EBU Single Rulebook Q&A 18 July 2014 2014_1374 Error in validation v0623_m (C.21.00 – MKR SA EQU)
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European Union · · · 27-03-2015
Please confirm whether v0623_m is erroneous (refer to background on question for further detail) and if so, what the correct validation should be. The validation does not take into account the application of CRR Article 344 which allows 0% risk weight to be applied to Qualifying Equity indices if the treatment was applied prior to 1 January 2014 (per EBA ITS ON Article 344(1)).
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