The template it checks
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EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
empty({C_07.00.a,r0205,c0010,})And 223 more, the same formula for the other cells it covers.
Other rules on C 07.00.a
- Each of the 270 cells it checks in credit and counterparty credit risks and free deliveries must be left empty (e4892_n)Warning
- Each of the 36 cells it checks in credit and counterparty credit risks and free deliveries must be left empty (e4891_n)Warning
- The absolute value of total outflows cannot be more than exposure net of value adjustments and provisions (v4755_m)Warning
- With a credit assessment by a nominated ECAI cannot be more than risk weighted exposure amount after supporting factors and after FX-mismatch (v4753_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 3.7 times exposure value (v4752_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.04 times exposure value (v4751_m)Warning
- Fully adjusted exposure value (E*) cannot be less than the sum of seven columns (v4748_m)Warning
- Defaulted exposures in exposure classes 'CIUs' and equity exposures cannot be more than total exposures (v4728_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.
