Question ID:
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Supervisory reporting - COREP (incl. IP Losses)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Annex II, C 09.02, r110, c080-c100 and r070, c080-c100
Disclose name of institution / entity:
Name of institution / submitter:
Country of incorporation / residence:
Type of submitter:
Consultancy firm
Subject Matter:
Incorrect validation rules v4779_m and v4782_m

The question relates to the validation rule 4779_m and v4782_m implemented in DPM 2.6 and 2.7. Currently these validations are applied to all figures reported on rows 110 and 070 for all sheets and all columns. But as columns 080, 090 and 100 are used to display weighted PD or LGD, those columns must be excluded from validations v4779_m and v4782_m.

Having a weighted PD of 52% on SME and a weighted PD of 50% on non SME doesn’t mean that the global weighted PD of the ‘Secured by real estate property’ will be of 102%. The global PD for such exposure class will be between 50 and 52%. If you agree, even if this rules are non-blocking, can you please deactivate them? And correct them for the next release?

Background on the question:

 v4779_m 2.6.0 (non-blocking): C 09.02, all columns, all sheets, {r110} = {r120} + {r130} 4782_m  (non-blocking): C 09.02, all columns, all sheets, {r070} = {r080} + {r090}

Date of submission:
Published as Final Q&A:
Final Answer:

Validation rules v4779_m and v4782_m shall not be applied to columns 080, 090 and 100 of template C 09.02 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting), as these columns display percentage values.

The scope of application of these three validation rules will be amended to remedy the issue.

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