- Question ID
-
2025_7385
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Article
-
v23061_m
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
- Article/Paragraph
-
v23061_m
- Type of submitter
-
Credit institution
- Subject matter
-
Application of formulae v23061_m on r0180
- Question
-
Could you please confirm that the formulae v23061_m needs to be modified and should apply to all rows except r0180?
- Background on the question
-
According to the formulae v23061_m : with {tC_10.00, r*, default: 0, interval: true}: {c0050} >= {c0070}
The formula indicates that the exposure value arising from counterparty credit risk reported in column c0050 should be superior or equal to STREA arising from counterparty credit risk reported in column c0070 on all C10.00 rows including r0180 exposures on default which seems inconsistent given that weighting rates of 150% can be applied to defaulted exposures as indicated in Art. 127.1 pt.a). - 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 versions of the Reporting framework / releases of the respective validation rules.
- Status
-
Rejected question
