Question ID:
2014_1464
Legal Act:
Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 – CRR2
Topic:
Supervisory reporting
Article:
99
COM Delegated or Implementing Acts/RTS/ITS/GLs:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (as amended)
Article/Paragraph:
Annex II -Own_funds, C 08.02
Type of submitter:
Consultancy firm
Subject Matter:
Template C 08.02 - Col 080 has Missing 'CRM Effects/Collateral' dimension
Question:

In template C 08.02, col 080 is defined without the dimension 'CRM Effects/Collateral [CRM]'. This looks logically incorrect and would also result in failure of validation rule: v0347_m {c090} = {c020} + {c070} + {c080}

Background on the question:

Inconsistency between validation rules and DPM categorisation.

Date of submission:
04/09/2014
Published as Final Q&A:
13/12/2019
EBA Answer:

According to the definition of columns 070 and 080 of template C 08.02, both columns are referring to “Substitution of the exposure due to CRM”. The dimensional definition of columns 070 and 080 is not consistent as in the case of column 080 it does not have the dimension “(CRM:CP) CRM Effects/Collateral”. For consistency reason, the member “(CP:x10) CRM techniques substitution effect” of this dimension should be associated with column 080

Status:
Final Q&A