Question
The notional amount to be reported in column 0100 represents the outstanding principal amount of the instruments (according to Implementing Regulation (EU) 2021/451, Article 20a and Annex XXIX specifying the reporting instructions); The notional repricing cash flows reported in columns 0700 to 0250 for fixed rate instruments include cash flows arising from both principal and interest (as defined in Article 1, point 1 of Delegated Regulation (EU) 2024/857).
Background on the question
When submitting the report we receive a warning for J 07.00b (Behavioral modeling) - control K1_V22322_M In this regard, we would appreciate a clarification on the validation rules.
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 respective validation rule.