EBA · 2024_6987 Rejected question

Template 2: Banking book - Climate change transition risk: Loans collateralised by immovable property - Energy efficiency of the collateral

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
449a
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2024-01-29
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Question

The formula linked to the following rule IDs: v16049_m; v16078_m; v16080_m; v16082_m; v16084_m; v16086_m; v16088_m; v16090_m and v16092_m appears to be incorrect.

Background

When analyzing the validation rules of the EBA Validation Rules 3.3 document, we have identified a formula that appears to be incorrect. The formula is linked to the following rule IDs: v16049_m; v16078_m; v16080_m; v16082_m; v16084_m; v16086_m; v16088_m; v16090_m and v16092_m. It states that {D 02.00.a, c0010} = ({D 02.00.a, c0020} + {D 02.00.a, c0030} + {D 02.00.a, c0040} + {D 02.00.a, c0050} + {D 02.00.a, c0060} + {D 02.00.a, c0070} + {D 02.00.a, c0150}) * (1 - {D 02.00.b, c0160}). The gross carrying amount in column 0010 should be the sum of the gross carrying amount from columns 0020 to 0070, where energy performance was estimated, along with the portion of the gross carrying amount without an EPC for which energy performance was not estimated (i.e, column 0150 * (1 - column 0160)).
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Original source: European Banking Authority, Q&A ID 2024_6987

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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