{
  "url": "https://openlegislation.uk/eu-regulation-2017-1486/annex-III",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-1486/annex-III.json",
  "legislation": "eur/2017/1486",
  "legislation_title": "Commission Implementing Regulation (EU) 2017/1486 of 10 July 2017 amending Implementing Regulation (EU) 2016/2070 as regards benchmarking portfolios and reporting instructions (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-1486",
  "path": "annex/III",
  "kind": "annex",
  "number": "III",
  "heading": null,
  "text": "‘ANNEX III\nResults Supervisory Benchmarking portfolios\nTemplate number\nTemplate code\nName of the template/group of templates\n101\nC 101.00\nDetails on exposures in Low Default Portfolios by counterparty\n102\nC 102.00\nDetails on exposures in Low Default Portfolios\n103\nC 103.00\nDetails on exposures in High Default Portfolios\n105,01\nC 105.01\nDefinition of internal models\n105,02\nC 105.02\nMapping of internal models to portfolios\n105,03\nC 105.03\nMapping of internal models to countries\nC 101.00 — Details on exposures in Low Default Portfolios by counterparty\nCounterparty Code\nExposure class\nRegulatory approach\nRating\nDate of most recent rating of counterparty\nPD\nDefault status\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nHyp LGD senior unsecured without negative pledge\nHyp LGD senior unsecured with negative pledge\nLGD\nMaturity\nRWA\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\nC 102.00 — Details on exposures in Low Default Portfolios\nPortfolio ID\nExposure class\nRegulatory approach\nNumber of obligors\nRating\nPD\nDefault status\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nLGD\nMaturity\nExpected Loss\nProvisions non-performing exposures\nRWA\nRWA Standardised\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\nC 103.00 — Details on exposures in High Default Portfolio\nPortfolio ID\nExposure class\nRegulatory approach\nNumber of obligors\nRating\nPD\nDefault status\nOriginal exposure pre conversion factors\nExposure after CRM substitution effects pre conversion factors\nCCF\nEAD\nCollateral value\nLGD\nMaturity\nExpected Loss amount\nProvisions non-performing exposures\nRWA\nRWA Standardised\nDefault rate latest year\nDefault rate past 5 years\nLoss rate latest year\nLoss rate past 5 years\nRWA *\nRWA **\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n230\n240\nC 105.01 — Definition of internal models\nInternal model ID\nModel name\nIRBA Risk parameter\nEAD\nEAD weighted average default rate for calibration\nCase weighted average default rate for calibration\nLong-run PD\nCure rate for defaulted assets\nRecovery rate of the foreclosed assets for not cured defaults\nRecovery period of the foreclosed assets for not cured defaults\nJoint decision\nConsolidating supervisor\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\nC 105.02 — Mapping of internal models to portfolios\nPortfolio ID\nInternal model ID\n010\n020\nC 105.03 — Mapping of internal models to countries\nInternal model ID\nHost supervisor\n010\n020\n’",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2017/1486/annex/III",
    "retrieved_at": "2026-11-01T14:44:41.414803+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."
}