Question
Please confirm that the sum of all the collateral values of all the collateral types of all exposures of a given counterparty should be provided? Remark: this sum will be split between the types of risk where relevant according to the corresponding counterparty codes of the given counterparty.
Background on the question
Another approach could be to provide the collateral value of the most important collateral type used for all the exposures of the considered counterparty
Answer
In column 120 of template C 101.00 of Annex III to Regulation (EU) 2016/2070 (ITS on Supervisory Benchmarking), the sum of the collateral values for all collateral types attributable to the exposures to the respective counterparty shall be reported. Collateral values shall be split to match the split of exposures according to the classification criteria defined in Annex I of the ITS on Supervisory Benchmarking (e.g. split by type of risk).