Specific supervisory reporting requirements for market risk

Topic area:
Status: 31.03.2021 |
Archived
Key words:
Market risk, Supplement
Initiative
Official name
COMMISSION IMPLEMENTING REGULATION (EU) 2021/453 of 15 March 2021 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the specific reporting requirements for market risk
Type
Implementing regulation
Level 2
Initiator
EBA
Submitted
21.11.2019
Doc. code
2021/453
Summary
Status
Status

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Current version
Final version
15.03.2021
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
CRR (binding, Main version, EU)
Level 2
ITS on benchmarking of internal models 2022 (binding, Amendment, EU)
ITS to amend the specific reporting requirements for market risks (FRTB reports) (binding, Amendment, EU)
Level 3 / Other
Minimum capital requirements for market risk (non-binding, INT)
EBA Reporting Framework 2.10 (binding, EU)
EBA Reporting framework 3.1 (binding, EU)
EBA Reporting Framework 3.0 (binding, EU)
EBA Reporting framework 3.2 (binding, EU)
Provision to the ECB of supervisory data reported to the NCAs by the supervised entities (non-binding, EU)

Source: EBA, 2021/453, 2021