Division C 105.03 – Mapping of internal models to countriesF1
United Kingdom
| Column | Label | Legal reference | Instructions |
|---|---|---|---|
| 010 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. Where one internal model ID is associated with several countries, separate rows shall be reported for each combination of ‘ Internal model ID ’ and ‘ Location of institution ’ . Columns 010 and 020 are a composite row identifier and together shall be unique for each row in the table. |
| 020 | Location of institution | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the legal residence of each subsidiary where the IRB exposures reported for each benchmarking portfolio are booked shall be reported (irrespective of the existence of any permission granted by the host supervisor to apply an IRB approach). |