EBA · 2024_7251 Rejected question

IRRBB - Notional amount to be reported in column 0100

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
/
Topic
Interest Rate Risk for Banking Book (IRRBB)
Submitted by
Credit institution
Submitted
2024-11-18
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Question

The notional amount to be reported in column 0100 represents the outstanding principal amount of the instruments ( according to Implementing Regulation (EU) 2021/451, Article 20a and Annex XXIX specifying the reporting instructions ); The notional repricing cash flows reported in columns 0700 to 0250 for fixed rate instruments include cash flows arising from both principal and interest ( as defined in Article 1, point 1 of Delegated Regulation (EU) 2024/857 ).

Background

When submitting the report we receive a warning for J 07.00b (Behavioral modeling) - control K1_V22322_M In this regard, we would appreciate a clarification on the validation rules.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7251

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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