EBA · 2025_7555 Rejected question

Validation rules v23509_h and v23510_h appear incorrect

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Operational risk
Submitted by
Credit institution
Submitted
2025-08-08

Question

Are validation rules v23509_h and v23510_h correct?

Background

Validation rules v23509_h and v23510_h appear incorrect. The rules in question require that rows 0950 and 0960 of template C17.01 (OPR DETAILS 1) are equal to the sum of the respective rows per business line above: v23509_h: with{tC_17.01.a, c*, default: 0, interval: true}: {r0950} = {r0050} + {r0150} + {r0250} + {r0350} + {r0450} + {r0550} + {r0650} + {r0750} + {r0850} v23510_h: with{tC_17.01.a, c*, default: 0, interval: true}: {r0960} = {r0060} + {r0160} + {r0260} + {r0360} + {r0460} + {r0560} + {r0660} + {r0760} + {r0860} These rules appear to be in conflict with the ITS instructions for rows 0950/0960: r0950: (...), the maximum single loss shall be the maximum loss over the internal threshold for each loss event type and amongst all business lines. R0960: (...), the sum of the five largest gross losses for each loss event type and amongst all business lines shall be reported. That sum may be higher than the highest sum of the five largest losses recorded in each business line r0960: (...), for column 0080, the sum of the five largest losses shall be the sum of the five largest losses in the whole matrix, which means that it is not necessarily equal to either the maximum value of “sum of the five largest losses” in row 0960 or the maximum value of “sum of the five largest losses” in column 0080.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7555

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.

Similar Q&As

More Q&As on this topic

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

14-day free trial. No credit card required.