EBA · 2022_6377 Rejected question

v09805_m, size of the derivatives business

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
273a(3), 430
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2022-02-17
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Question

Is validation rule v09805_m applicable?

Background

With respect to validation rule v09805_m, we have the following question: The validation rule is related to template C 34.01. It says that row 0050 must be smaller than 100% for columns 0030, 0060 and 0090. The size of the derivative business is larger than the total assets of our bank. The derivative positions from our bank is the derivative position of our clients and this is reported off-balance and is in total larger than the total assets of our bank. Because the derivative position for our bank is larger than the total assets, is this validation rule is not suitable for our bank. We would like to receive guidance on how to proceed, either by change in reporting or acceptance of the report with a validation error.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6377

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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