EBA · 2014_1629 Final Q&A

Validation Rules v4047_m to v4055_m for CR SEC SA

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99, para. 1
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Competent authority
Submitted
2014-11-19
Answered
2016-06-10
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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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

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.

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.

Original source: European Banking Authority, Q&A ID 2014_1629

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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