The rule in plain words
For original exposure pre conversion factors: retail 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
- 0020Original exposure pre conversion factors
Geographical breakdown of exposures by residence of the obligor (IRB exposures) (C 09.02)
Row
- 0060Retail
Column
- 0010ORIGINAL EXPOSURE PRE CONVERSION FACTORS
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EBA's formula. Cells are written as {template, row, column, sheet}.
{C_09.02,r0060,c0010,} = sum({C_08.01.a,r0010,c0020,})Other rules on C 08.01.a
- Retail, exposure value must equal total exposures, exposure value (C 09.02, v0441_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
- Retail, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0443_m)Not run yet
- Purchased receivables, exposure value must equal total exposures, exposure value (v0436_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: retail secured by immovable property must equal total exposures (v0445_m)Not run yet
- Exposure value: retail secured by immovable property must equal total exposures (v0446_m)Not run yet
- Specialised lending, risk weighted exposure amount pre supporting factor cannot be more than total exposures, risk weighted exposure amount pre supporting factors (v0433_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.