EBU Single Rulebook Q&A 13 December 2019 2019_5048 Exposure value according to Articles 247(5) and 249(2) CRR2 to be reported in C13.01 column 180
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European Union · · · 30-04-2021
In the context of regulatory reporting of securitization positions under the new EBA regulatory reporting framework 2.9, the question regards the metric expected to be reported in the column [0180] EXPOSURE VALUE of template C13.01.
On one hand, the supervisory reporting requirements on ITS under the framework 2.9 define the column [0180] EXPOSURE VALUE of template C13.
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