The rule in plain words
Total risk exposure amount, TREA cannot be less than row 0010, output floor S-TREA.
The template it checks
Capital adequacy - risk exposure amounts (C 02.00.a)
Row
- 0010TOTAL RISK EXPOSURE AMOUNT
Column
- 0010TREA
Own funds requirements (C 02.00.b)
Row
- 0010No label in EBA’s template
Column
- 0020Output floor S-TREA
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_02.00.a,r0010,c0010,} >= {C_02.00.b,r0010,c0020,}Other rules on C 02.00.a
- A calculation check on capital adequacy: risk exposure amounts (v22999_m)Warning
- 12.5 times transactions in scope of the own funds requirement for CVA risk, own funds requirements must equal simplified treatment for derivative positions in CIUs, TREA (v22977_m)Warning
- 12.5 times transactions in scope of the own funds requirement for CVA risk, own funds requirements must equal simplified approach, TREA (v22976_m)Warning
- 12.5 times transactions in scope of the own funds requirement for CVA risk, own funds requirements must equal reduced basic approach (R-BA), TREA (v22975_m)Warning
- 12.5 times transactions in scope of the own funds requirement for CVA risk, own funds requirements must equal full basic approach (F-BA), TREA (v22974_m)Warning
- 12.5 times transactions in scope of the own funds requirement for CVA risk, own funds requirements must equal standardised approach (SA), TREA (v22973_m)Warning
- Total risk exposure amount for the business subject to market risk must equal the sum of its four parts (v22969_m)Warning
- Central governments or central banks, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23269_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.