2021_6302 Validation rule v8727_m seems to be incorrect

Question ID:

2021_6302

Legal Act:

Regulation (EU) No 575/2013 (CRR)

Topic:

Supervisory reporting - COREP (incl. IP Losses)

Article:

112

COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:

EBA/GL/2019/01 - Guidelines on specification of types of exposures to be associated with high risk under Article 128(3) of CRR

Article/Paragraph:

118

Disclose name of institution / entity:

Yes

Name of institution / submitter:

Bank of Lithuania

Country of incorporation / residence:

Lithuania

Type of submitter:

Competent authority

Subject Matter:

Validation rule v8727_m seems to be incorrect

Question:

Validation rule v8727_m is incorrect.

Background on the question:

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”

Date of submission:

03/12/2021

Published as Rejected Q&A

28/02/2022

Rationale for rejection:

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.

For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.

Status:

Rejected question