The template it checks
Average value of total daily ASA (I 06.06)
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EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{I_06.05,r0010,c0010,} = ({I_06.06,r0010,c0010,} + {I_06.06,r0010,c0020,} + {I_06.06,r0010,c0030,} + {I_06.06,r0010,c0040,} + {I_06.06,r0010,c0050,} + {I_06.06,r0010,c0060,}) / 6And 4 more, the same formula for the other cells it covers.
Other rules on I 06.05
- Assets of another financial entity that has formally delegated to the investment firm cannot be more than total ASA (average amounts) (v11169_m)Warning
- Assets formally delegated to another financial entity cannot be more than total ASA (average amounts) (v11168_m)Warning
- Fair value of financial instruments (Level 3) cannot be more than total ASA (average amounts) (v11167_m)Warning
- Fair value of financial instruments (Level 2) cannot be more than total ASA (average amounts) (v11166_m)Warning
Every IFR class 2 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.