Question ID:
2014_1251
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - Leverage ratio
Article:
429
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
Article/Paragraph:
429
Disclose name of institution / entity:
No
Type of submitter:
Consultancy firm
Subject Matter:
v0679_m: taxonomy is incorrect.
Question:

The validation rule for the RWA of the off-balance sheet items (C43.00 r010, c020) only considers the RWA of the off-balance sheet items subject to credit risk in Total-Standard approach (C 07.00a r080, c220, s001) and the RWA of the off-balance sheet items subject to credit risk in Total-IRB Approach to capital requirement with own estimates of LGD and/or conversion factors (C 08.01a r030, c260, s001). Should the RWA of the off-balance sheet items subject to credit risk in Total-IRB Approach to capital requirement without own estimates of LGD and/or conversion factors (C 08.01a r030, c260, s002) also be considered in this validation rule?

Background on the question:

The RWA of the off-balance sheet items subject to credit risk in IRB Approach to capital requirement without own estimates of LGD and /or conversion factors is missing in the validation rule.

Date of submission:
28/05/2014
Published as Final Q&A:
03/10/2014
Final Answer:

The comment is correct and the validation rule v0679_m has been deleted.

Status:
Final Q&A
Answer prepared by:
Answer prepared by the EBA.
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