EBA · 2023_6715 Rejected question

Validation rule eba_v0315_m working incorrectly in C07 templates in a column 0216 for derivatives

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
501
Topic
Credit risk
Submitted by
Credit institution
Submitted
2023-02-10
Browse ECB SSM Register → More Q&As on this regulation →

Question

Could validation rule eba_v0315_m be modified for a column 0216? At the moment it does not work in situations when there are derivative exposures with SME supporting factor in a row 0110 but not in an of which row 0120.

Background

Validation rule eba_v0315_m expects that in C07 total and corporate templates a row 0110 must be equal or greater than row 0120 in columns 0200, 0215, 0216, 0217 and 0220. For all other columns this works well but for column 0216 this causes an incorrect validation error when there are exposures in row 0110 (Derivatives & Long Settlement Transactions netting sets) but not in row 0120 (of which: centrally cleared through a QCCP). As amounts in a column 0216 are always negative, zero or empty, value in row 0110 is less than value in row 0120 in a case where there are no exposures in row 0120 and it's then considered as zero. As stated in a Q&A 2014_1050 it is possible to apply SME supporting factor for derivatives in a corporate class.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6715

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.

Similar Q&As

C 08.01 - validation rule v5739_h (applicable as of v2.7)

Answered 2018-11-09

Inconsistency in validation rules v0532_m.

Answered 2014-04-04

Validation rules v2.8.1

Answered 2020-05-08

EBA COREP Validation Rules on C 05.01

Answered 2018-05-18

Validation rule v5053_m in DPM 2.7.0.1

Answered 2018-04-06

More Q&As on this topic

Application of the currency mismatch treatment to self-employed individuals (natural persons carrying out an economic activity) under Article 123a CRR.

Answered 2026-07-31

Requirements for the purpose of treating exposures secured by mortgages on immovable property as duly secured from an RWA computation perspective under CRR Article 124(2) of the CRR.

Answered 2026-05-08

Use of credit assessments by ECAIs not in scope of Regulation (EC) No 1060/2009.

Answered 2026-03-13

US Hard test: adequacy of considering US charge-off rates corresponding to loss rates for exposures secured by residential property or commercial immovable property situated within the territory of the US

Answered 2026-02-27

Application of the SME definition in specific cases

Answered 2025-11-28

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

Start free trial → Learn more

14-day free trial. No credit card required.