The rule in plain words
For outstanding amount: total must equal these seven added up:
- Non-financial corporations (SMEs)
- Non-financial corporations (non-SMEs)
- Credit institutions
- Other financial corporations
- General governments & central banks
- Non-identified, listed on a trading venue
- Non-identified, not listed on a trading venue
All the values are in the system (operator) and CCP liabilities < 7 days row (0161) of Z 02.00.a.
The template it checks
Liability structure (LIAB) (Z 02.00.a)
Row
- 0161System (operator) and CCP liabilities < 7 days
Columns
- 0020Outstanding Amount
- 0030Outstanding Amount
- 0040Outstanding Amount
- 0050Outstanding Amount
- 0060Outstanding Amount
- 0070Outstanding Amount
- 0080Outstanding Amount
- 0090Outstanding Amount
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{Z_02.00.a,r0161,c0090,} = {Z_02.00.a,r0161,c0020,} + {Z_02.00.a,r0161,c0030,} + {Z_02.00.a,r0161,c0040,} + {Z_02.00.a,r0161,c0050,} + {Z_02.00.a,r0161,c0060,} + {Z_02.00.a,r0161,c0070,} + {Z_02.00.a,r0161,c0080,}Other rules on Z 02.00.a
- Non-identified, listed on a trading venue: liabilities excluded from bail-in must equal the sum of its six parts (v11901_m)Blocking
- Intragroup: liabilities excluded from bail-in must equal the sum of its eight parts (v11254_m)Warning
- Total liabilities and own funds including derivative liabilities must equal the sum of its three parts (v7500_m)Warning
- Other MREL eligible liabilities must equal the sum of its two parts (v6510_m)Blocking
- Subordinated liabilities (not recognised as own funds) must equal the sum of its four parts (v6508_m)Blocking
- Senior non-preferred liabilities must equal the sum of its four parts (v6506_m)Blocking
- Senior unsecured liabilities must equal the sum of its four parts (v6504_m)Blocking
- Structured notes must equal the sum of its four parts (v6502_m)Blocking
Every RESOL1 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.