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.
- On, and off, balance sheet business subject to market risk must equal the sum of its three parts (v10099_m)Warning
- In % of total assets times total assets must equal total (v10100_m)Warning
- In % of total assets times total assets must equal on, and off, balance sheet business subject to market risk (v10101_m)Warning
- None of the 24 values it checks in trading book and market risk thresholds (TBT) can be negative (v10240_s)Warning
- Sensitivity-based method, high correlation scenario: total must equal curvature risk plus vega risk plus delta risk (v903198_h)Warning
- Sensitivity-based method, medium correlation scenario: total must equal curvature risk plus vega risk plus delta risk (v903199_h)Warning
- Total must equal curvature risk plus vega risk plus delta risk (v903200_h)Warning
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.