The rule in plain words
Attachment point (%) must be between 0 and 1.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
ATTACHMENT POINT (%): 0 <= ATTACHMENT POINT (%) and ATTACHMENT POINT (%) <= 1
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value outside the range in these cells.
- 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
- 04EBA compares the values exactly here: there is no rounding tolerance.
- 05It runs only when your filing indicators mark C 14.00 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
Detailed information on securitisations (C 14.00)
Column
- 0265ATTACHMENT POINT (%)
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
0 <= {C_14.00,,c0265,} and {C_14.00,,c0265,} <= 1Other rules on C 14.00
- Amount cannot be less than non-refundable purchase price discount (v11507_m)Warning
- Detachment point must be between 0 and 1 (column 0285, v11510_m)Warning
- A check on detailed information on securitisations and (CR sec details) Detailed information on securitisations (C 14.01, v11655_m)Not run yet
- A check on detailed information on securitisations and (CR sec details) Detailed information on securitisations (C 14.01, v11656_m)Not run yet
- A check on detailed information on securitisations and (CR sec details) Detailed information on securitisations (C 14.01, v11657_m)Not run yet
- % of retail exposures in IRB pools cannot be more than 1 (v11874_m)Warning
- A check on detailed information on securitisations (v11890_m)Not run yet
- A check on detailed information on securitisations (v7370_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.