- Question ID
-
2024_7243
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Interest Rate Risk for Banking Book (IRRBB)
- Article
-
430
- Paragraph
-
7
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions
- Article/Paragraph
-
20a
- Type of submitter
-
Credit institution
- Subject matter
-
v16332_s (IRRBB) - non-negative rule not applicable to some rows
- Question
-
Could you pls remove r0030 and r0150 from the scope of validation rule v16332_s?
- Background on the question
-
v16332_s is a non-negative rule for some rows in sheet J 01.00.
r0030 is the 'Level of EVE under baseline scenario' and r0150 is 'Level of market value under baseline scenario'. These amounts can be negative, especially in the significant currency sheets. As a comparison, r0120 was already removed, because NII can be negative. Net EVE and market value can also be negative.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming release of the respective validation rule.
- Status
-
Rejected question
