- Question ID
-
2022_6400
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Article
-
Commission Implementing Regulation (EU) No 451/2021
- Paragraph
-
ANNEX II, paragraph 3.3.4; 3.3.3
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
-
ANNEX II, paragraph 3.3.4; 3.3.3
- Type of submitter
-
Credit institution
- Subject matter
-
Validation rule v4821_m on column c0230 of Template C.08.02.
- Question
-
We wonder if there could be possible exceptions to the Validation rule v4821_m which always requires the LGD reported in column c0230 of Template C.08.02 by Obligor Grades to be always lower than or equal to 1.
- Background on the question
-
On some obligor grades and for some specific exposure classes, whether the LGDs are equal to 1 in LGD grid and the clusters are affected by a limitation required by ECB, the LGDs post limitation are higher than 1.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the matter it refers to has been answered in Q&A 3661.
- Status
-
Rejected question
