The template it checks
Capital adequacy - ratios (C 03.00)
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EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
not(empty({C_03.00,r0130,c0010,}))And 17 more, the same formula for the other cells it covers.
Other rules on C 03.00
- Amount cannot be negative (v23178_s)Warning
- OCR and P2G: to be made up of Tier 1 capital cannot be less than OCR: to be made up of Tier 1 (v6267_m)Warning
- OCR and P2G: to be made up of CET1 capital cannot be less than OCR: to be made up of CET1 capital (v6266_m)Warning
- OCR and Pillar 2 guidance (P2G) cannot be less than overall capital requirement ratio (OCR) (v6265_m)Warning
- TSCR: to be made up of Tier 1 must be at least 0.06 (v6262_m)Warning
- TSCR: to be made up of CET1 capital must be at least 0.045 (v6261_m)Warning
- Total SREP capital requirement ratio (TSCR) must be at least 0.08 (v6260_m)Warning
- If surplus or Deficit of total capital is negative, total capital ratio cannot be more than 0.08 (v6257_m)Blocking
Every COREP own funds rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.