Question
The ITS for row 0050 states: "CR SA and SEC SA templates at the level of total exposures", information that hasn't changed between DPM 3.2 and DPM 4.0. The validation rule v0205_m with {tC_02.00.a, default: 0, interval: true}: {r0040} = {r0050} + {r0240} + {r0460} + {r0470} is inactive starting with 3/10/2025 and so far the securitisation positions reported on row0470 column 0010 were considered in the calculation of the row0040. Considering the ITS, are the securitisation positions from row 0470 requested on row0050 in regards of each column 0010 TREA and 0020 S-TREA?
Background on the question
There is no alignment between the legal references of row 0050 (Article 112 of CRR) , the instructions for the row 0050 (that are mentioning SEC SA at the level of total exposures) and what was applicable so far as the validation rule v0205_m.
Answer
This question has been rejected because the matter it refers to has already been identified and will be considered for a forthcoming releases of the validation rules.For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.