The template it checks
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EBA's formula. Cells are written as {template, row, column, sheet}.
{C_07.00.d,r0300,c0200,} = {C_07.00.d,r0300,c0150,} - {C_07.00.d,r0300,c0160,} - (0.9 * {C_07.00.d,r0300,c0165,}) - (0.8 * {C_07.00.d,r0300,c0170,}) - (0.6 * {C_07.00.d,r0300,c0175,}) - (0.5 * {C_07.00.d,r0300,c0180,} - {C_07.00.d,r0300,c0195,})Other rules on C 07.00.d
- Exposure value cannot be less than exposure value arising from counterparty credit risk (v1660_m)Warning
- Fully adjusted exposure value (E*) cannot be less than the sum of seven columns (v4750_m)Warning
- Exposure net of value adjustments and provisions must equal the sum of its two parts (v23092_m)Warning
- None of the 26 values it checks in credit and counterparty credit risks and free deliveries can be negative (v23775_s)Warning
- Each of the six values it checks in credit and counterparty credit risks and free deliveries cannot be more than zero (v23796_s)Warning
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.