EBU Single Rulebook Q&A 10 September 2013 2013_227 Validation Rules (SEC) - Rule v531_m does not take into account value adjustments on deductions from own funds

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European Union · · · 07-03-2014

Validation rule v531_m does not seem to take into account that as stated in CRR 266(1) deductions from own funds can be reduced by the specific credit risk adjustments made in respect of the exposure leading to the deduction. Column 180 of C 13.00 (CR SEC IRB) reports these deductions as specified in CRR 266(3).

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