{
  "url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-3",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-3.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/V/division/3",
  "kind": "division",
  "number": "3",
  "heading": "Individual portfolios",
  "text": "Provide the required risk measures, along with the present value, of the following individual portfolios:\nPortfolio\nCombination of instruments Instrument (as stated by its number in section 2 – quantity of each instrument\nBase currency\nRisk measures required\nEQUITY\n1\n1 – 1 000 instruments\nEUR\nVaR and sVaR\n2\n1 – 1 000 instruments\n1 – 1 000 instruments\n1 – 1 000 instruments\nEUR\nVaR and sVaR\n3\n1 – 100 instruments\n1 – 100 instruments\nEUR\nVaR and sVaR\n4\n1 – 100 instruments\n1 – 100 instruments\nGBP\nVaR and sVaR\n5\n1 – 1 000 instruments\nJPY\nVaR and sVaR\n6\n1 – 500 instruments\n1 – 500 instruments\nEUR\nVaR and sVaR\n7\n18 – 1 instrument\nEUR\nVaR and sVaR\n8\n1 – 1 000 instruments\n1 – 1 000 instruments\nUSD\nVaR and sVaR\n9\n2 – 1 instruments\n1 – 100 instruments\nEUR\nVaR and sVaR\n10\n6 – 1 000 instruments\n1 – 1 000 instruments\n1 – 1 000 instruments\nEUR\nVaR and sVaR\nIR\n11\n1 – 1 instrument\nEUR\nVaR and sVaR\n12\n20 – 1 instrument\nEUR\nVaR and sVaR\n13\n1 – 1 instrument\nUSD\nVaR and sVaR\n14\n1 – 1 instrument\nGBP\nVaR and sVaR\n15\n23 – 1 instrument\nUSD\nVaR; sVaR; IRC\n16\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n17\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n18\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n19\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR;\n20\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR;\n21\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR;\n22\n1 – 1 instrument\n20 – 1 instrument\nEUR\nVaR and sVaR;\n23\n1 – 1 instrument\nGBP\nVaR; sVaR; IRC\n24\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n25\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR and sVaR\n26\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\nFX\n27\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR\n28\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR\n29\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR\n30\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR and sVaR\n31\n1 – 1 instrument\nEUR\nVaR and sVaR\n32\n47 – 1 instrument\nEUR\nVaR and sVaR\nCOMM.\n33\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR and sVaR\n34\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR and sVaR\n35\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR and sVaR\nCredit Spread\n36\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n37\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n38\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n39\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n40\n1 – 1 instrument\n1 – 1 instrument\nGBP\nVaR; sVaR; IRC\n41\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n42\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n43\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n44\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n45\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n46\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n47\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n48\n1 – 1 instrument\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n49\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n50\n1 – 1 instrument\n1 – 1 instrument\nEUR\nVaR; sVaR; IRC\n51\n1 – 5 instruments\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n52\n1 – 5 instruments\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\n53\n1 – 5 instruments\n1 – 1 instrument\n1 – 5 instruments\n1 – 1 instrument\nUSD\nVaR; sVaR; IRC\nCTP\n54\n1 – 1 instrument\nEUR\nVaR; sVaR; APR\n55\n1 – 1 instrument\nUSD\nVaR; sVaR; APR\n56\n1 – 5 instruments\n1 – 5 instruments\n1 – 1 instrument\n1 – 1 instrument\nUSD\nVaR; sVaR; APR",
  "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/V/division/3",
    "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."
}