The rule in plain words
For SME: risk weighted exposure amount after supporting factors and after FX-mismatch in C 09.01.a must equal risk weighted exposure amount after supporting factors and after FX-mismatch in C 07.00.a.
The template it checks
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)
Row
- 0020of which: SME
Column
- 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0095Of which: SME
Column
- 0090RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0095,c0090,}) = sum({C_07.00.a,r0020,c0220,})Other rules on C 07.00.a
- Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation cannot be less than total exposures (v1649_m)Warning
- Exposures under the permanent partial use of the standardised approach cannot be less than total exposures (v1648_m)Warning
- Exposures to central banks cannot be less than total exposures (v1647_m)Warning
- SME cannot be less than total exposures (v1645_m)Warning
- Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation cannot be more than total exposures (v1643_m)Warning
- Exposures under the permanent partial use of the standardised approach cannot be more than total exposures (v1642_m)Warning
- Exposures to central banks cannot be more than total exposures (v1641_m)Warning
- SME: risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 09.01.a must equal risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 07.00.a (v0385_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.