The rule in plain words
>1 year <=2 years cannot be negative.
EBA checks it for two rows: exposure value, and unsecured part of NPEs first forbearance measure applied between 1 year and 2 years after classification as non-performing (>1 year; <=2 yea. That makes two checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
>1 year <=2 years: Exposure value >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 35.03 as reported.
- 05This 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
Rows
- 0050Exposure value
- 0060Unsecured part of NPEs First forbearance measure applied between 1 year and 2 years after classification as non-performing (>1 year; <=2 yea
Column
- 0020>1 year <=2 years
A worked example
The first of its checks, with simple numbers.
Exposure value, >1 year <=2 years must then be at least 0.
A file that reports 0 passes. One that reports -100 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_35.03,r0050,c0020,} >= 0The next one:
{C_35.03,r0060,c0020,} >= 0Other rules on C 35.03
- >2 years <=3 years cannot be negative (v10569_s)Warning
- >3 years <=4 years cannot be negative (v10570_s)Warning
- None of the 96 values it checks in NPE loss coverage can be negative (v10572_s)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its four parts (v09737_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its three parts (v09736_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its two parts (v09735_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal > 2 and <= 3 years after classification as NPE (v09734_m)Warning
- Part of NPEs secured by immovable property or residential loan guaranteed by an eligible protection provider Breakdown by point in time of must equal the sum of its four parts (v09733_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.