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Division DEFINITION OF THE SUPERVISORY BENCHMARK PORTFOLIOSF1

United Kingdom

Original text. Later amendments are not shown.

For the purpose of mapping the exposures to counterparties and the portfolios defined in Annex I, the columns, labels, legal references and instructions provided in this Annex shall apply.

Where ‘ Not applicable ’ is used in Annex 1, no specific split is required for the variable it relates to.

  1. C 101 – Definition of Low Default Portfolio counterparties
  2. C 102 – Definition of Low Default Portfolios
  3. C 103 – Definition of High Default Portfolios

Annotations

Textual amendments

F1

Substituted by Commission Implementing Regulation (EU) 2019/439 of 15 February 2019 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance).