incoherent formulae

EBA Q&A 2026_7821 · Rejected question

Question

The formula of control v90322_m seems not relevant.

Background on the question

The control formula is set out in Article 314 of Regulation (EU) 2024/1623 regarding the requirements for credit risk, credit valuation adjustment risk, operational risk and market risk as well as the capital floor. The original formula: min({tC_16.02, r0010, c0070}, (0.0225 * {tC_16.02, r0110, c0070}, {tC_16.02, r0200, c0070}) does not comply with the article.

Answer

This question has been rejected because the matter it refers to has already been identified and the rule was already deactivated in the quarterly review of the validation rules.

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