# 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), Division: C 105.02 – Mapping of internal models to portfolios

Extent: E+W+S+N.I.

Column
Label
Legal reference
Instructions
010
Portfolio ID
Column 010 of templates 102 and 103
The code assigned by the EBA to the portfolio for which the institution reports the results of the calculation shall be reported. Columns 010 and 020 are a composite row identifier and together shall be unique for each row in the table.
020
Internal model ID
Column 010 of template 105.01
The internal model ID assigned by the reporting institution shall be reported.
030
EAD
Column 110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014
The exposure value of the transactions in the scope of application of the specific model (see column 020) for the specific portfolio (see column 010) shall be reported. Where all transactions of a given portfolio are treated with one specific model, the exposure value shall be identical to the amount reported for the same portfolio in column 110 of template 102 or 103 as applicable.
040
RWA
Column 260 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014
The risk-weighted exposure amount after applying the SME supporting factor for the transactions in the scope of application of the specific model (see column 020) for the specific portfolio (see column 010) shall be reported. Where all transactions of a given portfolio are treated with one specific model, the amount shall be identical to the amount reported for the same portfolio in column 170 of template 102 or 103, as applicable.

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Source: https://www.legislation.gov.uk/eur/2016/2070/annex/IV/part/2/division/5 (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-2070/annex-IV/part-2/division-5
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.

