Question ID
2022_6559
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
216
Paragraph
1
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
216
Type of submitter
Credit institution
Subject matter
Wrong validation at the level of the number of obligors between C08.01 and C34.07.
Question

 

May we kindly ask you to disable validation rules v10523_h and v10524_h? These checks are not correct. This item is closely linked to a previous Q&A with the ID 2021_6202, we can however not find this Q&A on the EBA site.

Background on the question

Where does the validation go wrong?
 
The logic behind the comparison C08.01 vs C34.07, at the level of the total number of obligors, is wrong.
 
OneGate makes an incorrect comparison: you cannot add up the bonds from repos and derivatives in C08.01 and compare that with the number of bonds in C34.07, just as this is not done in C08.01 itself, because there the total is also not equal to the sum of balance/off-balance/SFT/Derivatives; after all, the same bond can occur in several categories and then, of course, it may only be counted once in the total.  Here, the following errors are created: eba_v10523_h, eba_v10524_h.
 
Example: in total yes tab : row 010 : 2689 (total)
                                          040 : 52 (repo)
                                          050 : 2657 (derivatives)
                            
In 34.7, 2689 is also reported, which therefore fits perfectly with row 010.
So the validation rule comparing 34.7 with the total of rows 040,050 and 060 does not make sense.

Submission date
Rejected publishing date
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