Regulatory Alerts2021-03-16
Added · Updated
Commission Implementing Regulation (EU) 2021/453 on specific reporting requirements for market risk
Institutions must report market risk information to competent authorities quarterly, with reference dates of 31 March, 30 June, 30 September, and 31 December, and submission deadlines by close of business on 12 May, 11 August, 11 November, and 11 February. The regulation mandates the use of specific COREP templates (C 90.00 and C 91.00) to report trading book thresholds and alternative standardised approach results, requiring data submission in defined formats with precise numeric precision and Legal Entity Identifier (LEI) usage. This regulation enters into force on the twentieth day following its publication and applies from 5 October 2021.
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