Question ID
2023_6690
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
Article 428b
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
Annex XII
Type of submitter
Credit institution
Subject matter
DPM 3.2 validation rule v11366_m for C84
Question

This validation rule checks the following formula:

 

{C 84.00.z, r0120, c0030} = {C 84.00.x, r0010, c0020} * {C 84.00.w, r0220, c0040}

 

Our institution reports available funding for USD in datapoint in C 84.00.z, r0120, c0030}.  

However our institution does not have any required stable funding for USD to be reported in datapoint {C 84.00.x, r0010, c0020}. 

Therefore no USD NSFR ratio can be reported in datapoint {C 84.00.w, r0220, c0040}.

Question is how to report these figures to comply to this validation rule in case no required funding and NSFR ratio for USD can be reported?

Background on the question

According to validation rule v11366_m the required stable USD funding reported in  datapoint {C 84.00.x, r0010, c0020} times the USD NSFR ratio reported in datapoint {C 84.00.w, r0220, c0040} should be equal to the available stable USD funding reported {C 84.00.z, r0120, c0030}.

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 EBA Validation rules file published and regularly updated on the website. In particular, check field 'if value missing (but table prerequisites met)' of that file.

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