Question ID
2026_7880
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 v903250_h
Question

The EBA Validation Rule v903250_h applicable to the C.08.01 COREP template states that for the column 250 ('Exposure-weighted average maturity value (days)'), the absolute value of the row 10 (Total exposures) must be greater than the sum of the absolute values of the rows 15 (Of which: exposures subject to SME-supporting factor) and 16 (Of which: exposures subject to infrastructure projects supporting factor).

Background on the question

The EBA VR v903250_h is applied to the column 250 ('Exposure-weighted average maturity value (days)'), and it states that  the absolute value of the row 10 (Total exposures) must be greater than the sum of the absolute values of the rows 15 (Of which: exposures subject to SME-supporting factor) and 16 (Of which: exposures subject to infrastructure projects supporting factor).

The rows 15 and 16 are an of which of the row 10, and even though the total exposure reported in the rows 15 and 16 is used to compute the exposure-weighted average maturity value of the row 10, it is not possible to establish a relation between the sum of the exposure-weighted average maturity value of the rows 15 and 16 and the row 10. In other words, the exposure-weighted average maturity value calculates the average maturity value weighted by the exposure value, therefore the exposure-weighted average maturity values of the rows 10, 15 and 16 are weighted according to their corresponding exposure.

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