EBA · 2025_7307 Rejected question

Treatment of two-legs derivatives and validation Rule EBA V16337 (Tab J0200)

Name: Treatment of two-legs derivatives and validation Rule EBA V16337 (Tab J0200): EBA Q&A — EU Financial Regulatory Q&A
Creator: European Banking Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: Regulation (EU) No 575/2013 (CRR)
Article: 488
Topic: Interest Rate Risk for Banking Book (IRRBB)
Submitted by: Credit institution
Submitted: 2025-01-16

Browse ECB SSM Register → More Q&As on this regulation →

Question

Could you please clarify the sign of the carrying amount for derivatives in J0200 ?

Background

We received a warning related to validation rule EBA_v16337 for derivatives. This validation rule checks that the carrying amount (column 0010) for derivatives (rows 0140 and 0470) in tab J0200 is positive. We reviewed the EBA's response to question 2024_7073, but it did not provide clarification regarding the carrying amount. Your guidance on this matter would be greatly appreciated.

No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7307

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

Validation rules in Reporting Framework 3.4

Answered 2024-12-13

Validation rule v0853_m - Framework release 2.8

Answered 2019-06-07

Validation rule 1740_m

Answered 2017-04-07

EBA validations rules for 2.5 with reference v2708_m and v3091_ m

Answered 2017-11-17

Amounts to be reported under derivatives receivables in C 60.00 (row 1290) and under liabilities from derivatives payables contracts in C 61.00 (row 240) of the - ITS on supervisory reporting of institutions.

Answered 2016-04-15

More Q&As on this topic

Reporting of debt securities issued but not yet paid up

Answered 2026-04-24

Breakdown of currencies to be reported

Answered 2024-09-27

Treatment of two-leg derivatives with respect to rate type and currency

Answered 2024-09-27

📋 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.