The template it checks
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
if {C_16.01.a,r0020,c0010,} <= 1000000000 then {C_16.01.a,r0010,c0040,} = 0.12 * {C_16.01.a,r0020,c0010,} + {C_16.01.a,r0080,c0040,} + {C_16.01.a,r0090,c0040,} else if {C_16.01.a,r0020,c0010,} > 1000000000 and {C_16.01.a,r0020,c0010,} <= 30000000000 then {C_16.01.a,r0010,c0040,} = 0.12 + 0.15 * ({C_16.01.a,r0020,c0010,} - 1000000000) + {C_16.01.a,r0080,c0040,} + {C_16.01.a,r0090,c0040,} else if {COther rules on C 16.01.a
- Business indicator must equal the sum of its three parts (v22915_m)Warning
- Interest, leases and dividend component must equal the sum of its two parts (v22916_m)Warning
- Risk exposure amount must equal 12.5 times own fund requirements (v22917_m)Warning
- Value cannot be negative (v23214_s)Warning
- Own fund requirements cannot be negative (v23215_s)Warning
- Business indicator component and ASA, risk exposure amount cannot be negative (v23216_s)Warning
- Financial component, value must equal the sum of its two parts (v90320_m)Warning
- Services component, value must equal the larger of two values plus the larger of two values (v90321_m)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.
