Question
Can we exclude from the RWA, the exposures related to the trading book?
Background on the question
As the RWA is calculated by a model with correlated products, it is not possible to isolate the concerning exposure
Answer
This question has been rejected because the question is not sufficiently clear, or has not sufficiently identified a provision of Regulation (EU) No 2021/451 (ITS on Supervisory Reporting) for which an explanation is merited regarding their practical implementation or application.