The rule in plain words
Total risk exposure amount must be more than floor adjustment (output floor TREA).
The template it checks
Group Solvency (C 06.02)
Columns
- 0070Total risk exposure amount
- 0075OF WHICH: FLOOR ADJUSTMENT (OUTPUT FLOOR TREA)
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EBA's formula. Cells are written as {template, row, column, sheet}.
{C_06.02,,c0070,} > {C_06.02,,c0075,}Other rules on C 06.02
- Own funds must equal total tier 1 capital plus tier 2 capital (v23595_h)Warning
- A check on group Solvency (v11871_m)Not run yet
- A check on group Solvency (v8713_m)Not run yet
- If memorandum item: goodwill / (+) negative goodwill is reported, goodwill / (+) negative goodwill must be reported (v8711_m)Warning
- If qualifying own funds included in consolidated own funds is reported, consolidated own funds must be reported (v8710_m)Warning
- If qualifying own funds instruments included in consolidated tier 2 capital is reported, consolidated own funds must be reported (v8709_m)Warning
- If qualifying tier 1 instruments included in consolidated additional tier 1 capital is reported, additional tier 1 must be reported (v8708_m)Warning
- If minority interests included in consolidated common equity tier 1 capital is reported, common equity tier 1 must be reported (v8707_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.