Question ID
2024_7251
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Interest Rate Risk for Banking Book (IRRBB)
Article
/
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions (repealed)
Article/Paragraph
20a and Annex XXIX
Type of submitter
Credit institution
Subject matter
IRRBB - Notional amount to be reported in column 0100
Question
  • The notional amount to be reported in column 0100 represents the outstanding principal amount of the instruments (according to Implementing Regulation (EU) 2021/451, Article 20a and Annex XXIX specifying the reporting instructions);
  • The notional repricing cash flows reported in columns 0700 to 0250 for fixed rate instruments include cash flows arising from both principal and interest (as defined in Article 1, point 1 of Delegated Regulation (EU) 2024/857).
Background on the question

When submitting the report we receive a warning for J 07.00b (Behavioral modeling) - control K1_V22322_M

In this regard, we would appreciate a clarification on the validation rules. 

Submission date
Rejected publishing date
Rationale for rejection

This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming release of the respective validation rule.

Status
Rejected question