EBA · 2025_7488 Rejected question

EBA Mapping Tool Clarification - EU CR5

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
434, para. 1
Topic
Transparency and Pillar 3
Submitted by
Credit institution
Submitted
2025-06-16

Question

For last Column aa – the mapping prescribed by EBA is ‘col z - {C 07.00, sum of rows [from 140 to 280], c 230, s0002}’ which means:  •    Col z (i.e. sum of all the exposure value under different RW)  •    C7: o    sum of rows [from 140 to 280] = sum of all RW%  o    C230 in C7 = which ‘RISK WEIGHTED EXPOSURE AMOUNT OF WHICH:  WITH A CREDIT ASSESSMENT BY A NOMINATED ECAI’  Our question is why we use exposure value minus RWA with a ECAI assessment?

Background

It appears that we are calculating this position using two metrics i.e. exposure value and RWA, however, we believe that we should be comparing/using like for like metrics i.e. exposure value in both cases.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7488

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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