The rule in plain words
For exposure value: specialised lending must equal SME.
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
- 0200Exposure value
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0076of which: Specialised lending
Column
- 0075EXPOSURE VALUE
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0076,c0075,}) = sum({C_07.00.a,r0020,c0200,})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.