- Question ID
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2026_7840
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Article
-
430
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
- Article/Paragraph
-
22
- Type of submitter
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Credit institution
- Subject matter
-
Are the validation rules v10667_m, v4769_m, v4772_m, v903250_h correct?
- Question
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The validation rules v10667_m, v4769_m, v4772_m, v903250_h included in DPM 4.2 appear incorrect.
v10667_m: The rule requires that the exposure-weighted maturity values (c0250) multiplied by Exposure value (c0110) in templates c08.01 and c08.02 are equal. However, as the Maturity is required to be rounded to full days and cannot be delivered with decimals, the rule cannot be met as the rounding will cause a difference between the templates.
v4769_m: The rule requires that the total of all exposure classes equals the sum of the exposure classes for template C08.01. However it is incorrectly applied to columns that contain exposure-weighted non-monetary values (c0230-0240: %s, c0250: days), which cannot be aggregated.
v903250_h: The rule requires that the absolute value of r0010 is greater that sum of absolute values on rows r0015 and r0016 in template C08.01. However it is incorrectly applied to columns that contain exposure-weighted non-monetary values (c0230-0240: %s, c0250: days), which cannot be aggregated.
v4772_m: The rule requires that the Expected Loss amount (c0280) is smaller than the Original Exposure Value (c0020). This rule appears incorrect as the c280 is reported after substitution effects CRM, where are c0020 is reported prior to substitution effects due to CRM.
- Background on the question
-
Referred validation rules in DPM 4.2 appear incorrectly formulated.
- 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 version of the Reporting framework / release of the respective validation rules.
- Status
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Rejected question