The rule in plain words
None of the values it checks in banking book: Indicators of potential climate change transition risk can be negative.
EBA checks it for seven columns: A, B, C, D, E, F and G. And for eight rows: total EU area, loans collateralised by commercial immovable property (0020), loans collateralised by residential immovable property (0030), collateral obtained by taking possession: residential and commercial immovable properties (0040), total non-EU area, loans collateralised by commercial immovable property (0070), loans collateralised by residential immovable property (0080), and collateral obtained by taking possession: residential and commercial immovable properties (0090). That makes 56 checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
G: Total non-EU area >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark D 02.00 as reported.
- 05This 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
Rows
- 0010Total EU area
- 0020Of which Loans collateralised by commercial immovable property
- 0030Of which Loans collateralised by residential immovable property
- 0040Of which Collateral obtained by taking possession: residential and commercial immovable properties
- 0060Total non-EU area
- 0070Of which Loans collateralised by commercial immovable property
- 0080Of which Loans collateralised by residential immovable property
- 0090Of which Collateral obtained by taking possession: residential and commercial immovable properties
Columns
- 0080A
- 0090B
- 0100C
- 0110D
- 0120E
- 0130F
- 0140G
A worked example
The first of its checks, with simple numbers.
Total non-EU area, G must then be at least 0.
A file that reports 0 passes. One that reports -100 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{D_02.00.a,r0060,c0140,} >= 0The next five:
{D_02.00.a,r0060,c0100,} >= 0{D_02.00.a,r0080,c0100,} >= 0{D_02.00.a,r0020,c0120,} >= 0{D_02.00.a,r0070,c0080,} >= 0{D_02.00.a,r0070,c0140,} >= 0And 50 more, the same formula for the other cells it covers.
Other rules on D 02.00.a
- None of the 80 values it checks in banking book: Indicators of potential climate change transition risk can be negative (v16056_s)Warning
- Level of energy efficiency (EPC label of collateral): total non-EU area cannot be less than the sum of three rows (v16053_m)Warning
- Total EU area cannot be less than the sum of three rows (v16052_m)Warning
- Total EU area, total gross carrying amount (in M EUR) must equal a sum of seven terms (v16049_m)Warning
- Total gross carrying amount (in M EUR) must equal the sum of its eight parts (v16047_m)Warning
- Total non-EU area: loans collateralised by residential immovable property, total gross carrying amount (in M EUR) must equal a sum of seven terms (v16078_m)Warning
- Total non-EU area, total gross carrying amount (in M EUR) must equal a sum of seven terms (v16082_m)Warning
- Total EU area: loans collateralised by commercial immovable property, total gross carrying amount (in M EUR) must equal a sum of seven terms (v16084_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.