Question ID:
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Supervisory reporting - COREP (incl. IP Losses)
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
ANNEX II, section 3.8.3 - Column 0080 of C 14.00
Disclose name of institution / entity:
Type of submitter:
Credit institution
Subject Matter:
C 14.00 - Consistency of v7667_a

Is the validation rule v7667_a consistent with the ITS?

Background on the question:

The validation rule v7667_a checks the possible options to be reported in column 0080 (TYPE OF RETENTION APPLIED) for template C 14.00 in Annex I to the Regulation (EU) 2021/451 (ITS on supervisory reporting) . Securitisation transactions that in column 0051 report the value "x3" (K = entirely recognized) are referred to the full repurchase of the notes issued, in that the concept of retention cannot be adopted.

In the Annotated Table Layout, the domain of column 0080 for C 14.00 template is "ZZ2"; in the DPM Dictionary the value "x6" (N = Not applicable) is expected. In Annex II, this value is not directly mentioned with reference to column 0080 but in an indirect reference in the instructions to column 0090. 

Why does v7667_a ({C 14.00, c0080} in {[eba_ZZ: x7], [eba_ZZ: x8], [eba_ZZ: x9], [eba_ZZ: x10], [eba_ZZ: x11], [eba_ZZ: x12], [eba_ZZ : x13]}) accept the value "x6" when the value "x3" is reported in column 0051 for C 14.00 template?

Date of submission:
Published as Rejected Q&A
Rationale for rejection:


This question has been rejected because the issue it deals with is already explained or addressed in v3.2 of the ITS on supervisory reporting (Regulation (EU) 2021/451). For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'

Rejected question