The rules, by template
Each rule in plain words, its code in brackets. Open one for what to do if your filing fails it. A rule that reads more than one template is listed under the first. Rules are warnings unless marked blocking.
Nature of Report (COREP) (C 00.01)2 rules
- Reporting Level must be reported (e4428_e)
- Accounting framework must be reported (e4431_e)
Maturity ladder. Total. Overnight and higher maturity (C 66.01.a)36 rules
- None of the 1,848 values it checks in maturity ladder can be negative (v5903_s)
- Total outflows must equal the sum of its seven parts (v8733_m)
- Liabilities resulting from securities issued (if not treated as retail deposits) must equal the sum of its four parts (v8734_m)
- Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) must equal the sum of its eight parts (v8736_m)
- Total inflows must equal the sum of its six parts (v8737_m)
- Monies due from secured lending and capital market driven transactions collateralised by must equal the sum of its five parts (v8738_m)
- Monies due not reported in 2.1 resulting from loans and advances granted to must equal the sum of its six parts (v8739_m)
- Net change of Counterbalancing Capacity must equal the sum of its seven parts (v8741_m)
- Counterbalancing capacity: level 1 tradable assets must equal the sum of its two parts (v8743_m)
- Counterbalancing capacity: level 2A tradable assets must equal the sum of its three parts (v8744_m)
- Counterbalancing capacity: level 2B tradable assets must equal the sum of its five parts (v8745_m)
- Other tradable assets (row 0920) must equal the sum of its six parts (v8746_m)
- Undrawn committed facilities received must equal the sum of its four parts (v8747_m)
- Net contractual gap must equal total inflows minus total outflows (v8748_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 1 tradable assets must equal the sum of its two parts (v8753_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0410, v8754_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 2A tradable assets must equal the sum of its three parts (v8755_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 2B tradable assets must equal the sum of its five parts (v8756_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0760, v8757_m)
- Cumulated net contractual gap must equal net contractual gap (v10658_m)
- Cumulated Counterbalancing Capacity, overnight must equal the sum of its two parts (v10660_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) must equal the sum of its five parts (v11477_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is central Bank) must equal the sum of its five parts (v11479_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 1 tradable assets must equal the sum of its two parts (v11481_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0085, v11483_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2A tradable assets must equal the sum of its three parts (v11485_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2B tradable assets must equal the sum of its five parts (v11487_m)
- Liabilities resulting from securities issued (if not treated as retail deposits) cannot be less than intragroup or IPS (v11489_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) cannot be less than intragroup or IPS (v11493_m)
- Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) cannot be less than intragroup or IPS (v11495_m)
- Monies due from secured lending and capital market driven transactions collateralised by cannot be less than intragroup or IPS (v11497_m)
- Credit institutions cannot be less than intragroup or IPS (v11499_m)
- Other inflows cannot be less than intragroup or IPS (v11501_m)
- Open maturity items cannot be negative (v11609_s)
- Outflows from committed facilities cannot be less than intragroup or IPS (v11878_m)
- Committed credit facilities must equal the sum of its two parts (v903223_h)
Maturity ladder. Total. Initial stock (C 66.01.b)7 rules
- Initial stock cannot be negative (v5905_s)
- Cumulated Counterbalancing Capacity must equal the sum of its nine parts (v8742_m)
- Level 2A tradable assets must equal the sum of its three parts (v8790_m)
- Level 2B tradable assets must equal the sum of its five parts (v8791_m)
- Other tradable assets (under counterbalancing capacity) must equal the sum of its six parts (v8792_m)
- Undrawn committed facilities received must equal the sum of its four parts (v8793_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (v8798_m)
Maturity ladder. Total. Behavioural flows (C 66.01.c)1 rule
Maturity ladder. Significant currencies. Overnight and higher maturity (C 66.01.w)36 rules
- None of the 1,848 values it checks in maturity ladder can be negative (v5909_s)
- Total outflows must equal the sum of its seven parts (v8758_m)
- Liabilities resulting from securities issued (if not treated as retail deposits) must equal the sum of its four parts (v8759_m)
- Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) must equal the sum of its eight parts (v8761_m)
- Total inflows must equal the sum of its six parts (v8762_m)
- Monies due from secured lending and capital market driven transactions collateralised by must equal the sum of its five parts (v8763_m)
- Monies due not reported in 2.1 resulting from loans and advances granted to must equal the sum of its six parts (v8764_m)
- Net change of Counterbalancing Capacity must equal the sum of its seven parts (v8766_m)
- Counterbalancing capacity: level 2A tradable assets must equal the sum of its three parts (v8769_m)
- Counterbalancing capacity: level 2B tradable assets must equal the sum of its five parts (v8770_m)
- Other tradable assets (row 0920) must equal the sum of its six parts (v8771_m)
- Undrawn committed facilities received must equal the sum of its four parts (v8772_m)
- Net contractual gap must equal total inflows minus total outflows (v8773_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 1 tradable assets must equal the sum of its two parts (v8778_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0410, v8779_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 2A tradable assets must equal the sum of its three parts (v8780_m)
- Monies due from secured lending and capital market driven transactions collateralised by: level 2B tradable assets must equal the sum of its five parts (v8781_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0760, v8782_m)
- Counterbalancing capacity: level 1 tradable assets must equal the sum of its two parts (v8789_m)
