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.

N/A

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.

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