- Question ID
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2025_7555
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Operational risk
- Article
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430
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions
- Article/Paragraph
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article 22 / Annex I
- Type of submitter
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Credit institution
- Subject matter
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Validation rules v23509_h and v23510_h appear incorrect
- Question
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Are validation rules v23509_h and v23510_h correct?
- Background on the question
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Validation rules v23509_h and v23510_h appear incorrect. The rules in question require that rows 0950 and 0960 of template C17.01 (OPR DETAILS 1) are equal to the sum of the respective rows per business line above:
- v23509_h: with{tC_17.01.a, c*, default: 0, interval: true}: {r0950} = {r0050} + {r0150} + {r0250} + {r0350} + {r0450} + {r0550} + {r0650} + {r0750} + {r0850}
- v23510_h: with{tC_17.01.a, c*, default: 0, interval: true}: {r0960} = {r0060} + {r0160} + {r0260} + {r0360} + {r0460} + {r0560} + {r0660} + {r0760} + {r0860}
These rules appear to be in conflict with the ITS instructions for rows 0950/0960:
- r0950: (...), the maximum single loss shall be the maximum loss over the internal threshold for each loss event type and amongst all business lines.
- R0960: (...), the sum of the five largest gross losses for each loss event type and amongst all business lines shall be reported. That sum may be higher than the highest sum of the five largest losses recorded in each business line
- r0960: (...), for column 0080, the sum of the five largest losses shall be the sum of the five largest losses in the whole matrix, which means that it is not necessarily equal to either the maximum value of “sum of the five largest losses” in row 0960 or the maximum value of “sum of the five largest losses” in column 0080.
- 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 versions of the Reporting framework and in the next releases of the respective validation rules.
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- Status
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Rejected question