Question ID
2026_7873
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
465
Paragraph
4
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
Article/Paragraph
Annex I C 10.00
Type of submitter
Credit institution
Subject matter
EBA validation v23089_m does not allow values
Question

EBA validation v23089_m states:

with {tC_10.00, (r0010, r0020, r0040, r0050, r0060, r0070, r0080, r0090, r0100, r0101, r0110, r0120, r0130, r0131, r0132, r0150, r0151, r0152, r0153, r0154, r0155, r0156, r0157, r0158, r0159, r0160, r0161, r0162, r0163, r0170, r0230, r0240, r0250, r0260), default: null, interval: false}: isnull({c0120})

The validation only allows values in rows r0180, r0190, r0200, r0210, r0220, r0230 and r0270, while CRR IRB-IMM exposures, calculated based on SA, can be split over many exposure classes (r0040 to r0240). However this validation rule does not allow amounts to be reported in r0040-r0240 in c0120. We believe this is a mistake.

Background on the question

We have IRB exposures that are subject to CRR under the IMM. In C10.00 we have to break these exposures down per exposure class (e.g. corporate, pse, retail etc). However validation v02389_m does not allow exposures to be reported in most of the rows of c0120 in template C10.00.

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the matter it refers to is the same of Q&A 7874. 

Status
Rejected question