The rule in plain words
Retail, 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
- 0060Retail
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,r0060,c0110,}) = sum({C_08.01.a,r0010,c0255,})Other rules on C 08.01.a
- Retail, exposure value must equal total exposures, exposure value (C 09.02, v0441_m)Not run yet
- Original exposure pre conversion factors: retail secured by immovable property must equal total exposures (v0445_m)Not run yet
- Original exposure pre conversion factors: retail must equal total exposures (v0440_m)Not run yet
- Exposure value: retail secured by immovable property must equal total exposures (v0446_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 secured by immovable property, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0448_m)Not run yet
- Purchased receivables, exposure value must equal total exposures, exposure value (v0436_m)Not run yet
- Secured by immovable property: original exposure pre conversion factors: SME must equal total exposures (v0450_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.