# 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 3: Individual portfolios

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

Provide the required risk measures, along with the present value, of the following individual portfolios:
Portfolio
Combination of instruments Instrument (as stated by its number in section 2 – quantity of each instrument
Base currency
Risk measures required
EQUITY
1
1 – 1 000 instruments
EUR
VaR and sVaR
2
1 – 1 000 instruments
1 – 1 000 instruments
1 – 1 000 instruments
EUR
VaR and sVaR
3
1 – 100 instruments
1 – 100 instruments
EUR
VaR and sVaR
4
1 – 100 instruments
1 – 100 instruments
GBP
VaR and sVaR
5
1 – 1 000 instruments
JPY
VaR and sVaR
6
1 – 500 instruments
1 – 500 instruments
EUR
VaR and sVaR
7
18 – 1 instrument
EUR
VaR and sVaR
8
1 – 1 000 instruments
1 – 1 000 instruments
USD
VaR and sVaR
9
2 – 1 instruments
1 – 100 instruments
EUR
VaR and sVaR
10
6 – 1 000 instruments
1 – 1 000 instruments
1 – 1 000 instruments
EUR
VaR and sVaR
IR
11
1 – 1 instrument
EUR
VaR and sVaR
12
20 – 1 instrument
EUR
VaR and sVaR
13
1 – 1 instrument
USD
VaR and sVaR
14
1 – 1 instrument
GBP
VaR and sVaR
15
23 – 1 instrument
USD
VaR; sVaR; IRC
16
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
17
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
18
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
19
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR;
20
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR;
21
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR;
22
1 – 1 instrument
20 – 1 instrument
EUR
VaR and sVaR;
23
1 – 1 instrument
GBP
VaR; sVaR; IRC
24
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
25
1 – 1 instrument
1 – 1 instrument
USD
VaR and sVaR
26
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
FX
27
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR
28
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR
29
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR
30
1 – 1 instrument
1 – 1 instrument
EUR
VaR and sVaR
31
1 – 1 instrument
EUR
VaR and sVaR
32
47 – 1 instrument
EUR
VaR and sVaR
COMM.
33
1 – 1 instrument
1 – 1 instrument
USD
VaR and sVaR
34
1 – 1 instrument
1 – 1 instrument
USD
VaR and sVaR
35
1 – 1 instrument
1 – 1 instrument
USD
VaR and sVaR
Credit Spread
36
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
37
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
38
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
39
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
40
1 – 1 instrument
1 – 1 instrument
GBP
VaR; sVaR; IRC
41
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
42
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
43
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
44
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
45
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
46
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
47
1 – 1 instrument
USD
VaR; sVaR; IRC
48
1 – 1 instrument
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
49
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; IRC
50
1 – 1 instrument
1 – 1 instrument
EUR
VaR; sVaR; IRC
51
1 – 5 instruments
1 – 1 instrument
USD
VaR; sVaR; IRC
52
1 – 5 instruments
1 – 1 instrument
USD
VaR; sVaR; IRC
53
1 – 5 instruments
1 – 1 instrument
1 – 5 instruments
1 – 1 instrument
USD
VaR; sVaR; IRC
CTP
54
1 – 1 instrument
EUR
VaR; sVaR; APR
55
1 – 1 instrument
USD
VaR; sVaR; APR
56
1 – 5 instruments
1 – 5 instruments
1 – 1 instrument
1 – 1 instrument
USD
VaR; sVaR; APR

---
Source: https://www.legislation.gov.uk/eur/2016/2070/annex/V/division/3 (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-3
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.