Question
In respect of reporting date 11.4.2016 we are supposed to report only about the details on exposures in 1cHigh Default Portfolios 1d in table C.103. Is it correct to assume that for our submissions in respect of tables C.105.1 1cDefinition of internal models 1d and C.105.2 1cMapping of internal models to portfolios 1d we would also only be required to submit information only in respect of 1cHigh default portfolios 1d, i.e. for the same portfolios as reported about in template C.103?
Background on the question
As in the first reporting year we are required to submit information only about the details on exposures in 1cHigh Default Portfolios 1d in table C.103, we interpret Article 7 Par.1 as requiring to report only information about 1cHigh Default Portfolios 1d in tables C.105.1 1cDefinition of internal models 1d and C.105.2 1cMapping of internal models to portfolios 1d.
Answer
For the reporting of High Default Portfolio data as of 31 December 2015, for templates C 105.01, C 105.02 and C 105.03 of Annex IV of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) only the information related to the portfolio IDs of template C 103.00 of the ITS on benchmarking is requested. DISCLAIMER: The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.