EBU Single Rulebook Q&A 30 November 2016 2016_3026 C 09.04, row 010, column 010 – Exposure value under the standardised approach for relevant credit exposures

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European Union · · · 03-02-2017

Is the data model for the C 09.04 correctly specified in the 2.5.0.1 taxonomy? Regulation 2016/1702 requires that this row only be populated with the exposure values for “relevant credit exposures defined in accordance with Article 140(4)(a) of the CRD” i.e. these exposure values should not include those exposure classes referred to in points (a) to (f) of Article 112 of the CRR.However, the C 09.

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