EBA · 2017_3159 Final Q&A

Validation rule on Leverage ratio templates - v4462_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99
Topic
Supervisory reporting - Leverage ratio
Submitted by
Competent authority
Submitted
2017-02-13
Answered
2017-04-07
Answer provided by
ESAs (EBA, ESMA, EIOPA)
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Question

Should v4462_m validation rule be deactivated or changed?

Background

Validation formula v4462_m states that : {C 43.00.a, r065,c010} = {C 47.00, r130,c010} + {C 47.00, r140,c010} We believe that the equation cannot be fulfilled: in the first member of the equation, intragroup exposures are not included in {C43.00, r065,c010}, in accordance to what is pointed out in paragraph 28 of Annex XI of Regulation (EU) No 680/2014 (ITS on Supervisory Reporting), as amended by Implementing Regulation (EU) 2016/428. Indeed, intragroup exposures are included in LRCalc (C 47.00, r130-140, c010}, according to paragraph 19 of Annex XI. This question is strictly connected with Q&A 2016_2915 .

Answer

The answer to Q&A 2016_2915 referring to row 010, column 010 of template C 43.00 of Annex X to Regulation (EU) No 680/2014 as amended by Regulation (EU) 2016/428 (amended ITS on Supervisory Reporting) and v4448_m applies analogously also to {C 43.00, r065,c010} and v4462_m. V4462_m will be amended accordingly.

Original source: European Banking Authority, Q&A ID 2017_3159

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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