The rule in plain words
For SME: risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 09.01.a must equal risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 07.00.a.
The template it checks
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)
Row
- 0020of which: SME
Column
- 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0095Of which: SME
Column
- 0080RISK 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}.
sum({C_09.01.a,r0095,c0080,}) = sum({C_07.00.a,r0020,c0215,})Other rules on C 07.00.a
- SME, exposure value in C 09.01.a must equal SME, exposure value in C 07.00.a (v0384_m)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 12.5 times exposure value (v0328_m)Warning
- 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
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.
