{
  "url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-III",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-III.json",
  "legislation": "eur/2016/2070",
  "legislation_title": "Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2016-2070",
  "path": "annex/III",
  "kind": "annex",
  "number": "III",
  "heading": "Results Supervisory Benchmark portfolios",
  "text": "Template number\nTemplate code\nName of the template /group of templates\n101\nC 101.00\nDetails on exposures in Low Default Portfolios by counterparty\n102\nC 102.00\nDetails on exposures in Low Default Portfolios\n103\nC 103.00\nDetails on exposures in High Default Portfolios\n105,01\nC 105.01\nDefinition of internal models\n105,02\nC 105.02\nMapping of internal models to portfolios\n105,03\nC 105.03\nMapping of internal models to countries\nC 101.00 - Details on exposures in Low Default Portfolios by counterparty\nCounterparty Code\nExposure class\nRating\nDate of most recent rating of counterparty\nPD\nDefault status\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nHyp LGD senior unsecured without negative pledge\nHyp LGD senior unsecured with negative pledge\nLGD\nMaturity\nRWA\n010\n020\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\nC 102.00 - Details on exposures in Low Default Portfolios\nPortfolio ID\nNumber of obligors\nPD\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nLGD\nMaturity\nExpected Loss\nProvisions defaulted exposures\nRWA\nRWA Standardised\n010\n040\n060\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\nC 103.00 - Details on exposures in High Default Portfolio\nPortfolio ID\nNumber of obligors\nPD\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nLGD\nMaturity\nExpected Loss amount\nProvisions non-performing exposures\nRWA\nRWA Standardised\nDefault rate latest year\nDefault rate past 5 years\nLoss rate latest year\nLoss rate past 5 years\nRWA-\nRWA+\nRWA--\nRWA++\n010\n040\n060\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n250\n260\n270\n280\nC 105.01 - Definition of internal models\nInternal model ID\nModel name\nIRBA Risk parameter\nEAD\nEAD weighted average default rate for calibration\nCase weighted average default rate for calibration\nLong-run PD\nCure rate for defaulted assets\nRecovery rate of the foreclosed assets for not cured defaults\nRecovery period of the foreclosed assets for not cured defaults\nJoint decision\nConsolidating supervisor\nRWA\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\nC 105.02 - Mapping of internal models to portfolios\nPortfolio ID\nInternal model ID\nEAD\nRWA\n010\n020\n030\n040\nC 105.03 - Mapping of internal models to countries\nInternal model ID\nLocation of institution\n010\n020",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [
    {
      "type": "F",
      "label": "F1",
      "text": "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)."
    }
  ],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2016/2070/annex/III",
    "retrieved_at": "2026-11-01T14:45:20.126201+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}