Question
Are "commercial mortgages" and "other mortgages" excluded from HDPs perimeter?
Background on the question
In defining the scope of the exercise for HDP, the EBA RTS refers to 18Residential mortgages 19. On the other hand, no reference to "Residential mortgages" is reported in Annex I, C103
Answer
Institutions have to report the portfolios ID specified in template C 103.00 of Annex I of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking). Under the exposure class "Retail - Secured by real estate SME" commercial mortgages are included. 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.