EBA · 2025_7355 Rejected question

Validation rules taxonomy V4.0 C10.00 v23057_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v23057_m
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2025-02-24

Question

Does formulae v23057_m should apply to all columns?

Background

According to the formulae v23057_h : {r0100} >= {r0101} in C10.00. This control indicates that the row r0100 “Corporates - Other” must be superior to row r0101 “  Of which: Exposures to unrated corporates with a PD estimate” on all report rows. However, the formula of control v23088_m indicates that only row r101 must be reported on memo item column 0110 "EXPOSURES TO UNRATED CORPORATES WITH A PD ESTIMATE" so the first control cannot be compliant as row r100 must be empty. This also applies to rows r100 and r101 on memo item columns c0090 and c0100 as formulae v23086_m and v23087_m indicate that, respectively, only rows r0151 and r0152 should be reported on, respectively, columns c0090 and c0100.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7355

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