EBA · 2025_7340 Rejected question

v16319_s and v16322_s (IRRBB) – non-negative rule not applicable to derivative rows

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430, para. 7
Topic
Interest Rate Risk for Banking Book (IRRBB)
Submitted by
Credit institution
Submitted
2025-02-11
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Question

In line with the de-activation of v22331_s, we request to de-activate v16319_s and v16322_s as well

Background

V16319_s should not be applied to rows r0140, 160, 170, 470, 490, 500 for column 0010, because negative values are possible for derivatives. We refer to the de-activation of v22331_s v16322_s - Level of MV - Baseline scenario can be negative for r590 and r630 (derivatives), especially in the different currency sheets
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7340

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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