The rule in plain words
Qualifying revolving, 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
- 0100Qualifying Revolving
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,r0100,c0110,}) = sum({C_08.01.a,r0010,c0255,})Other rules on C 08.01.a
- Qualifying revolving, exposure value must equal total exposures, exposure value (v0461_m)Not run yet
- Original exposure pre conversion factors: other retail must equal total exposures (v0465_m)Not run yet
- Original exposure pre conversion factors: qualifying revolving must equal total exposures (v0460_m)Not run yet
- Other retail, exposure value must equal total exposures, exposure value (v0466_m)Not run yet
- Non-SME retail secured by immovable property, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0458_m)Not run yet
- Other retail, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0468_m)Not run yet
- Exposure value: non-SME retail secured by immovable property must equal total exposures (v0456_m)Not run yet
- Original exposure pre conversion factors: non-SME retail secured by immovable property must equal total exposures (v0455_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.