COREP_OF, C_07.00, problem with disallowed risk weight 70%

EBA Q&A 2025_7352 · Rejected question

Question

Why are cells r0210-c0010, r0210-c0030, and r0210-c0040 (Risk Weight 70%) in table C_07.00 disallowed despite CRR3 Article 126 allowing a 70% risk weight for certain exposures (ETV ≤ 60%)?

Background on the question

In table C_07.00, cells r0210-c0010, r0210-c0030 and r0210-c0040 (Risk Weight 70%) are greyed out (disallowed). However, CRR3 specifies in Article 126 that for some exposures (where ETV<=60%), the risk weight of 70% shall be used.

Answer

This question has been rejected because the matter it refers to has been answered inQ&A 7348.

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