EBA validation v23089_m does not allow values

EBA Q&A 2026_7873 · Rejected question

Question

EBA validation v23089_m states: with {tC_10.00, (r0010, r0020, r0040, r0050, r0060, r0070, r0080, r0090, r0100, r0101, r0110, r0120, r0130, r0131, r0132, r0150, r0151, r0152, r0153, r0154, r0155, r0156, r0157, r0158, r0159, r0160, r0161, r0162, r0163, r0170, r0230, r0240, r0250, r0260), default: null, interval: false}: isnull({c0120}) The validation only allows values in rows r0180, r0190, r0200, r0210, r0220, r0230 and r0270, while CRR IRB-IMM exposures, calculated based on SA, can be split over many exposure classes (r0040 to r0240). However this validation rule does not allow amounts to be reported in r0040-r0240 in c0120. We believe this is a mistake.

Background on the question

We have IRB exposures that are subject to CRR under the IMM. In C10.00 we have to break these exposures down per exposure class (e.g. corporate, pse, retail etc). However validation v02389_m does not allow exposures to be reported in most of the rows of c0120 in template C10.00.

Answer

This question has been rejected because the matter it refers to is the same ofQ&A 7874.

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