EBU Single Rulebook Q&A 2 September 2019 2019_4892 Definition of an "exposure" in C 15 instructions

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European Union · · · 04-12-2020

We would like to clarify C 15 reporting requirements. Especially which exposures should be included here in case there is immovable property collateral. C 15 point 11 defines exposure in the following way "Exposures: All exposures that are treated according to Part Three, Title II of CRR and where the collateral is used to reduce the risk-weighted exposure amount are reported in CR IP Losses.

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