The rule in plain words
TREA must be reported.
EBA checks it for two rows: total risk exposure amount, and risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries. That makes two checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
TREA: RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES is reported
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Report a value in this cell. A 0 counts as reported; a cell left out of the file does not.
- 03It runs only when your filing indicators mark C 02.00 as reported.
- 04This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
Capital adequacy - risk exposure amounts (C 02.00.a)
Rows
- 0010TOTAL RISK EXPOSURE AMOUNT
- 0040RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES
Column
- 0010TREA
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
not(empty({C_02.00.a,r0040,c0010,}))The next one:
not(empty({C_02.00.a,r0010,c0010,}))Other rules on C 02.00.a
- Other items, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23296_m)Warning
- Equity, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23295_m)Warning
- Collective investments undertakings (CIU), TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23294_m)Warning
- Claims on institutions and corporates with a short-term credit assessment, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23293_m)Warning
- Covered bonds, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23292_m)Warning
- Subordinated debt exposures, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23291_m)Warning
- Exposures in default, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23290_m)Warning
- Acquisition, development and construction (ADC), TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23289_m)Warning
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.