Question
It is not clear from the instructions what exposure amount is expected to be reported for items deducted from capital in the columns dedicated to RWEAs in C43.
Background on the question
According to EBA Q&A 2021_6106 “In order to maintain consistency with regard to the deductions within {C 43.00, r0290, *} between columns {c0010} and {c0020} presenting information on the leverage ratio exposure value as well as {c0030} and {c0040} presenting information on risk weighted exposure amounts, assets that are deducted from own funds but cannot be categorised otherwise should be included in all columns of row {r0290}.” As items deducted from Own Funds do not get a RW assigned to them, it is not clear what risk weighted exposure amount is expected to be filled in in columns 0030 (SA exposure) and/or 0040 (IRB exposure). Could you please clarify what RW is expected to be applied to determine the appropriate RWEAs (e.g., 100%, 1250%) and whether SA or IRB column should be used?
Answer
This question has been rejected because the matter it refers to is in the process of being answered in Q&A 2022_6477.