The rule in plain words
Total must equal these seven added up:
- >6 years <=7 years
- >7 years <=8 years
- >4 years <=5 years
- >9 years
- >3 years <=4 years
- >5 years <=6 years
- >8 years <=9 years
All the values are in the secured part of NPEs row (0040) of C 35.01.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Secured part of NPEs, Total = Secured part of NPEs, >6 years <=7 years + Secured part of NPEs, >7 years <=8 years + Secured part of NPEs, >4 years <=5 years + Secured part of NPEs, >9 years + Secured part of NPEs, >3 years <=4 years + Secured part of NPEs, >5 years <=6 years + Secured part of NPEs, >8 years <=9 years
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong column, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 35.01 as reported.
- 06This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
NPE loss coverage: calculation of deductions for non-performing exposures (NPE lc1) (C 35.01)
Row
- 0040Secured part of NPEs
Columns
- 0040>3 years <=4 years
- 0050>4 years <=5 years
- 0060>5 years <=6 years
- 0070>6 years <=7 years
- 0080>7 years <=8 years
- 0090>8 years <=9 years
- 0100>9 years
- 0110Total
A worked example
The first of its checks, with simple numbers.
Total must then be 3,060.
A file that reports 3,060 passes. One that reports 3,160 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_35.01,r0040,c0110,} = sum({C_35.01,r0040,c0070,},{C_35.01,r0040,c0080,},{C_35.01,r0040,c0050,},{C_35.01,r0040,c0100,},{C_35.01,r0040,c0040,},{C_35.01,r0040,c0060,},{C_35.01,r0040,c0090,})Other rules on C 35.01
- Total must equal the sum of its eight parts (v09646_m)Warning
- Applicable amount of insufficient coverage must equal total minimum coverage requirement minus total provisions and adjustments or deductions (capped) (v09648_m)Warning
- Total must equal the sum of its ten parts (v09645_m)Warning
- Total minimum coverage requirement must equal the sum of its two parts (v09649_m)Warning
- Total minimum coverage requirement must equal unsecured part of NPEs (v09650_m)Warning
- Exposure value must equal unsecured part of NPEs plus secured part of NPEs (v09651_m)Warning
- Total provisions and adjustments or deductions (capped) cannot be more than total provisions and adjustments or deductions (uncapped) (v09652_m)Warning
- Total provisions and adjustments or deductions (capped) cannot be more than total minimum coverage requirement (v09653_m)Warning
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.