Question ID
2026_7879
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
N/A
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
N/A
Type of submitter
Credit institution
Subject matter
C08.01 - EBA VR v4769_m
Question

The EBA Validation Rule v4769_m applicable to the C08.01 COREP template states that for the columns 20 to 290 the total exposures (row 10) of the exposure class 'Total with own estimates of LGD and/or conversion factors' must be equal to the sum of the same cell for the exposure classes that have own estimates of LGD and/or conversion factors.

Background on the question

The EBA VR v4769_m is applied to the columns 20 to 290, more especifically, to the columns 230 (Exposure weighted average lgd (%)), 240 (Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities) and 250 (Exposure-weighted average maturity value (days)). Since these three columns concern exposure-weighted averages, the value of each column for the exposure class 'Total with own estimates of LGD and/or conversion factors' is not equal to the sum of the values of the same column of the exposure classes with own estimates of LGD and/or conversion factors.

Given this, should this control be applicable?

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 2026_7840

Status
Rejected question