Reporting Templates, Validations

Question

Validation rules BV1196 and BV1198 have been deactivated in taxonomy 2.6.0 hotfix. With taxonomy 2.7.0 the rule is enabled again as non-blocking validation.

With reference to Q&A 2369 could you please specify how C0340 CQS is expected to be filled? From our understanding in CQS a possible issuer rating that is used for Pilliar I calcuation is reported if the asset has no issuing rating.

In this case the non-blocking validation is shown.

European Insurance and Occupational Pensions Authority · Accepted Answer

For BV1196 two if conditions were added from 2.6.0 Hotfix to 2.7.0 Hotfix:

{S.06.02, c0340}  empty à the credit quality step cell is filled with a value

{S.01.02, r0250,c0010}  empty à Exemption of reporting with ECAI information has to be different than empty.

While for BV1196

the following additional if condition was added from 2.6.0 Hotfix to 2.7.0 Hotfix

and {S.06.02, c0340}  [s2c_BR:x30] and  [s2c_BR:x31] and [s2c_BR:x32] and  emptyàthe credit quality step cell is filled with a value that is not:

‘Credit quality step 2 due to article 176a of Delegated Regulation 2015/35 for unrated bonds and loans’
	‘Credit quality step 3 due to article 176a of Delegated Regulation 2015/35 for unrated bonds and loans’
	‘Credit quality step 3 due to simplified calculation under article 105a of Delegated Regulation 2015/35’

and the condition that ‘Exemption of reporting with ECAI information’ different than empty was substituted with the condition x78 ‘Not exempted’.

Reporting Templates, Validations

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