The rule in plain words
Total exposures, exposure value arising from counterparty credit risk must equal total, positions treated with the CR standardised approach, all CCR exposures.
The template it checks
Row
- 0010TOTAL EXPOSURES
Column
- 0210Of which: Arising from Counterparty Credit Risk
CCR exposures by approach (CCR 2) (C 34.02.b)
Row
- 0110Total
Column
- 0180Positions treated with the CR standardised approach
Sheet
- 0001All CCR exposures
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_07.00.b,r0010,c0210,}) = {C_34.02.b,r0110,c0180,s0001}Other rules on C 07.00.b
- Exposure value arising from counterparty credit risk cannot be less than arising from counterparty credit risk excluding exposures cleared through a CCP (v09744_m)Warning
- Total exposures cannot be less than exposures subject to infrastructure projects supporting factor (v09742_m)Warning
- Defaulted exposures in exposure classes 'CIUs' and equity exposures, exposure value arising from counterparty credit risk must be left empty (v4722_m)Warning
- IPRE exposures meeting any of the conditions, exposure value arising from counterparty credit risk must be left empty (v22953_m)Warning
- Equity exposures under the IRB approach, exposure value arising from counterparty credit risk must be left empty (e22961_n)Warning
- Look-through approach, exposure value arising from counterparty credit risk must be left empty (v23007_m)Warning
- Mandate-based approach, exposure value arising from counterparty credit risk must be left empty (v23008_m)Warning
- Fall-back approach, exposure value arising from counterparty credit risk must be left empty (v23009_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.