Question
C105.02 / 010 - Portfolio ID. Is it possible to have multiple Portfolio IDs by model?
Background on the question
C105.02 / 010 - Portfolio ID. Although it is possible to have multiple models per Portfolio ID, you cannot have multiple Portfolio IDs by model. However, what should happen if you do have multiple Portfolios by model?
Answer
It is possible to have multiple Portfolio IDs by model or vice versa in C 105.02 of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking). C 105.02 was built with this in mind and allows multiple rows for the same Portfolio ID. However, the combination of Portfolio ID (column 010) and Internal Model ID (column 020) shall be unique. 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.