- Question ID
-
2026_7857
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Credit risk
- Article
-
v4786_m
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
- Article/Paragraph
-
v4786_m
- Type of submitter
-
Credit institution
- Subject matter
-
Incoherent formulae of the validation rule v4786_m
- Question
-
Should the validation rule v4786_m be active?
- Background on the question
-
The validation rule v4786_m verifies that c0105 should be superior or equal to c0110.
Under the IRB approach, RWA are calculated based on PD, LGD, maturity and even on the {circumflex over (Y)} in the particular case of SMEs, which can exceed 100%. The RWA (c0110) may therefore be higher than the EAD (c0105).
- 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
-
Rejected question
