C 12.00 - v0519_m

EBA Q&A 2017_3165 · Final Q&A

Question

According to the validation rule v0519_m, the following assertion should be evaluated for row r070 and all columns between c010 and c370. For each column, r070 = r080 + r090. We think this equality's rule cannot be applied to c0300 and c0320 columns which are used to report Average Risk weight in %. In fact, that calculating the weighted average of a whole is not equal to summing the weighted average of all its subpart.

Background on the question

Validation rule v0519_m

Answer

v0519_m is not correct with regard to columns 300 and 320 of template C 12.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) where average risk weights are shown. The validation rule will be deactivated and amended correspondingly.

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