The rule in plain words
Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 12.5 times exposure value.
All the values are in the 1250% row (0270) of C 07.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
1250%, RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH = 12.5 × 1250%, Exposure value
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02The two values must be the same. Find which of the two is right, and correct the other one.
- 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 07.00 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
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)
Row
- 02701250%
Columns
- 0200Exposure value
- 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_07.00.a,r0270,c0215,} = {C_07.00.a,r0270,c0200,} * 12.5Other rules on C 07.00.a
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 2.5 times exposure value (v0327_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 1.5 times exposure value (v0326_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal exposure value (v0325_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.75 times exposure value (v0324_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.7 times exposure value (v0323_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.5 times exposure value (v0322_m)Blocking
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.35 times exposure value (v0321_m)Blocking
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.2 times exposure value (v0320_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.
