Question
Hello, As a bank reporting software company, we would like more information about FRTB. In the Reporting framework 4.0, for Corep, for the template : C 02.00 OWN FUNDS REQUIREMENTS CA2 We have a question about the row “0585- 1.3.4 Risk exposure amount for on- and off-balance sheet subject to market risk of entities applying only the Alternative Internal Models Approach (AIMA) or a combination of AIMA and ASA” There is a mention “See MKR AIMA SUM” in the “2.2 Annex II - Part II - Capital adequacy” But the template “C 95.00 Alternative internal model approach: Summary of own funds requirements MKR AIMA SUM” is postponed to 2026. Can we conclude that this row is empty for 2025 ? Thanks in advance, Regards
Background on the question
Final Report on amendments to the ITS on Supervisory reporting-CRR3 CRD6
Answer
This question has been rejected because the issue it deals with is already explained or addressed in Article 21(1), point (a), of the Draft ITS on supervisory reporting of institutions repealing Commission Implementing Regulation (EU) 2021/451 (EBA/ITS/2024/06).For further information on the purpose of this tool and on how to submit questions, please see'Additional background and guidance for asking questions'.