Question ID: 2566
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Topic: Reporting Templates, Validations
Article: 35 of SII Directive
Status: Final
Date of submission: 30 Jan 2023
Question
Validation rules BV1196 and BV1198 have been deactivated in taxonomy 2.6.0 hotfix. With taxonomy 2.7.0 the rule is enabled again as non-blocking validation.
With reference to Q&A 2369 could you please specify how C0340 CQS is expected to be filled? From our understanding in CQS a possible issuer rating that is used for Pilliar I calcuation is reported if the asset has no issuing rating.
In this case the non-blocking validation is shown.
Background of the question
Re-activation of BV1196 and BV1198 in taxonomy
EIOPA answer
For BV1196 two if conditions were added from 2.6.0 Hotfix to 2.7.0 Hotfix:
{S.06.02, c0340} <> empty à the credit quality step cell is filled with a value
{S.01.02, r0250,c0010} <> empty à Exemption of reporting with ECAI information has to be different than empty.
While for BV1196
the following additional if condition was added from 2.6.0 Hotfix to 2.7.0 Hotfix
and {S.06.02, c0340} <> [s2c_BR:x30] and <> [s2c_BR:x31] and [s2c_BR:x32] and <> emptyàthe credit quality step cell is filled with a value that is not:
- ‘Credit quality step 2 due to article 176a of Delegated Regulation 2015/35 for unrated bonds and loans’
- ‘Credit quality step 3 due to article 176a of Delegated Regulation 2015/35 for unrated bonds and loans’
- ‘Credit quality step 3 due to simplified calculation under article 105a of Delegated Regulation 2015/35’
and the condition that ‘Exemption of reporting with ECAI information’ different than empty was substituted with the condition x78 ‘Not exempted’.