- Question ID
-
2025_7340
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Interest Rate Risk for Banking Book (IRRBB)
- Article
-
430
- Paragraph
-
7
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions
- Article/Paragraph
-
20a
- Type of submitter
-
Credit institution
- Subject matter
-
v16319_s and v16322_s (IRRBB) – non-negative rule not applicable to derivative rows
- Question
-
In line with the de-activation of v22331_s, we request to de-activate v16319_s and v16322_s as well
- Background on the question
-
V16319_s should not be applied to rows r0140, 160, 170, 470, 490, 500 for column 0010, because negative values are possible for derivatives. We refer to the de-activation of v22331_s
v16322_s - Level of MV - Baseline scenario can be negative for r590 and r630 (derivatives), especially in the different currency sheets
- 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 version of the releases of the respective validation rules.
- Status
-
Rejected question
