Question ID
2025_7559
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
CRR3
Paragraph
2.2 Annex II - Part II - Capital adequacy
Subparagraph
ITS on supervisory reporting
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
ITS on supervisory reporting
Type of submitter
Other
Subject matter
C02 Own Funds Requirements CA2 - Row 0050 - inconsistent requirements for securitisation positions
Question

The ITS for row 0050 states: "CR SA and SEC SA templates at the level of total exposures", information that hasn't changed between DPM 3.2 and DPM 4.0.

The validation rule v0205_m with {tC_02.00.a, default: 0, interval: true}: {r0040} = {r0050} + {r0240} + {r0460} + {r0470} is inactive starting with 3/10/2025 and so far the securitisation positions reported on row0470 column 0010 were considered in the calculation of the row0040.

Considering the ITS, are the securitisation positions from row 0470 requested on row0050 in regards of each column 0010 TREA and 0020 S-TREA?

Background on the question

There is no alignment between the legal references of row 0050 (Article 112 of CRR) , the instructions for the row 0050 (that are mentioning SEC SA at the level of total exposures) and what was applicable so far as the validation rule v0205_m.

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 releases of the validation rules.

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Status
Rejected question