Question ID
2022_6543
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
364
Paragraph
1
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) No 1423/2013 - ITS on disclosure of own funds requirements
Article/Paragraph
Annexes I, II
Type of submitter
Credit institution
Subject matter
v6303_m not passed due to market conditions (C 24.00)
Question

Because of the evolutions of the rates, the ratio SVaR/HVaR has dropped such that the SVaR is below the HVaR. In coordination with the local supervisor, we compensate this RWEA underestimation by applying a self-imposed RWA add-on through the application of Article 3 CRR.

However, when we report the information of template C 24.00, the validation rule v6303_m blocks the submission because it enforces the following rule

v6303_m: [C 24.00 (r0010)] {c0060} >= {c0040}

We request de-activation of this rule so that our report can be submitted.

Background on the question

N/A

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the issue it deals with is already explained or addressed in the list of validation rules, column 'severity', published in accordance with Annex XV to 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'. 

Status
Rejected question