The rule in plain words
Institutions, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors.
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
- 0255Risk weighted exposure amount pre supporting factors
Geographical breakdown of exposures by residence of the obligor (IRB exposures) (C 09.02)
Row
- 0020Institutions
Column
- 0110RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTOR
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.02,r0020,c0110,}) = sum({C_08.01.a,r0010,c0255,})Other rules on C 08.01.a
- Institutions, exposure value must equal total exposures, exposure value (C 09.02, v0421_m)Not run yet
- Original exposure pre conversion factors: corporates must equal total exposures (v0425_m)Not run yet
- Original exposure pre conversion factors: institutions must equal total exposures (v0420_m)Not run yet
- Corporates, exposure value must equal total exposures, exposure value (C 09.02, v0426_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
- Corporates, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0428_m)Not run yet
- Exposure value: central governments or central banks cannot be more than total exposures (v0416_m)Not run yet
- Original exposure pre conversion factors: specialised lending cannot be more than total exposures (v0430_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.