The template it checks
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}.
{C_07.00.a,r0010,c0040,} = {C_07.00.a,r0140,c0040,} + {C_07.00.a,r0150,c0040,} + {C_07.00.a,r0160,c0040,} + {C_07.00.a,r0170,c0040,} + {C_07.00.a,r0180,c0040,} + {C_07.00.a,r0185,c0040,} + {C_07.00.a,r0190,c0040,} + {C_07.00.a,r0195,c0040,} + {C_07.00.a,r0196,c0040,} + {C_07.00.a,r0200,c0040,} + {C_07.00.a,r0205,c0040,} + {C_07.00.a,r0220,c0040,} + {C_07.00.a,r0225,c0040,} + {C_07.00.a,r0226,c0040And 2 more, the same formula for the other cells it covers.
Other rules on C 07.00.a
- Total exposures must equal the sum of its 25 parts (v0312_m)Warning
- Securities financing transactions netting sets cannot be less than centrally cleared through a QCCP (v0314_m)Warning
- Total exposures must equal off balance sheet exposures subject to credit risk (v0311_m)Warning
- Derivatives & long settlement transactions netting sets cannot be less than centrally cleared through a QCCP (v0315_m)Warning
- Total exposures must equal the sum of its five parts (v0310_m)Warning
- 0% must be zero (v0316_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.02 times exposure value (v0318_m)Warning
- Fully adjusted exposure value (E*) must equal the sum of its three parts (v0307_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.