Question
Could you please confirm whether validation rule e4900_n is incorrect and should be amended by removing r0190 from the rule and validation rule v0313_m is incorrect and should be amended by adding r0210 to the rule?
Background on the question
According to CRR Article 125(2), exposures secured by residential immovable property where the ETV ratio is between 50% and 60% should be assigned a 35% risk weight. As such, the current validation rule e4900_n appears to conflict with this provision and require adjustment. According to CRR Article 122(2), exposures secured by commercial immovable property where the ETV less then or equal to 60% should be assigned a 70% risk weight. Therefore, the current validation rule v0313_m appears to conflict with this provision and require adjustment.
Answer
This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming version of the Reporting framework / release of the respective validation rules.