EBA · 2025_7385 Rejected question

Application of formulae v23061_m on r0180

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v23061_m
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2025-03-21
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Question

Could you please confirm that the formulae v23061_m needs to be modified and should apply to all rows except r0180?

Background

According to the formulae v23061_m : with {tC_10.00, r*, default: 0, interval: true}: {c0050} >= {c0070} The formula indicates that the exposure value arising from counterparty credit risk reported in column c0050 should be superior or equal to STREA arising from counterparty credit risk reported in column c0070 on all C10.00 rows including r0180 exposures on default which seems inconsistent given that weighting rates of 150% can be applied to defaulted exposures as indicated in Art. 127.1 pt.a).
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7385

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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