EBA · 2014_1251 Final Q&A

v0679_m: taxonomy is incorrect.

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
429
Topic
Supervisory reporting - Leverage ratio
Submitted by
Consultancy firm
Submitted
2014-05-28
Answered
2014-10-03
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

The validation rule for the RWA of the off-balance sheet items (C43.00 r010, c020) only considers the RWA of the off-balance sheet items subject to credit risk in Total-Standard approach (C 07.00a r080, c220, s001) and the RWA of the off-balance sheet items subject to credit risk in Total-IRB Approach to capital requirement with own estimates of LGD and/or conversion factors (C 08.01a r030, c260, s001). Should the RWA of the off-balance sheet items subject to credit risk in Total-IRB Approach to capital requirement without own estimates of LGD and/or conversion factors (C 08.01a r030, c260, s002) also be considered in this validation rule?

Background

The RWA of the off-balance sheet items subject to credit risk in IRB Approach to capital requirement without own estimates of LGD and /or conversion factors is missing in the validation rule.

Answer

The comment is correct and the validation rule v0679_m has been deleted.

Original source: European Banking Authority, Q&A ID 2014_1251

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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