EBA · 2023_6933 Rejected question

Validation rules v11886_m and v11887_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430, 452(g)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2023-12-21
Browse ECB SSM Register → More Q&As on this regulation →

Question

v11886_m states that with regard to C 08.03 {c0050, s0001} = empty v11887_m states that with regard to C 08.03 {c0070, s0001} = empty Is it correct that the validation rules v11886_m and v11887_m are only applicable for s0001 (AIRB) at total level and that there are no such validation rules for s0002 (FIRB) at total level? When the validation rules v11886_m and v11887_m are only applicable for s0001 (AIRB), why is this validation rule not applicable to C34.07 as well as there the same information is requested?  In other words, are the validation rules with regard to the exposure weighted average PD %) and exposure weighted average LGD (%) consistently applied throughout the DPM?

Background

Given the fact that the COREP reporting is highly automated within our institution, it’s not easy to implement a non-consistent application of the validation rules. Therefore, we report C 08.03 {c0050, s0001} and {c0070, s0001} not empty as this information is requested in other sections of the DPM as well. Due to the fact that we report these data points, we receive questions from our supervisor why we do not report these datapoints empty.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2023_6933

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

Incorrect validation rules v4779_m and v4782_m

Answered 2017-12-08

CoRep 12 and 13 - Validation rules v0508_m, v0514_m, v0532_m and v0538_m

Answered 2015-10-02

Inconsistency in validation rules v0532_m.

Answered 2014-04-04

Validation rules v5267_m up to v5279_m

Answered 2021-03-19

Discrepancies between annotated table layout and EBA validation rules (e.g. v5351_m)

Answered 2018-10-05

More Q&As on this topic

Validation rules taxonomy V4.0 C_47.00, C_43.00.a, C_43.00.b, C_43.00.c - v4456_m

Answered 2026-07-03

Threshold exemptions from deduction from Common Equity Tier 1 items – Reporting within CoRep C 07.00

Answered 2026-01-09

Calculation of Ideosyncratic and Systematic Risk

Answered 2026-01-09

Appropriate reporting of unconditionally cancellable commitments (UCCs) subject to transitional arrangements of Article 495d in CR SA (COREP C_07.00)

Answered 2025-12-05

C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) – Col 0090 - Instruction Clarification

Answered 2025-12-05

📋 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.