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Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Validation rules
Disclose name of institution / entity:
Name of institution / submitter:
National Bank of Slovakia
Country of incorporation / residence:
Slovak Republic
Type of submitter:
Competent authority
Subject Matter:
Incorrect validation rules

Following validation rules are incorrect: v4764_m v4765_m v4766_m v4767_m v4768_m

Background on the question:

According to the expanation provided by an institution, the applied risk weights and expected loss percentages are assigned depending on the Specialised Lending slot and residual maturity (CRR Art. 153(5), 158(6)). The final risk weight for Specialised Lending is calculated as Scaling Factor * Risk Weight. Based on the EBA request for Specialised Lending portfolio different Specialised Lending risk weights can be applied dependent on the tenant. For this purpose a separate steering table is established which holds the scaled risk weights which shall be used for given tenants processing. The Scaling Factor for the bank is 1,4.

Date of submission:
Published as Rejected Q&A
Rationale for rejection:

Please note that as part of adjustments to the Single Rulebook Q&A process, agreed by the EBA and the European Commission, it has been decided to reject outstanding questions submitted before 1 January 2020, when the Q&A process was updated as part of the last ESAs Review. In particular, the question that you have submitted has now regrettably been rejected and will not be addressed.

If you believe your question would still benefit from clarification, you are invited to resubmit your question, adapting it to reflect any legislative, regulatory or other relevant developments that may have occurred since the initial date of submission. The EBA will aim to address resubmitted questions as a matter of priority. When considering to resubmit, you are kindly requested to observe the updated admissibility criteria agreed in the context of the adjustment of the Q&A process, available in the Additional background and guidance for asking questions. We hope for your understanding.

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Rejected question