EBA · 2026_7950 Rejected question

The control formula v10666_m lacks sufficient evidential value.

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v10666_m
Topic
Credit risk
Submitted by
Credit institution
Submitted
2026-07-30

Question

The control rule in place is incompatible with the EBA Filing Rules - section 2.18 on decimal precision requirements. Could these rules be amended?

Background

Per the EBA Filing Rules (section 2.18), the system does not enforce a fixed threshold for control validation. Instead, tolerance is determined by the decimal precision parameter linked to the data. When control elements are calculated using the precise LGD values, the control passes validation.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2026_7950

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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