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The explanatory notes provide further insight into the templates that have been released for public consultation until the end of April. CEBS has also started work to go a step further by building some precise examples with numerical data to give more explanations on some parts (such as securitisation). This work will be carried out during the next months and will be published when it is deemed satisfactory.
Due to necessary adjustment to the latest amendments to the proposed Capital Requirements Directive, discussions with the industry and harmonisation work between the proposed financial (FINREP) and prudential (COREP) reporting, further changes are to be expected in these explanatory notes alongside changes to the templates themselves. These changes will be released along with the revised templates at a later stage.
Explanatory notes
Templates for Market Risk