- Question ID
-
2014_1629
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Article
-
99
- Paragraph
-
1
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
-
Annex I C12.00
- Name of institution / submitter
-
Bundesanstalt für Finanzdienstleistungsaufsicht
- Country of incorporation / residence
-
Germany
- Type of submitter
-
Competent authority
- Subject matter
-
Validation Rules v4047_m to v4055_m for CR SEC SA
- Question
-
The validation rules v4047_m to v4055_m check on the plausibility of the percentages given in column 300 of CR SEC SA. To this end the rules refer to columns 300 and 290 of CR SEC SA of various rows. We believe these rules should use column 280 instead of column 290.
- Background on the question
-
The aim of these validation rules is to check the average risk weights given in column 300 for various levels of granularity. The risk weights are for positions treated by look through approaches within CR SEC SA. The exposure values column 300 refers to are found in column 280. Column 290 is an of which position of column 280 and does not (necessarily) cover all exposures the average risk weights of column 300 are based on. The average risk weights of column 300 can therefore not be reproduced by using column 290.
- Submission date
- Final publishing date
-
- Final answer
-
The validation rules v4047_m, v4048_m, v4049_m, v4050_m, v4051_m, v4052_m, v4053_m, v4054_m and v4055_m need to be changed. The references to column 290 of C 12.00 of Annex II to Regulation (EU) No. 680/2014 (ITS on Reporting) will be replaced by references to column 280 of C 12.00. Meanwhile, these validation rules will stay deactivated.
- Status
-
Final Q&A
- Answer prepared by
-
Answer prepared by the EBA.
Disclaimer
The Q&A refers to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.