The rule in plain words
For exposure value: institutions must equal total exposures.
The template it checks
Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - TOTAL (C 08.01.a)
Row
- 0010Total exposures
Column
- 0110Exposure value
Geographical breakdown of exposures by residence of the obligor (IRB exposures) (C 09.02)
Row
- 0020Institutions
Column
- 0105EXPOSURE VALUE
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.02,r0020,c0105,}) = sum({C_08.01.a,r0010,c0110,})Other rules on C 08.01.a
- Original exposure pre conversion factors: institutions must equal total exposures (v0420_m)Not run yet
- Institutions, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0423_m)Not run yet
- Central governments or central banks, risk weighted exposure amount pre supporting factor cannot be more than total exposures, risk weighted exposure amount pre supporting factors (v0418_m)Not run yet
- Original exposure pre conversion factors: corporates must equal total exposures (v0425_m)Not run yet
- Exposure value: central governments or central banks cannot be more than total exposures (v0416_m)Not run yet
- Corporates, exposure value must equal total exposures, exposure value (C 09.02, v0426_m)Not run yet
- Original exposure pre conversion factors: central governments or central banks cannot be more than total exposures (v0415_m)Not run yet
- Corporates, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0428_m)Not run yet
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.