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.
- Derivatives must equal the sum of its three parts (v8827_m)Warning
- Accounting value assuming no netting or other CRM cannot be less than accounting balance sheet value (v10095_m)Warning
- SFT cash conduit lending (cash receivables) cannot be more than security financing transactions (v10098_m)Warning
- Accounting balance sheet value cannot be negative (v10257_s)Warning
- Accounting value assuming no netting or other CRM cannot be negative (v10258_s)Warning
- Capped notional amount cannot be negative (v10261_s)Warning
- Credit derivatives (protection bought), capped notional amount (same reference name) cannot be negative (v10262_s)Warning
- Trade finance cannot be more than off-balance sheet items (v0683_m)Warning
- Under official export credit insurance scheme cannot be more than trade finance (v0684_m)Warning
- Leverage ratio exposure value cannot be negative (v3812_s)Warning
- RWEA cannot be negative (v4454_s)Warning
- Exposure amounts resulting from the additional treatment for credit derivatives cannot be more than the sum of two rows (v4462_m)Warning
- Other assets belonging to the trading book cannot be more than other assets (v4468_m)Warning
- Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns; must equal the sum of its three parts (v0701_m)Warning
- Secured by mortgages of residential properties cannot be more than secured by mortgages on immovable properties and ADC exposures (v0702_m)Warning
- Retail SME cannot be more than retail exposures (v0703_m)Warning
- Corporate must equal financial plus non-financial (v0704_m)Warning
- Non-financial must equal SME exposures plus corporate exposures other than SME (v0705_m)Warning
- Securitisation exposures cannot be more than other exposures (v0706_m)Warning
- Under official export credit insurance scheme cannot be more than trade finance (Memo item) (v0707_m)Warning
- None of the 50 values it checks in breakdown of leverage ratio exposure measure components can be negative (v3813_s)Warning
- The absolute value of retail exposures cannot be less than the absolute value of retail SME (v5899_h)Blocking
- Exposures treated as sovereigns must equal the sum of its four parts (v8829_m)Warning
- Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns; must equal the sum of its three parts (v0713_m)Warning
- Secured by mortgages of residential properties cannot be more than secured by mortgages on immovable properties and ADC exposures (v0714_m)Warning
- Retail SME cannot be more than retail exposures (v0715_m)Warning
- Corporate must equal financial plus non-financial (v0716_m)Warning
- Non-financial must equal SME exposures plus corporate exposures other than SME (v0717_m)Warning
- Securitisation exposures cannot be more than other exposures (v0718_m)Warning
- Under official export credit insurance scheme cannot be more than trade finance (Memo item) (v0719_m)Warning
- None of the 50 values it checks in breakdown of leverage ratio exposure measure components can be negative (v3814_s)Warning
- The absolute value of retail exposures cannot be less than the absolute value of retail SME (v5900_h)Blocking
- Non-financial must equal SME exposures plus corporate exposures other than SME (v5901_h)Warning
- Exposures treated as sovereigns must equal the sum of its four parts (v8830_m)Warning
- Total leverage ratio exposure measure, using a fully phased-in definition of Tier 1 capital must equal the sum of its 66 parts (v4457_m)Warning
- Total leverage ratio exposure measure, using a transitional definition of Tier 1 capital must equal the sum of its 66 parts (v4458_m)Warning
- A calculation check on leverage ratio calculation (row 0290, v4459_m)Warning
- A calculation check on leverage ratio calculation (row 0300, v4460_m)Warning
- The absolute value of exempted CCP leg of client-cleared SFT exposures cannot be more than the sum of four rows (v4464_m)Warning
- Derogation for derivatives: original exposure method cannot be less than the absolute value of exempted CCP leg of client-cleared trade exposures (original exposure method) (v4466_m)Warning
- Capped notional amount of written credit derivatives cannot be less than the absolute value of eligible purchased credit derivatives offset against written credit derivatives (v4467_m)Warning
- A lower-limit check on leverage ratio calculation (row 0091, v10087_m)Warning
- A lower-limit check on leverage ratio calculation (row 0091, v10088_m)Warning
- A lower-limit check on leverage ratio calculation (row 0101, v10089_m)Warning
- A lower-limit check on leverage ratio calculation (row 0103, v10090_m)Warning
- OLRR and P2G: to be made up of CET1 capital cannot be more than overall leverage ratio requirement (OLRR) and Pillar to guidance (P2G) ratio (v10642_m)Warning
- OLRR and P2G: to be made up of Tier 1 capital cannot be more than overall leverage ratio requirement (OLRR) and Pillar to guidance (P2G) ratio (v10643_m)Warning
- Overall leverage ratio requirement (OLRR) cannot be more than overall leverage ratio requirement (OLRR) and Pillar to guidance (P2G) ratio (v10644_m)Warning
- TSLRR: to be made up of CET1 capital cannot be more than total SREP leverage ratio requirement (TSLRR) (v10645_m)Warning
- To be made up of Tier 1 capital cannot be more than pillar 2 guidance (P2G) to address risks of excessive leverage (v10646_m)Warning
- To be made up of CET1 capital cannot be more than pillar 2 guidance (P2G) to address risks of excessive leverage (v10647_m)Warning
- To be made up of CET1 capital cannot be more than pillar 2 requirement (P2R) to address risks of excessive leverage (v10648_m)Warning
- Amount / ratio cannot be more than zero (v23175_s)Warning
- Amount / ratio cannot be negative (v23176_s)Warning
Templates with no rule of their own
Rules on other templates can still read them.
- General Information (C 44.00)
- Leverage ratio volatility: mean value for the reporting period (LR6.1) (C 48.01)
- Leverage ratio volatility: daily values for the reporting period (LR6.2) (C 48.02)
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.