The rule in plain words
Specialised lending must equal SME.
All the values are in the original exposure pre conversion factors column (0010).
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
- 0010Original exposure pre conversion factors
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0076of which: Specialised lending
Column
- 0010ORIGINAL EXPOSURE PRE CONVERSION FACTORS
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0076,c0010,}) = sum({C_07.00.a,r0020,c0010,})Other rules on C 07.00.a
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 4 times exposure value (v22948_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 1.3 times exposure value (v22947_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 1.1 times exposure value (v22946_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 1.05 times exposure value (v22945_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.9 times exposure value (v22944_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.8 times exposure value (v22943_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.6 times exposure value (v22942_m)Warning
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch must equal 0.45 times exposure value (v22941_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.