The rule in plain words
Total standardised approach must equal these three added up:
- Foreign exchange risk
- Commodities risk
- Position risk
All the values are in the factor requirement / amount column (0010) of I 06.09.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Total standardised approach = Foreign exchange risk + Commodities risk + Position risk
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- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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 I 06.09 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
K-net position risk - K-NPR additional detail (I 06.09)
Rows
- 0010Total standardised approach
- 0020Position risk
- 0060Foreign exchange risk
- 0070Commodities risk
Column
- 0010K - factor requirement / amount
A worked example
The first of its checks, with simple numbers.
Total standardised approach must then be 2,450.
A file that reports 2,450 passes. One that reports 2,550 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}.
{I_06.09,r0010,c0010,} = {I_06.09,r0060,c0010,} + {I_06.09,r0070,c0010,} + {I_06.09,r0020,c0010,}Checks like this one, run at the point of submission, are the first step to real-time supervision.