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  1. Home
  2. Single Rulebook Q&A
  3. 2023_6715 Validation rule eba_v0315_m working incorrectly in C07 templates in a column 0216 for derivatives
Question ID
2023_6715
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Credit risk
Article
501
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
N/A
Type of submitter
Credit institution
Subject matter
Validation rule eba_v0315_m working incorrectly in C07 templates in a column 0216 for derivatives
Question

Could validation rule eba_v0315_m be modified for a column 0216? At the moment it does not work in situations when there are derivative exposures with SME supporting factor in a row 0110 but not in an of which row 0120.

Background on the question

Validation rule eba_v0315_m expects that in C07 total and corporate templates a row 0110 must be equal or greater than row 0120 in columns 0200, 0215, 0216, 0217 and 0220. For all other columns this works well but for column 0216 this causes an incorrect validation error when there are exposures in row 0110 (Derivatives & Long Settlement Transactions netting sets) but not in row 0120 (of which: centrally cleared through a QCCP). As amounts in a column 0216 are always negative, zero or empty, value in row 0110 is less than value in row 0120 in a case where there are no exposures in row 0120 and it's then considered as zero. As stated in a Q&A 2014_1050 it is possible to apply SME supporting factor for derivatives in a corporate class.

Submission date
10/02/2023
Rejected publishing date
22/03/2023
Rationale for rejection

This question has been rejected because the matter it refers to has already been identified and will be considered for version 3.2 of the respective validation rules.

Status
Rejected question

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