C 08.01, v10540_h

EBA Q&A 2022_6553 · Rejected question

Question

The validation rule claims that the sum of rows 0040, 0050 and 0060 of column 300 of template C 08.01 should equal the value reported in C 34.07, row 180, column 030. Is this validation rule applicable?

Background on the question

For C08.01 the count of obligors is reported by "Exposures / Transactions subject to counterparty credit risk", while for C34.07 it is reported by PD scale. Since for C08.01 reported structure the same obligor can be assigned to different Exposures / Transactions, the total of obligors can be misaligend from the total by PD scale.

Answer

This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming release of the validation rules.

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