EBA · 2022_6480 Rejected question

v7380_m and v7381_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2022-06-10
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Question

Because of validation rules v7380_m and v7381_m, we perform a check on the computation of the RWEA to ensure consistency of RWEA reported on securitisation transactions between templates C 13.01, C 19.00, C 20.00 vs. C 14.01. To comply with rule EGDQ_0362h_5, it is expected that there are no RWA being reported in template C 14.01 for any securitisation position on underlying identified as 'Covered Bonds' or 'Other liabilities'. How can we fulfill v7380_m and v7381_m, where we have securitisation positions with underlyings identified as 'Covered Bonds' or 'Other liabilities', so that we did not report any RWA in template C 14.01 as requested by rule EGDQ_0362h_5?

Background

Our question follows our supervisor's feedback on our COREP submission.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6480

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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