Question
Column 230: of which: with a credit assessment by a nominated ECAI, is this column only reported for exposures where the ECAI rating was used to determine the risk weight?
Background on the question
Example: If a Corporate obligor had an ECAI of S&P BBB+ but was classified as 'in-default' the risk weight would be determined under Article 127 based on the percentage of specific credit risk adjustment and not the ECAI rating. In the exposure class 18in-default' would column 230 be populated?
Answer
Column 230 of template C 07.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) includes only exposures where the ECAI ratings are relevant to determine the risk weights.