Question
Please, review the EBA_v7336 correlation.
Background on the question
It seems that the EBA_v7336 correlation is not correctly implemented since the application of the Reporting EBA 3.2. As defined in the EBA Validation Rules, this correlation checks that: {c0340} + {c0350} + {c0360} = {c0370} + {c0380} + {c0390} + {c0400}. According to the COREP C14.01, it is compared that the positions declared as “derivatives and off balance sheet items” is the same than the pro-memory of these positions. In the Reporting EBA 3.2, the column 362 was added within “Derivatives and off-balance sheet items” and, consequently, this column should also been added in the EBA_v7336 validation.
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.