EBU Single Rulebook Q&A 26 July 2022 2022_6528 Reporting of SA exposures in IRB-CIU look-through

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European Union · · · 26-05-2023

Do CIU exposures for which the IRB look-through approach is applied, but which are subject to the Standardised Approach for calculating the risk-weighted exposure amount as per Article 152(4), point (c), of Regulation (EU) No 575/2013, have to be reported in template C 07.00 (CR SA) or in the C 08 templates (CR IRB)?

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