2013_389 Risk weighted exposures of CET1/AT1/T2 holdings in financial sector entities which are not deducted from the institution's CET1 capital

Question ID: 2013_389
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: Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph: Annex II part II 1.5, C 04.00/ Memorandum- r 650
Type of submitter: Credit institution
Subject matter: Risk weighted exposures of CET1/AT1/T2 holdings in financial sector entities which are not deducted from the institution's CET1 capital
Question: Can we exclude from the RWA, the exposures related to the trading book?
Background on the question: As the RWA is calculated by a model with correlated products, it is not possible to isolate the concerning exposure
Submission date: 16/10/2013
Rejected publishing date: 24/01/2022
Rationale for rejection: This question has been rejected because the question is not sufficiently clear, or has not sufficiently identified a provision of Regulation (EU) No 2021/451 (ITS on Supervisory Reporting) for which an explanation is merited regarding their practical implementation or application.
Status: Rejected question