LegalizeCommission 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 )
| Column | Label | Legal reference | Instructions |
|---|---|---|---|
| 0010 | GDP Area Code | The list of areas identified in this Annex, template C.115.00, column 0045. Columns 0010 and 0020 are a composite row identifier and together shall be unique for each row in the table. | |
| 0020 | Economic scenario ID | IFRS 9.5.5.17(a) IFRS 9.5.5.18 IFRS 9.B5.5.41 IFRS 9.B5.5.42 | The instructions provided in this Annex for column 0020 of C116.00 shall apply for scenarios 1 to 5. However, in case the IFRS 9 model related to the GDP area code uses an average macroeconomic scenario, with no individual macroeconomic scenario available, the scenarios 1 to 5 should not be populated. Instead, the average macroeconomic scenario should be reported under the economic scenario 0, and no data should be reported for the economic scenarios 1 to 5. |
| 0100 | GDP growth – 0 - 12 months | The estimated yearly GDP growth within the next 12 months after the reporting date of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0110 | GDP growth – 12 – 24 months | The estimated yearly GDP growth within the next 12 months starting 12 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0120 | GDP growth – 24 – 36 months | The estimated yearly GDP growth within the next 12 months starting 24 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0130 | GDP growth – 36 – 48 months | The estimated yearly GDP growth within the next 12 months starting 36 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0140 | GDP growth – 48 – 60 months | The estimated yearly GDP growth within the next 12 months starting 48 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0150 | GDP growth – 60 – 72 months | The estimated yearly GDP growth within the next 12 months starting 60 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0160 | GDP growth – 72 – 84 months | The estimated yearly GDP growth within the next 12 months starting 72 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0170 | GDP growth – 84 – 96 months | The estimated yearly GDP growth within the next 12 months starting 84 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0180 | GDP growth – 96 – 108 months | The estimated yearly GDP growth within the next 12 months starting 96 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0190 | GDP growth – 108 – 120 months | The estimated yearly GDP growth within the next 12 months starting 108 months after the reporting period of the country reported in column 0010 under the economic scenario reported in column 0020 shall be reported. | |
| 0199 | Weight of the Scenarios – 0 - 12 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 0-12 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0201 | Weight of the Scenarios – 12 – 24 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 12-24 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0202 | Weight of the Scenarios – 24 – 36 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 24-36 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0203 | Weight of the Scenarios – 36 – 48 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 36-48 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0204 | Weight of the Scenarios – 48 – 60 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 48-60 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0205 | Weight of the Scenarios – 60 – 72 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 60-72 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0206 | Weight of the Scenarios – 72 – 84 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 72-84 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0207 | Weight of the Scenarios – 84 – 96 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 84-96 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0208 | Weight of the Scenarios – 96 – 108 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 96-108 months shall be reported. The weight shall be expressed as a value between 0 and 1. | |
| 0209 | Weight of the Scenarios – 108 – 120 months | The weight assigned to the country reported in column 0010 under the economic scenario reported in column 0020 for the period 108-120 months shall be reported. The weight shall be expressed as a value between 0 and 1. |
ANNEX X
SBM Validation Portfolios
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