EBA · 2026_7749 Rejected question

Template Z 03.01 Own funds requirements– validation rule v7511_m

Regulation
Directive 2014/59/EU (BRRD)
Article
1
Topic
BRRD Reporting
Submitted by
Credit institution
Submitted
2026-03-10

Question

In template Z03.01 column 0010 row 0400 Combined buffer requirement according to instructions should be equal to COREP (OF): {C 04.00;740;010}). However, the hotfix validation rule v 7511_m of the EBA creates a discrepancy. The validation rule v7511_m is: with {tZ_03.01, c*, default: 0, interval: true}: {r0400} = {r0410} + {r0420} + {r0430} + max( {r0440}, {r0450} ) (i.e the Combined Buffer Requirement in Z 03.01-r0400 must be equal to the sum of r0410  + r0420 + r0430 + the highest of (r0440; r0450)) The validation rule is has an error status, but its referencing appears incorrect. Can the Q&A please be amended?

Background

In template Z03.01 column 0010 row 0400 Combined buffer requirement according to instructions should be equal to COREP (OF): {C 04.00;740;010}). However, the hotfix validation rule v 7511_m of the EBA creates a discrepancy. The validation rule v7511_m is: with {tZ_03.01, c*, default: 0, interval: true}: {r0400} = {r0410} + {r0420} + {r0430} + max( {r0440}, {r0450} ) (i.e the Combined Buffer Requirement in Z 03.01-r0400 must be equal to the sum of r0410  + r0420 + r0430 + the highest of (r0440; r0450)) However, the corresponding validation rule for Corep reporting v6290_m is: with {tC_04.00, c0010, default: 0, interval: true}: {r0740} = {r0750} + {r0760} + {r0770} + {r0780} + max( {r0800}, {r0810} ) (i.e {r0740} = {r0750} + {r0760} + {r0770} + {r0780} + max({r0800}, {r0810}) The issue arises because  v7511_m does not correctly reference rows 0440 (systemic risk buffer) and rows 0450 and 0460 (respectively G-SII and O-SII buffer). Based on CRD art. 128(6) the systemic risk buffer should always be included. Consistent with the validation rule in COREP, the highest of the O-SII and G-SII buffer should be included. It appears the referencing in v7511_m has inadvertently been set-up incorrectly.  The validation rule has an error status but following the validation rule would in this case result in an incorrect combined buffer requirement being reported in Z03.01. We would greatly appreciate an answer to be able to report properly template Z03.01 according to instructions.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2026_7749

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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