Question
To which exposure class (or sheet) should QCCP exposures which qualify for 2% risk weight under Article 306 of CRR be assigned for the purpose of COREP template C07.00a?
Background on the question
Validation rule e4895_n does not allow row 150 (2% risk weight) of sheets 007 and 008 (‘Corporates’ and ‘Institutions’) to be populated. Does this item have to be reported under ‘Other items’ (017).
Answer
Validation rule e4894_n was corrected on 15/11/2017 to allow the population of row 150 of sheet 007 of template C 07.00 of Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting) with exposures to QCCPs. Validation rule e4895_n will be amended accordingly.