Validation Rule v2245_h

EBA Q&A 2014_1101 · Final Q&A

Question

Should column 090 from form CR GB 2 still be in the scope of validation rule v2245_h? As the rule validates a sum and column 090 contains percentages it cannot be correct.

Background on the question

Column 090 from form CR GB 2 contains the Exposure Weighted Average LGD(%) in percentages, thus the sum of rows 070, 100 and 110 cannot return a valid percentage for row 060.

Answer

Validation rule v2245_h is not applicable to column 080 and 090 of template C 09.02 of Annex I to Regulation (EU) No. 680/2014 (ITS on Supervisory Reporting), since it contains percentages. The validation rule has been amended accordingly.

2 queries · page built in 5 msInventory f82bbfa3