Question ID
2023_6703
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
Annex I of COREP
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
Article/Paragraph
Annexes I and II
Type of submitter
Other
Subject matter
COREP V3.2 - C 20.00 - MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN THE CORRELATION TRADING PORTFOLIO (MKR SA CTP)
Question

Regulation (EU) 2022/1994 amending the implementing technical standards laid on in Implementing Regulation (EU) 2021/451 changes the meaning of the 2nd parenthesis for the weighting rate intervals of columns 0071 to 0096, which results in double counting.

Example:

C0071 [0 – 10%]

C0072 [10 – 12%]

C0073 [12- 20%]

The same weighting rate would be declared in two columns, for example the rate of 12% would be declared in columns 0072 and 0073.

Background on the question

Divergence in the column intervals between the European Commission version and the version published in the European official journal on December 22, 2022.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the issue it raises is beyond the remit of the Q&A process and as such it cannot be addressed via a Q&A. 

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Status
Rejected question