The rule in plain words
For original exposure pre conversion factors: SME 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
- 0120Of which: SME
Column
- 0010ORIGINAL EXPOSURE PRE CONVERSION FACTORS
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.02,r0120,c0010,}) = sum({C_08.01.a,r0010,c0020,})Other rules on C 08.01.a
- 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
- Other retail, exposure value must equal total exposures, exposure value (v0466_m)Not run yet
- Original exposure pre conversion factors: other retail must equal total exposures (v0465_m)Not run yet
- Qualifying revolving, risk weighted exposure amount pre supporting factor must equal total exposures, risk weighted exposure amount pre supporting factors (v0463_m)Not run yet
- Qualifying revolving, exposure value must equal total exposures, exposure value (v0461_m)Not run yet
- Original exposure pre conversion factors: qualifying revolving must equal total exposures (v0460_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
- Exposure value: non-SME retail secured by immovable property must equal total exposures (v0456_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.