EBA · 2025_7559 Rejected question

C02 Own Funds Requirements CA2 - Row 0050 - inconsistent requirements for securitisation positions

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
CRR3, para. 2.2 Annex II - Part II - Capital adequacy
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Other
Submitted
2025-08-13
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Question

The ITS for row 0050 states: "CR SA and SEC SA templates at the level of total exposures", information that hasn't changed between DPM 3.2 and DPM 4.0. The validation rule v0205_m with {tC_02.00.a, default: 0, interval: true}: {r0040} = {r0050} + {r0240} + {r0460} + {r0470} is inactive starting with 3/10/2025 and so far the securitisation positions reported on row0470 column 0010 were considered in the calculation of the row0040. Considering the ITS, are the securitisation positions from row 0470 requested on row0050 in regards of each column 0010 TREA and 0020 S-TREA?

Background

There is no alignment between the legal references of row 0050 (Article 112 of CRR) , the instructions for the row 0050 (that are mentioning SEC SA at the level of total exposures) and what was applicable so far as the validation rule v0205_m.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2025_7559

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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