- 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- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)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
- 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?
- Submission date
- Final publishing date
-
- 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.