- 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- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
-
429
- 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.
- Submission date
- Final publishing date
-
- 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.