EBA · 2014_1101 Final Q&A

Validation Rule v2245_h

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Consultancy firm
Submitted
2014-04-23
Answered
2016-10-14
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

Should column 090 from form CR GB 2 still be in the scope of validation rule v2245_h? As the rule validates a sum and column 090 contains percentages it cannot be correct.

Background

Column 090 from form CR GB 2 contains the Exposure Weighted Average LGD(%) in percentages, thus the sum of rows 070, 100 and 110 cannot return a valid percentage for row 060.

Answer

Validation rule v2245_h is not applicable to column 080 and 090 of template C 09.02 of Annex I to Regulation (EU) No. 680/2014 (ITS on Supervisory Reporting), since it contains percentages. The validation rule has been amended accordingly.

Original source: European Banking Authority, Q&A ID 2014_1101

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

Similar Q&As

More Q&As on this topic

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

14-day free trial. No credit card required.