Application of formulae v23061_m on r0180

EBA Q&A 2025_7385 · Rejected question

Question

Could you please confirm that the formulae v23061_m needs to be modified and should apply to all rows except r0180?

Background on the question

According to the formulae v23061_m : with {tC_10.00, r*, default: 0, interval: true}: {c0050} >= {c0070} The formula indicates that the exposure value arising from counterparty credit risk reported in column c0050 should be superior or equal to STREA arising from counterparty credit risk reported in column c0070 on all C10.00 rows including r0180 exposures on default which seems inconsistent given that weighting rates of 150% can be applied to defaulted exposures as indicated in Art. 127.1 pt.a).

Answer

This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming versions of the Reporting framework / releases of the respective validation rules.

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