EBA · 2017_3165 Final Q&A

C 12.00 - v0519_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Other
Submitted
2017-02-15
Answered
2017-04-07
Answer provided by
ESAs (EBA, ESMA, EIOPA)

Question

According to the validation rule v0519_m, the following assertion should be evaluated for row r070 and all columns between c010 and c370. For each column, r070 = r080 + r090. We think this equality's rule cannot be applied to c0300 and c0320 columns which are used to report Average Risk weight in %. In fact, that calculating the weighted average of a whole is not equal to summing the weighted average of all its subpart.

Background

Validation rule v0519_m

Answer

v0519_m is not correct with regard to columns 300 and 320 of template C 12.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) where average risk weights are shown. The validation rule will be deactivated and amended correspondingly.

Original source: European Banking Authority, Q&A ID 2017_3165

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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