- Cumulated net contractual gap must equal net contractual gap (v10659_m)
- Cumulated Counterbalancing Capacity, overnight must equal the sum of its two parts (v10661_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) must equal the sum of its five parts (v11478_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is central Bank) must equal the sum of its five parts (v11480_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 1 tradable assets must equal the sum of its two parts (v11482_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (row 0085, v11484_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2A tradable assets must equal the sum of its three parts (v11486_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2B tradable assets must equal the sum of its five parts (v11488_m)
- Liabilities resulting from securities issued (if not treated as retail deposits) cannot be less than intragroup or IPS (v11490_m)
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) cannot be less than intragroup or IPS (v11494_m)
- Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) cannot be less than intragroup or IPS (v11496_m)
- Monies due from secured lending and capital market driven transactions collateralised by cannot be less than intragroup or IPS (v11498_m)
- Credit institutions cannot be less than intragroup or IPS (v11500_m)
- Other inflows cannot be less than intragroup or IPS (v11502_m)
- Open maturity items cannot be negative (v11579_s)
- Outflows from committed facilities cannot be less than intragroup or IPS (v11879_m)
- Committed credit facilities must equal the sum of its two parts (v903224_h)
Maturity ladder. Significant currencies. Initial stock (C 66.01.x)7 rules
- Initial stock cannot be negative (v5911_s)
- Cumulated Counterbalancing Capacity must equal the sum of its nine parts (v8767_m)
- Level 2A tradable assets must equal the sum of its three parts (v8794_m)
- Level 2B tradable assets must equal the sum of its five parts (v8795_m)
- Other tradable assets (under counterbalancing capacity) must equal the sum of its six parts (v8796_m)
- Undrawn committed facilities received must equal the sum of its four parts (v8797_m)
- Level 1 excluding covered bonds must equal the sum of its four parts (v8799_m)
Maturity ladder. Significant currencies. Behavioural flows (C 66.01.y)1 rule
Concentration of funding by counterparty. Total (C 67.00.a)2 rules
Concentration of funding by counterparty. Significant currencies (C 67.00.w)2 rules
Concentration of funding by product type. Total (C 68.00.a)5 rules
- None of the 30 values it checks in concentration of funding by product type, total can be negative (v4342_s)
- Amount covered by a deposit guarantee scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third co cannot be negative (v4343_s)
- None of the 28 values it checks in concentration of funding by product type, total can be negative (v4344_s)
- Retail funding cannot be less than the sum of five rows (v8655_m)
- Carrying amount received must equal the sum of its two parts (v10616_m)
Concentration of funding by product type. Significant currencies (C 68.00.w)5 rules
- None of the 30 values it checks in concentration of funding can be negative (v4345_s)
- Amount covered by a deposit guarantee scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third co cannot be negative (v4346_s)
- None of the 28 values it checks in concentration of funding can be negative (v4347_s)
- Retail funding cannot be less than the sum of five rows (v8656_m)
- Carrying amount received must equal the sum of its two parts (v10686_m)
Prices for various lengths of funding. Total (C 69.00.a)12 rules
- None of the 72 values it checks in prices for various lengths of funding, total can be negative (v4348_s)
- Secured funding (non-central Bank), overnight: if volume is more than zero, spread must be reported (v10617_m)
- Total funding, 1 week: if volume is more than zero, spread must be reported (v10618_m)
- Secured funding (non-central Bank), 1 month: if volume is more than zero, spread must be reported (v10619_m)
- Secured funding (non-central Bank), 3 months: if volume is more than zero, spread must be reported (v10620_m)
- Total funding, 6 months: if volume is more than zero, spread must be reported (v10621_m)
- Total funding, 1 year: if volume is more than zero, spread must be reported (v10622_m)
- Unsecured wholesale funding: if volume is more than zero, spread must be reported (v10623_m)
- Secured funding (non-central Bank), 5 years: if volume is more than zero, spread must be reported (v10624_m)
- Secured funding (non-central Bank), 10 years: if volume is more than zero, spread must be reported (v10625_m)
- Total funding must equal the sum of its four parts (v11473_m)
- Unsecured wholesale funding cannot be less than senior unsecured securities (v11475_m)
Prices for various lengths of funding. Significant currencies (C 69.00.w)12 rules
- None of the 72 values it checks in prices for various lengths of funding can be negative (v4349_s)
- Total funding, overnight: if volume is more than zero, spread must be reported (v10687_m)
- Total funding, 1 week: if volume is more than zero, spread must be reported (v10688_m)
- Unsecured wholesale funding: if volume is more than zero, spread must be reported (v10689_m)
- Total funding, 3 months: if volume is more than zero, spread must be reported (v10690_m)
- Total funding, 6 months: if volume is more than zero, spread must be reported (v10691_m)
- Total funding, 1 year: if volume is more than zero, spread must be reported (v10692_m)
- Total funding, 2 years: if volume is more than zero, spread must be reported (v10693_m)
- Total funding, 5 years: if volume is more than zero, spread must be reported (v10694_m)
- Total funding, 10 years: if volume is more than zero, spread must be reported (v10695_m)
- Total funding must equal the sum of its four parts (v11474_m)
- Unsecured wholesale funding cannot be less than senior unsecured securities (v11476_m)
Roll-over of funding. Total (C 70.00.a)1 rule
Roll-over of funding. Significant currencies (C 70.00.w)1 rule
Concentration of counterbalancing capacity by counterparty. Total (C 71.00.a)2 rules
Concentration of counterbalancing capacity by counterparty. Significant currencies (C 71.00.w)2 rules
Checks like this one, run at the point of submission, are the first step to real-time supervision. See every return on EBA validation rules in plain words.