2014_1188 Template C07.00 Column 230: of which: with a credit assessment by a nominated ECAI

Question ID:: 2014_1188
Legal Act:: Regulation (EU) No 575/2013 (CRR)
Topic:: Supervisory reporting - COREP (incl. IP Losses)
Article:: 99
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph:: 99
Disclose name of institution / entity:: No
Type of submitter:: Credit institution
Subject Matter:: Template C07.00 Column 230: of which: with a credit assessment by a nominated ECAI
Question:: Column 230: of which: with a credit assessment by a nominated ECAI, is this column only reported for exposures where the ECAI rating was used to determine the risk weight?
Background on the question:: Example: If a Corporate obligor had an ECAI of S&P BBB+ but was classified as 'in-default' the risk weight would be determined under Article 127 based on the percentage of specific credit risk adjustment and not the ECAI rating. In the exposure class 18in-default' would column 230 be populated?
Date of submission:: 13/05/2014
Published as Final Q&A:: 09/09/2016
Final Answer:: Column 230 of template C 07.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) includes only exposures where the ECAI ratings are relevant to determine the risk weights.
Status:: Final Q&A
Answer prepared by:: Answer prepared by the EBA.