The template it checks
Detailed information on securitisations (C 14.00)
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EBA's formula. Cells are written as {template, row, column, sheet}.
if ((not({C_14.00,,c0110,} in {{[eba_qRP:qx2082],[eba_qRP:qx2068]}}) and not({C_14.00,,c0160,} in {{[eba_qFI:qx2160],[eba_qFI:qx2373]}}))) then ((not(empty({C_14.00,,c0223,})) and {C_14.00,,c0223,} <= 1)) else TrueOther rules on C 14.00
- 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
- Detachment point must be between 0 and 1 (column 0285, v11510_m)Warning
- Attachment point must be between 0 and 1 (column 0265, v11508_m)Warning
- Amount cannot be less than non-refundable purchase price discount (v11507_m)Warning
- % 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
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.