EBA · 2014_1188 Final Q&A

Template C07.00 Column 230: of which: with a credit assessment by a nominated ECAI

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2014-05-13
Answered
2016-09-09
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

Column 230: of which: with a credit assessment by a nominated ECAI, is this column only reported for exposures where the ECAI rating was used to determine the risk weight?

Background

Example: If a Corporate obligor had an ECAI of S&P BBB+ but was classified as 'in-default' the risk weight would be determined under Article 127 based on the percentage of specific credit risk adjustment and not the ECAI rating. In the exposure class 18in-default' would column 230 be populated?

Answer

Column 230 of template C 07.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) includes only exposures where the ECAI ratings are relevant to determine the risk weights.

Original source: European Banking Authority, Q&A ID 2014_1188

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.

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