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QA2019-6 - Calculating market shares

QA2019-6 - Calculating market shares

Owned by SRB Services
Feb 01, 2024
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Resolution Reporting Subject Matter Guidance
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QA2019-6

Question


While institutions could calculate the [numerator] (own financials), they do not have visibility on competitors' notionals/outstanding amounts for certain products in a particular market [denominator]. If the bank does not know the denominator, what should be reported?


Response


We are aware of the fact that reporting entities do not have the competitors' exact notional / outstanding amounts. Therefore we ask for your best estimates, based on expert judgement or other data sources. Most of the data is available on the ECB website (balance sheet or consolidated banking statistics, see additions to the guidance note in the impact analysis section). You are not expected to report precise numbers, but only report the estimated ranges. Based on the data received and experience made over time we plan to improve the guidance for denominators.