- Question ID
-
2017_3165
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Article
-
99
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
- Article/Paragraph
-
Annexes I and II, C 12.00
- Type of submitter
-
Other
- Subject matter
-
C 12.00 - v0519_m
- Question
-
According to the validation rule v0519_m, the following assertion should be evaluated for row r070 and all columns between c010 and c370. For each column, r070 = r080 + r090. We think this equality's rule cannot be applied to c0300 and c0320 columns which are used to report Average Risk weight in %. In fact, that calculating the weighted average of a whole is not equal to summing the weighted average of all its subpart.
- Background on the question
-
Validation rule v0519_m
- Submission date
- Final publishing date
-
- Final answer
-
v0519_m is not correct with regard to columns 300 and 320 of template C 12.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) where average risk weights are shown. The validation rule will be deactivated and amended correspondingly.
- Status
-
Final Q&A
- Answer prepared by
-
Answer prepared by the EBA.