EBA · 2025_7383 Rejected question

Formula of v22914_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v22914_m
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2025-03-20

Question

Could you please confirm that the formula of control v22914_m need to be corrected ?

Background

According to formulae v22914_m, the calculation of own funds requirement is the sum of BIC and ASA (which can be applicated to retail and commercial activities according to article 314). BIC Value depends on the BI level, as indicated in article 313. The formula of the control is expressed in Mds € but not at all levels :   if {c0010, r0020}<=1000000000 then {c0040, r0010}= 0.12 * {c0010, r0020} + {c0040, r0080} + {c0040, r0090}; else if {c0010, r0020}>1000000000 and {c0010, r0020}<=30000000000 then {c0040, r0010}= 0.12 + 0.15 * ({c0010, r0020} - 1000000000) +  {c0040, r0080} + {c0040, r0090}; else if {c0010, r0020}>30000000000 then {c0040, r0010}= 4.47 + 0.18 * ({c0010, r0020} - 30000000000)+ {c0040, r0080} + {c0040, r0090}.   Instead of : if {c0010, r0020}<=1000000000 then {c0040, r0010}= 0.12 * {c0010, r0020} + {c0040, r0080} + {c0040, r0090}; else if {c0010, r0020}>1000000000 and {c0010, r0020}<=30000000000 then {c0040, r0010}= 0.12* 1 000 000 000 + 0.15 * ({c0010, r0020} - 1000000000) +  {c0040, r0080} + {c0040, r0090}; else if {c0010, r0020}>30000000000 then {c0040, r0010}= 4.47 *1 000 000 000 + 0.18 * ({c0010, r0020} - 30000000000)+ {c0040, r0080} + {c0040, r0090}.
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Original source: European Banking Authority, Q&A ID 2025_7383

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