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.
- None of the nine values it checks in details on exposures in low default portfolios can be negative (v09313_s)Warning
- Each of the two values it checks in details on exposures in low default portfolios cannot be more than 1 (v09314_m)Warning
- ECL amount, 12 months, IFRS 9 cannot be more than exposure value, IFRS 9 (v09315_m)Warning
- LGD, IFRS 9 cannot be more than 1 (v09317_m)Warning
- None of the ten values it checks in details on exposures in low default portfolios can be negative (v09318_s)Warning
- Each of the ten values it checks in details on exposures in low default portfolios cannot be more than 1 (v09319_m)Warning
- PD, 0, 12 months cannot be more than PD, 0, 24 months (v09320_m)Warning
- PD, 0, 24 months cannot be more than PD, 0, 36 months (v09321_m)Warning
- PD, 0, 36 months cannot be more than PD, 0, 48 months (v09322_m)Warning
- PD, 0, 48 months cannot be more than PD, 0, 60 months (v09323_m)Warning
- PD, 0, 60 months cannot be more than PD, 0, 72 months (v09324_m)Warning
- PD, 0, 72 months cannot be more than PD, 0, 84 months (v09325_m)Warning
- PD, 0, 84 months cannot be more than PD, 0, 96 months (v09326_m)Warning
- PD, 0, 96 months cannot be more than PD, 0, 108 months (v09327_m)Warning
- PD, 0, 108 months cannot be more than PD, 0, 120 months (v09328_m)Warning
- None of the ten values it checks in details on macroeconomic scenarios per country can be negative (v09331_s)Warning
- Each of the ten values it checks in details on macroeconomic scenarios per country cannot be more than 1 (v09332_m)Warning
- Each of the ten values it checks in details on macroeconomic scenarios per country cannot be more than 0.1 (v09341_m)Warning
- The cell cannot be more than 1 (column 0106, v16272_m)Warning
- The cell cannot be more than 1 (column 0130, v16273_m)Warning
- ECL amount IFRS 9 Stage 1 cannot be more than exposure value, IFRS 9 Stage 1 (v16278_m)Warning
- ECL amount IFRS 9 Stage 2 cannot be more than exposure value, IFRS 9 Stage 2 (v16279_m)Warning
- ECL amount IFRS 9 Stage 3 cannot be more than exposure value, IFRS 9 Stage 3 (v16280_m)Warning
- None of the 23 values it checks in details on exposures in high default portfolios can be negative (v16313_s)Warning
- The cell cannot be more than 1 (v16274_m)Warning
- PD, 0, 12 months cannot be more than PD, 0, 24 months (v16281_m)Warning
- PD, 0, 24 months cannot be more than PD, 0, 36 months (v16282_m)Warning
- PD, 0, 36 months cannot be more than PD, 0, 48 months (v16283_m)Warning
- PD, 0, 48 months cannot be more than PD, 0, 60 months (v16284_m)Warning
- PD, 0, 60 months cannot be more than PD, 0, 72 months (v16285_m)Warning
- PD, 0, 72 months cannot be more than PD, 0, 84 months (v16286_m)Warning
- PD, 0, 84 months cannot be more than PD, 0, 96 months (v16287_m)Warning
- PD, 0, 96 months cannot be more than PD, 0, 108 months (v16288_m)Warning
- PD, 0, 108 months cannot be more than PD, 0, 120 months (v16289_m)Warning
- None of the 13 values it checks in details on exposures in high default portfolios can be negative (v16312_s)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.