{
  "url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-4",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-2070/annex-V/division-4.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/4",
  "kind": "division",
  "number": "4",
  "heading": "Aggregated portfolios",
  "text": "Provide the required risk measures, along with the present value, of the following financial aggregated portfolios:\nAggreg. portfolio\nDescription\nCombination of individual portfolios (individual portfolios as stated by the numbers in section 2\nBase currency\nRisk measures requested\n57\nALL-IN no-CTP\n1, 2, 6, 7, 9, 11, 12, 18, 21, 27, 28, 30, 31, 32, 33, 34, 38, 41, 43\nEUR\nVaR; sVaR; IRC\n58\nEQUITY cumulative\n1, 2, 6, 7, 9\nEUR\nVaR and sVaR\n59\nIR cumulative\n11, 12, 18, 21\nEUR\nVaR and sVaR\n60\nFX cumulative\n27, 28, 30, 31, 32\nEUR\nVaR and sVaR\n61\nCommodity cumulative\n33, 34\nUSD\nVaR and sVaR\n62\nCredit spread cumulative\n38, 41, 43\nEUR\nVaR; sVaR; IRC\n63\nCTP cumulative EUR\n54, 56\nEUR\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/4",
    "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."
}