The rule in plain words
For exposure value: retail secured by immovable property 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
- 0070Of which: Secured by immovable property
Column
- 0105EXPOSURE VALUE
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.02,r0070,c0105,}) = sum({C_08.01.a,r0010,c0110,})Other rules on C 08.01.a
- Original exposure pre conversion factors: retail secured by immovable property must equal total exposures (v0445_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
- Retail, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0443_m)Not run yet
- Secured by immovable property: original exposure pre conversion factors: SME must equal total exposures (v0450_m)Not run yet
- Retail, exposure value must equal total exposures, exposure value (C 09.02, v0441_m)Not run yet
- Secured by immovable property: SME, exposure value must equal total exposures, exposure value (v0451_m)Not run yet
- Original exposure pre conversion factors: retail must equal total exposures (v0440_m)Not run yet
- Secured by immovable property: SME, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0453_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.