EBA · 2025_7352 Rejected question

COREP_OF, C_07.00, problem with disallowed risk weight 70%

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
126, para. 2
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Other
Submitted
2025-02-21

Question

Why are cells r0210-c0010, r0210-c0030, and r0210-c0040 (Risk Weight 70%) in table C_07.00 disallowed despite CRR3 Article 126 allowing a 70% risk weight for certain exposures (ETV ≤ 60%)?

Background

In table C_07.00, cells r0210-c0010, r0210-c0030 and r0210-c0040 (Risk Weight 70%) are greyed out (disallowed).  However, CRR3 specifies in Article 126 that for some exposures (where ETV<=60%), the risk weight of 70% shall be used.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7352

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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