EBA欧洲银行-EBA-QIS-2018-Template-Instructions-V4.0_199页_3mb

EBA QIS 2018 Template Instructions Summary

Core Content

The EBA QIS 2018 Template Instructions provide detailed guidance for banks to complete data collection for the Call for Advice (CfA) on the implementation of the 2017 Basel III framework revisions in the European Union. The instructions are part of a broader data collection exercise that also includes the EBA/BCBS monitoring exercise, which is conducted in June 2018. The instructions are structured to ensure that banks can efficiently and accurately provide data while avoiding duplication and maintaining proportionality.

Main Objectives

• Collect data to support the impact assessment analysis of the revised Basel III framework.
• Facilitate the implementation of the output floor at 72.5%.
• Capture capital requirements, capital distribution, TLAC holdings, MREL, leverage ratio, and credit risk data.
• Provide a structured Excel workbook with worksheets tailored to different regulatory approaches and bank sizes.

Key Information

1. Scope and Participation

• Voluntary Participation: Banks can choose to participate in both the EBA/BCBS monitoring and the EU CfA-specific QIS.
• Target Audience: Banks under the CRD IV/CRR (Capital Requirements Directive/Capital Requirements Regulation).
• Data Collection Criteria:
  • Tier 1 Own Funds Threshold: Banks with assets below EUR 1.5 billion may receive a reduced set of worksheets.
  • Conditional Formatting: Ensures only relevant cells are filled in, turning irrelevant cells grey and non-editable.

2. Data Filling Rules

• Input Cells: Only yellow and green cells should be filled in.
  • Yellow: Mandatory input.
  • Green: Optional input, based on the competent authority's request.
• Pink Cells: Completed by the competent authority.
• White and Orange Cells: Calculated results or consistency checks; must not be changed.
• Grey Cells: Empty cells or not applicable.
• Reporting Currency: Must be consistent across the workbook. The currency should be specified in the "General Info" worksheet.
• Currency Unit: If 1,000 or 1,000,000 units are used, this should be noted.
• Percentage Format: Enter percentages as decimals (e.g., 1% as 0.01).

3. Reporting Date

• All data should be reported as of 30 June 2018.

4. Worksheets Overview

5. Additional Instructions

• Data Accuracy: Banks should provide data based on the national implementation of the CRD IV and CRR, unless otherwise stated.
• Basel III Target Scenario: Data should reflect the revised framework for the "Basel III Target Scenario".
• Conditional Checks: The workbook includes validation checks; if a cell shows "No", "Warning", or "Fail", the input should be corrected accordingly.
• Best Efforts Basis: Banks not yet implementing certain models or processes should report data on a best-efforts basis.
• Submission Process: Banks must submit data via their competent authority, which will treat the data as strictly confidential.
• FAQ Process: Questions should be directed to the competent authority, with answers published on the EBA website.

Important References

• Final Basel III framework: Published by the Basel Committee on Banking Supervision (BCBS) in December 2017.
• Call for Advice (CfA): The European Commission's request for input on the implementation of the Basel III revisions.

Conclusion

The EBA QIS 2018 Template Instructions provide a comprehensive guide for banks to report data in support of the EU's implementation of the revised Basel III framework. The workbook is designed with conditional formatting to ensure efficient and accurate data entry, and includes worksheets for capital requirements, credit risk, operational risk, securitisation, SFTs, CVA, and MREL. Banks are advised to consult their competent authorities for guidance and to follow the specified format and reporting rules to ensure compliance and data consistency.