Question ID
2026_7889
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
430
Paragraph
1a
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
Article/Paragraph
Annex I C08.01
Type of submitter
Credit institution
Subject matter
v903250 incorrectly applied on exposure weighted averages
Question

v903250_h is applied on (amongst others) column c0250 of C08.01, which relates to 'exposure-weighted average maturity value (days)'. The validation prescribes that r0010 should be larger or equal to rows 0015 and 0016. As in column c0250 a value-weighted average maturity is presented, it is not necessarily the case that r0010 exceeds r0015 and r0016. Therefore we feel this validation is incorrectly applied on c0250.

with{tC_08.01.a, (c0020, c0030, c0040, c0050, c0060, c0070, c0080, c0090, c0101, c0102, c0103, c0104, c0105, c0106, c0107, c0110, c0140, c0150, c0160, c0170, c0171, c0172, c0173, c0180, c0190, c0200, c0210, c0250, c0255, c0256, c0257, c0260, c0270, c0280, c0290, c0300), default: 0, interval: true}: abs({r0010}) >= abs({r0015}) + abs({r0016})

 

 

 

Background on the question

On row 0010 all exposures are reported, hence in column 0250 also the weighted residual value (in days) of these exposures. The residual remaining number of days presented on row 0010 can be smaller than the number of days presented related to the exposures reported on r0015 (exposures subject to the SME-supporting factor) as r0015 can also contain a relatively small amount, with a relatively high number of residual days.

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