v1672_m_0

EBA Q&A 2025_7501 · Rejected question

Question

Please review the correctness of this validation rule

Background on the question

v1672_m_0 assumes that institutions report in C08.01 only Corporates - Purchased receivables with own estimates of LGD or conversion factors (qx2075) Howerever, C08.01 also allows institutions to report Corporates - Purchased receivables without own estimates of LGD or conversion factors (qx2076), as they can apply the Foundation IRB approach.

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.

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