The rule in plain words
Other risk exposure amounts cannot be less than these five added up:
- Additional stricter prudential requirements based on Article 458 of Regulation (EU) No 575/2013
- Additional stricter prudential requirements based on Article 459 of Regulation (EU) No 575/2013
- Additional RWEA for market risk imposed by supervisor based on Article 110 of Directive 2013/36/EU
- Additional risk exposure amount due to Article 3 of Regulation (EU) No 575/2013
- Transitional risk exposure amount related to crypto assets due to Article 501d(2) of Regulation (EU) No 575/2013
All the values are in the TREA column (0010) of C 02.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
TREA: OTHER RISK EXPOSURE AMOUNTS >= Of which: Additional stricter prudential requirements based on Article 458 of Regulation (EU) No 575/2013 + Of which: Additional stricter prudential requirements based on Article 459 of Regulation (EU) No 575/2013 + Of which: additional RWEA for market risk imposed by supervisor based on Article 110 of Directive 2013/36/EU + Of which: Additional risk exposure amount due to Article 3 of Regulation (EU) No 575/2013 + Of which: Transitional risk exposure amount related to crypto assets due to Article 501d (2) of Regulation (EU) No 575/2013
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Compare the values in your file. If the first is smaller than it may be, one of them is wrong: check both before you change either.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 02.00 as reported.
- 05This 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
- 0690OTHER RISK EXPOSURE AMOUNTS
- 0710Of which: Additional stricter prudential requirements based on Article 458 of Regulation (EU) No 575/2013
- 0750Of which: Additional stricter prudential requirements based on Article 459 of Regulation (EU) No 575/2013
- 0755Of which: additional RWEA for market risk imposed by supervisor based on Article 110 of Directive 2013/36/EU
- 0760Of which: Additional risk exposure amount due to Article 3 of Regulation (EU) No 575/2013
- 0780Of which: Transitional risk exposure amount related to crypto assets due to Article 501d (2) of Regulation (EU) No 575/2013
Column
- 0010TREA
A worked example
The first of its checks, with simple numbers.
Other risk exposure amounts must then be at least 2,900.
A file that reports 2,900 passes. One that reports 2,800 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_02.00.a,r0690,c0010,} >= {C_02.00.a,r0710,c0010,} + {C_02.00.a,r0750,c0010,} + {C_02.00.a,r0755,c0010,} + {C_02.00.a,r0760,c0010,} + {C_02.00.a,r0780,c0010,}Other rules on C 02.00.a
- Total risk exposure amount for credit valuation adjustment must equal the sum of its five parts (v0215_m)Warning
- Additional stricter prudential requirements cannot be less than the sum of three rows (v0217_m)Warning
- Risk exposure amount for business subject to market risk calculated by entities exclusively applying the simplified standardised approach (S must equal the sum of its five parts (v0213_m)Warning
- IRB approaches when own estimates of LGD and/or conversion factors are used must equal the sum of its ten parts (v0211_m)Warning
- IRB approaches when neither own estimates of LGD nor conversion factors are used must equal the sum of its seven parts (v0210_m)Warning
- SA exposure classes excluding securitisation positions must equal the sum of its 17 parts (v0207_m)Warning
- Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries must equal the sum of its four parts (v0205_m)Warning
- Total unsettled transactions in the non-trading book, total settlement risk exposure amount must equal settlement or delivery risk in the non-trading book, TREA (v0500_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.