Template 2: Banking book - Climate change transition risk: Loans collateralised by immovable property - Energy efficiency of the collateral

EBA Q&A 2024_6987 · Rejected question

Question

The formula linked to the following rule IDs: v16049_m; v16078_m; v16080_m; v16082_m; v16084_m; v16086_m; v16088_m; v16090_m and v16092_m appears to be incorrect.

Background on the question

When analyzing the validation rules of the EBA Validation Rules 3.3 document, we have identified a formula that appears to be incorrect. The formula is linked to the following rule IDs: v16049_m; v16078_m; v16080_m; v16082_m; v16084_m; v16086_m; v16088_m; v16090_m and v16092_m. It states that {D 02.00.a, c0010} = ({D 02.00.a, c0020} + {D 02.00.a, c0030} + {D 02.00.a, c0040} + {D 02.00.a, c0050} + {D 02.00.a, c0060} + {D 02.00.a, c0070} + {D 02.00.a, c0150}) * (1 - {D 02.00.b, c0160}). The gross carrying amount in column 0010 should be the sum of the gross carrying amount from columns 0020 to 0070, where energy performance was estimated, along with the portion of the gross carrying amount without an EPC for which energy performance was not estimated (i.e, column 0150 * (1 - column 0160)).

Answer

This question has been rejected because the matter it refers to has already been identified and was considered in the validation rules list - Reporting Framework 3.4. These validation rules are now deactivated.

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