Question ID:
2022_6553
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - COREP (incl. IP Losses)
Article:
Na
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Not applicable
Article/Paragraph:
NA
Disclose name of institution / entity:
No
Type of submitter:
Credit institution
Subject Matter:
C 08.01, v10540_h
Question:

The validation rule claims that the sum of rows 0040, 0050 and 0060 of column 300 of template C 08.01 should equal the value reported in C 34.07, row 180, column 030. Is this validation rule applicable?

Background on the question:

For C08.01 the count of obligors is reported by "Exposures / Transactions subject to counterparty credit risk", while for C34.07 it is reported by PD scale. Since for C08.01 reported structure the same obligor can be assigned to different Exposures / Transactions, the total of obligors can be misaligend from the total by PD scale.

Date of submission:
11/08/2022
Published as Rejected Q&A
28/10/2022
Rationale for rejection:

This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming release of the validation rules.

Status:
Rejected question
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