Validation rule v8727_m is incorrect.
Validation rule v8727_m : {C 07.00.a, r0010, c0010, s0011} = {C 09.01.b, r0170, c0020, [CEG=eba_GA:x1]} - {C 09.01.b, r0110, c0020, [CEG=eba_GA:x1]} - {C 09.01.b, r0150, c0020, [CEG=eba_GA:x1]}. In the table C09.01 Total defaulted exposures (row 170, column 020) is sum of all the listed exposures in listed in column 020 rows 010 to 160.
How come formulae minuses high risk exposures, when in the cell C 07.00.a, r0010, c0010, s0011 (Total exposures) high risk exposures are included.
10 | TOTAL EXPOSURES |
15 | of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures” |
This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming version of the Reporting framework and release of the respective validation rules.
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