EBA · 2026_7791 Rejected question

Incoherent formulae on the control v10667_m

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v10667_m
Topic
Credit risk
Submitted by
Credit institution
Submitted
2026-03-25
Browse ECB SSM Register → More Q&As on this regulation →

Question

Could you please confirm that items that should be compared are the result of multiplying row by row each c0250 of CR IRB 2 (C08.02) by c0110 of CR IRB 2, and the result of multiplying r0070/c0250 of CR IRB 1 by the sum of c0110 of CR IRB 2?

Background

It seems incoherent to compare an average value (r0070/c0250) to a sum of values (sum({tC_08.02, c0250} group by qEEA)). This validation rule has been desactived in previous versions as is the case for the v10664_m and v10666_m controls, the latter two have been modified according to the correct formula but not this one.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2026_7791

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

1599

Answered 2019-10-16

1396

Answered 2019-10-08

Disclosure Templates

Answered 2021-07-30

614

Answered 2019-09-18

1067

Answered 2019-10-16

More Q&As on this topic

Application of the currency mismatch treatment to self-employed individuals (natural persons carrying out an economic activity) under Article 123a CRR.

Answered 2026-07-31

Requirements for the purpose of treating exposures secured by mortgages on immovable property as duly secured from an RWA computation perspective under CRR Article 124(2) of the CRR.

Answered 2026-05-08

Use of credit assessments by ECAIs not in scope of Regulation (EC) No 1060/2009.

Answered 2026-03-13

US Hard test: adequacy of considering US charge-off rates corresponding to loss rates for exposures secured by residential property or commercial immovable property situated within the territory of the US

Answered 2026-02-27

Application of the SME definition in specific cases

Answered 2025-11-28

📋 Track EU financial regulation continuously

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

Start free trial → Learn more

14-day free trial. No credit card required.