The template it checks
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_08.01.a,r0010,c0110,}) - sum({C_08.01.a,r0040,c0110,},{C_08.01.a,r0050,c0110,},{C_08.01.a,r0060,c0110,}) - {C_08.01.a,r0080,c0110,} = sum({C_08.03,r0070,c0040,},{C_08.03,r0140,c0040,},{C_08.03,r0100,c0040,},{C_08.03,r0130,c0040,},{C_08.03,r0090,c0040,},{C_08.03,r0030,c0040,},{C_08.03,r0110,c0040,},{C_08.03,r0160,c0040,},{C_08.03,r0150,c0040,},{C_08.03,r0010,c0040,},{C_08.03,r0080,c0040,},{COther rules on C 08.01.a
- Total exposures cannot be more than exposures subject to infrastructure projects supporting factor (v09749_m)Warning
- Total exposures cannot be less than exposures subject to infrastructure projects supporting factor (v09748_m)Warning
- Exposures assigned to obligor grades or pools: total must equal original exposure conversion factors (v9999_m)Not run yet
- Each of the 68 cells it checks in credit and counterparty credit risks and free deliveries must be left empty (v8811_m)Warning
- Internal rating scale, PD assigned to the obligor grade or pool cannot be more than 1 (v6299_m)Warning
- Exposure weighted average LGD for large financial sector entities and unregulated financial entities cannot be more than 1 (v4822_m)Warning
- Exposure weighted average lgd cannot be more than 1 (v4820_m)Warning
- Total exposures, risk weighted exposure amount pre supporting factors must equal the sum of its seven parts (v4770_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.