The rule in plain words
Specialised lending, risk weighted exposure amount pre supporting factor cannot be more than 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
- 0052Specialised lending
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,r0052,c0110,}) <= sum({C_08.01.a,r0010,c0255,})Other rules on C 08.01.a
- Specialised lending, exposure value cannot be more than total exposures, exposure value (v0431_m)Not run yet
- Original exposure pre conversion factors: purchased receivables must equal total exposures (v0435_m)Not run yet
- Original exposure pre conversion factors: specialised lending cannot be more than total exposures (v0430_m)Not run yet
- Purchased receivables, exposure value must equal total exposures, exposure value (v0436_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
- Purchased receivables, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0438_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: retail must equal total exposures (v0440_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.