FCA confirm potentially erroneous leverage reporting requirement for many firms

As you are probably aware, CRD IV reporting for Own Funds and Leverage has now been split for reporting from the 31 December 2018. This now means the COR001 return has been split between COR001a (for Own Funds) and COR001b (for Leverage). However, for many of our clients we have seen Gabriel updated with both the COR001a and COR001b regardless of whether their permissions require the completion of the Leverage returns.

New prudential valuation templates for COREP returns

Earlier this year the European Banking Authority published amendments to the implementing technical standards (ITS) on supervisory reporting, the new ITS includes new information and templates on prudent valuation for fair-valued items.

These changes will be applicable for submissions of data from December 2018.
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