EBU Single Rulebook Q&A 17 August 2016 2016_2874 COREP C 17.00 - operational risk / losses to be reported

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European Union · · · 03-02-2017

In COREP C 17.00, is there a definition of which losses have to be reported related to usury and compound interest? Our bank also includes losses here that are linked to credit risk (to be more specific: fraud linked to credit risk). Although fraud is indeed covered by COREP C 17.00, we understand the underlying rules of COREP C 17.00 to be "operational losses only".

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