EBA · 2021_6302 Rejected question

Validation rule v8727_m seems to be incorrect

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
112
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Competent authority
Submitted
2021-12-03
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Question

Validation rule v8727_m is incorrect.

Background

Validation rule v8727_m : {C 07.00.a, r0010, c0010, s0011} = {C 09.01.b, r0170, c0020, [CEG=eba_GA:x1]} - {C 09.01.b, r0110, c0020, [CEG=eba_GA:x1]} - {C 09.01.b, r0150, c0020, [CEG=eba_GA:x1]}. In the table C09.01 Total defaulted exposures (row 170, column 020) is sum of all the listed exposures in listed in column 020 rows 010 to 160.  How come formulae minuses high risk exposures, when in the cell C 07.00.a, r0010, c0010, s0011  (Total exposures) high risk exposures are included. 10 TOTAL EXPOSURES 15 of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”
No answer published yet.

Original source: European Banking Authority, Q&A ID 2021_6302

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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