjustment for massive disposals. (Question ID: 2019_5005) (11 September 2020), FINREP table 1.1 vs 20.4 – “cash and cash balances at central bank” and “other demand deposits” (Question ID: 2016_2678) (4 October 2019), Counterparty breakdown by sector – definition of other financial corporations and non financial corporations (Question ID: 2016_2793) (4 October 2019), Counterparty Zuordnung Abwicklungsanstalten (Question ID: 2016_2789) (4 October 2019), Definition of financial corporates for Leverage Ratio and FinRepITS (Question ID: 2014_1618) (4 October 2019), Residual maturity of the source of encumbrance (Question ID: 2019_4946) (30 April 2021). Virol J 8, 412 (2011). (Question ID: 2014_768) (7 November 2014), Missing activity in NACE code - for agiculure (Question ID: 2014_976) (3 October 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 080 (Question ID: 2014_901) (3 October 2014), F 31.01 (Question ID: 2014_915) (3 October 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 290 (Question ID: 2014_913) (3 October 2014), Annex XV Validation rule v0559m does not match the Taxonomy 2.0.1 validation being excuted (Question ID: 2014_927) (26 September 2014), Treatment of Croatian currency - Kuna (HRK) and Croatian national market in Market risk reporting templates (Question ID: 2014_1370) (26 September 2014), Different ID (Question ID: 2014_1090) (26 September 2014), Scope of the CR IRB template (Question ID: 2014_894) (26 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 030 (Question ID: 2014_898) (26 September 2014), The header in Template C_09.02 has incorrect wording (Question ID: 2014_1024) (26 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 090 (Question ID: 2014_902) (5 September 2014), Validation rule v0786_m (Question ID: 2014_1523) (22 September 2017), Reporting of Pillar 2 requirements in C 03.00 (follow-up to Q&As 2015_2302 and 2016_2699) (Question ID: 2017_3273) (22 September 2017), Reporting of credit risk mitigation on the CR IRB template (C 08.01) (Question ID: 2014_700) (5 September 2014), NACE codes (Question ID: 2014_821) (5 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 210 (Question ID: 2014_906) (5 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 100 (Question ID: 2014_905) (5 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 300 (Question ID: 2014_914) (5 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 020 (Question ID: 2014_896) (5 September 2014), C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 050 (Question ID: 2014_899) (5 September 2014), Logical validation in Annex XV (Question ID: 2014_809) (22 August 2014), Draft Implementing Technical Standards (ITS) on supervisory reporting under the CRR COREP CR GB template (Question ID: 2014_702) (22 August 2014), Definition of Accumulated Write-Offs to be reported in column 110 of Table 7 (Question ID: 2013_643) (22 August 2014), Supervisory Reporting (FINREP templates), 40.1 Group structure: "entity-by-entity" (Question ID: 2013_574) (27 June 2014), Supervisory Reporting requirements of branches in host countries (Question ID: 2013_484) (27 June 2014), Reporting of template "SEC DETAILS" on consolidated or/and individual basis. (Question ID: 2016_2685) (24 June 2016), Procedury monitorowania ochrony kredytowej / EN: Credit protection monitoring procedures (Question ID: 2015_2470) (3 June 2016), Equivalence of third country supervisory and regulatory arrangements to those applied in the Union (Question ID: 2013_470) (10 February 2017), Aggregated first loss under credit insurance (Question ID: 2018_4184) (26 February 2021), Timely payment requirement for unfunded credit protection provided under credit risk insurance policies (Question ID: 2017_3576) (26 July 2019), Application of Article 215(2)(b) of the CRR (Question ID: 2015_2306) (18 November 2016), Effect on the capital requirement of a guarantee where the right to call is linked to default versus another where it is linked to realised loss (Question ID: 2014_803) (4 July 2014), Applying a currency mismatch haircut to OTC derivatives in a netting pool which are in a currency different from settlement currency (Question ID: 2015_2394) (11 November 2016), Use of Maturity Mismatch for Exposures arising under Master Netting Agreements (Question ID: 2017_3375) (24 July 2020), Calculation of volatility adjustments where liquidation period not given in CRR tables (Question ID: 2014_1545) (28 November 2014), Use of Core Market Participants Rule (Question ID: 2013_269) (8 November 2013), Interaction of Article 227 of the CRR (0% volatility adjustment under FCCM) and Article 401(3) (stress test of realisable value of collateral) (Question ID: 2014_1573) (10 April 2015), Effective LGD (Question ID: 2017_3304) (24 July 2020), Definition of independent valuer referred to in Article 229(1) of Regulation (EU) No 575/2013 (CRR) (Question ID: 2014_1056) (3 October 2014), ABCP programme (Question ID: 2018_4323) (8 May 2020), ABCP Programme (Question ID: 2018_4324) (8 May 2020), Treatment of failed SRT under Traditional Securitisation (Question ID: 2018_4207) (26 July 2019), Synthetic securitization of undrawn revolving credit facilities (Question ID: 2018_4025) (19 July 2019), Deviations between the definition of SA exposure value for securitisation exposures and for other exposure classes (Question ID: 2013_230) (28 November 2014), Column "ADJUSTMENT TO THE RISK WEIGHTED EXPOSURE AMOUNT DUE TO MA-TURITY MISMATCHES" to be reported only from originator institutions.C 12.00 - Credit Risk: Securitisation - Standardised Approach to Own Funds Requirements (CR SEC SA) (Question ID: 2013_568) (4 April 2014), Weighted average risk weight calculation of the securitised exposures for an unrated securitisation position in STD according to Article 253 (Question ID: 2017_3609) (25 May 2018), Application of Article 254(2) to derivative exposures (Question ID: 2019_4465) (15 November 2019), Requirements for the usability of an ECAI within the framework of the Internal Assessment Approach pursuant to Article 259(3) of Regulation (EU) No 575/2013 – before amendments introduced by Regulation (EU) No.
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