As per Article 132a(1) CRR, institutions should do the risk weighting all underlying exposures of the CIU as if they were directly held by those institutions. If underlying exposures are of mix approaches (STD and IRB), then should they be reported on C 07.00 and C 08.x and C 34.x respectively?
According to Article 132a(1) CRR, where the conditions set out in Article 132(3) CRR are met, institutions that have sufficient information about the individual underlying exposures of a CIU shall look through to those exposures to calculate the risk-weighted exposure amount of the CIU, risk weighting all underlying exposures of the CIU as if they were directly held by those institutions.
However, it is unclear where the risk weighted underlying exposures will be reported?
This question has been rejected because the matter it refers to is in the process of being answered in Q&A 6528.