EBA · 2022_6553 Rejected question

C 08.01, v10540_h

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
Na
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2022-08-11

Question

The validation rule claims that the sum of rows 0040, 0050 and 0060 of column 300 of template C 08.01 should equal the value reported in C 34.07, row 180, column 030. Is this validation rule applicable?

Background

For C08.01 the count of obligors is reported by "Exposures / Transactions subject to counterparty credit risk", while for C34.07 it is reported by PD scale. Since for C08.01 reported structure the same obligor can be assigned to different Exposures / Transactions, the total of obligors can be misaligend from the total by PD scale.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6553

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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