EBU Single Rulebook Q&A 7 October 2015 2015_2377 Interaction between benchmarking and additional capital requirements under Article 458 of CRR

For the benchmarking exercise for credit risk, the ITS templates request banks to report risk parameters (such as PD, LGD) and capital requirements (RWA) for the low and high default portfolio. However for some portfolios in scope of these exercises NCAs can have imposed additional capital requirements for macroprudential or systemic risk at the level of the member state (Article 458 CRR).