I do agree to split the template C 14.00 in two parts, it makes the template(s) more readable (although it is still somehow to large) and easier to manage: While someone collects and checks the information of the structure information of certain securitization transaction, other people may focus in RWA relevant information (approaches, exposure value in procession, RWA value etc.)
It is still unclear, whether positions which are now in default should be included in the rows 0440-0670 of the template C 13.01. There is the same question from banks about the comparable rows in existing templates C 12.00 and C13.00 after the DPM amendment in version 2.7 (grey out the position in the columns where capital deduction may be taken with 1250% RW with the introduction of DPM 2.7); The amendment in DPM 2.7 seems imply that the defaulted position should not be included in the rows which breakdown of CQS at inception, but there are validation rule which seems suggest the opposite. It is suggested to clarify the scope in the rows 0440-0670 of the template C 13.01 and to introduce future validation rules in a coherent manner.
Columns 0580-0610 of the template 13.01 do not cover the all scenario why SEC-ERBA is trigged, they are only the exhaustive list of why SEC-ERBA is used before considering SEC-SA. The case, that the position neither has the information of K_IRB and nor has the information K_SA but does have the rating information so that SEC-ERBA, is the only available approach is not included. Therefore, it is suggested either to rename the title of the column 0580-0610 from “BREAKDOWN BY TRIGGER FOR APPLICATION OF SEC-ERBA” to “BREAKDOWN BY TRIGGER FOR APPLICATION OF SEC-ERBA BEFORE SEC-SA”, or rename those columns as “of which”-information instead of “breakdown”-information.
In general, yes, and technically it seems still feasible for banks to fill in the template without very big difficulties.