Question ID
2026_7908
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - COREP (incl. IP Losses)
Article
N/A
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Not applicable
Article/Paragraph
N/A
Type of submitter
Credit institution
Subject matter
Changes between DPM 4.0 and DPM 4.2: An error has occurred while performing schema validation for the node '{http://www.eba.europa.eu/xbrl/crr/dict/met/4.2}ei86': "Other Countries" does not parse as a QName value. C_14.00 TC_14.00-L005-C0190 = Other Countries
Question

Given that the "other countries" code was removed from  the DPM 4.2, how should these exposures be reported in COREP? 

Background on the question

As per the implementation of the new EBA framework 4.2, there were also identified some changes regarding the "Country" codes between DPM 4.0 to DPM 4.2.

Taking into consideration the specific case of column 190 - "COUNTRY", of the C14.00 COREP template, concerning securitisation, it was observed that the new DPM release 4.2 it not aligned with the ITS.

In the DPM 4.0,  the code "Other Countries" allowed the reporting to be consistent with the ITS, which states that "Where no country exceeds a 20% threshold based on the amount of assets/liabilities, then 'other countries' shall be reported" .
 

Submission date
Final publishing date
Final answer

The omission of the 'Other countries' item from the DPM 4.2 corresponding sub-category is a known issue. To restore consistency between the DPM and the ITS, the relevant subcategory will be amended in the next available release, DPM v4.4 Phase 2, to include 'Other countries'. Once this correction is implemented, institutions should follow the amended code list and the related ITS instructions.

Pending correction of the applicable sub-category, institutions should not report column 0190 (Country) where no individual country represents more than 20% of the underlying exposures. This temporary workaround avoids the need to report a country that does not meet the criterion specified in the ITS instructions.

Where an individual country exceeds the 20% threshold, the relevant country should continue to be reported in column 0190 in accordance with the reporting instructions. 

Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

Disclaimer

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