Single Rulebook Q&A

Question ID: 2018_3970
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: Not applicable
Article/Paragraph : NA
Type of submitter: Credit institution
Subject matter : Suspect wrong validation rule Finrep (DPM 2.7), F18: v5517_m, v5461_m, v5503_m and v5531.

Is the following validation rule for Finrep (DPM 2.7)F 18, v5517_m, valid?

Background on the question:

We got following validation error when uploading at our national bank: ERROR : v5517_m: [F 18.00.b] (F 18.00.b, r231, c130) = (F 04.07, r190, c021) + (F 04.08, r190, c030) + sum((F 04.10, r190, (c090))) (1 error(s)). We believe that this validation rule is not correct. Reason: [F 18.00.b] (F 18.00.b, r231, c130): contains only debt instruments. sum((F 04.10, r190, (c090))) , contains both debt instruments and Equity instruments Due to the fact that on 4.10 it includes equity instruments, this cannot match with row 231 on template F18.

Same issue with v5461_m, v5503_m and v5531.

Date of submission: 08/06/2018
Published as Final Q&A: 15/03/2019
EBA answer:

Validation rule v5517_m shall not include equity instruments.

Therefore, the scope of application of this validation rule will be amended to exclude equity instruments from the right hand side of the equation. v5517_m, v5461_m, v5503_m and v5531_m have the same issue, hence v5461_m, v5503_m and v5531 will be amended in the same way.

Status: Final Q&A
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