Question ID
2026_7871
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
501
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2024/3117 - ITS on supervisory reporting of institutions
Article/Paragraph
Annex I template C07.00
Type of submitter
Credit institution
Subject matter
Validation v903251_h in relation to EBA Q&A 2020_5551
Question

EBA Q&A 2020_5551 confirmed that the SME support factor and Infrastructure support factor can be applied simultaneously. After applying this, we run into validation v903251_h which enforces the following:

with{tC_07.00.a, c0010-0220, default: 0, interval: true}: abs({r0010}) >= abs({r0030}) + abs({r0035})

This validation enforces that the exposure reported on row r0010 of C07.00 is larger or equal to the sum of r0030 (exposures subject to SME-supporting factor) and r0035 (exposures to infrastructure projects supporting factor). This is not logical when the SME support factor and Infrastructure support factor can be applied simultaneously.

Can you please review v903251?

Background on the question

EBA Q&A 2020_5551 confirmed that the SME support factor and Infrastructure support factor can be applied simultaneously. After applying this, we run into validation v903251_h which enforces the following:

with{tC_07.00.a, c0010-0220, default: 0, interval: true}: abs({r0010}) >= abs({r0030}) + abs({r0035})

This validation enforces that the exposure reported on row r0010 of C07.00 is larger or equal to the sum of r0030 (exposures subject to SME-supporting factor) and r0035 (exposures to infrastructure projects supporting factor). This is not logical when the SME support factor and Infrastructure support factor can be applied simultaneously.

Can you please review v903251?

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