The template it checks
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
empty({C_10.00,r0070,c0120,})And 33 more, the same formula for the other cells it covers.
Other rules on C 10.00
- Exposure value cannot be less than exposure value arising from counterparty credit risk (v23059_m)Warning
- Corporates, other cannot be less than exposures to unrated corporates with a PD estimate (v23058_m)Warning
- S-TREA: a lower-limit check on credit and counterparty credit risks and free deliveries (v23057_m)Warning
- Exposure value: a lower-limit check on credit and counterparty credit risks and free deliveries (v23056_m)Warning
- Memorandum items: RWEA related to the impact of application of certain transitional provisions: a lower-limit check on credit and counterparty credit risks and free deliveries (v23055_m)Warning
- Retail cannot be less than purchased receivables (row 0130, v23054_m)Warning
- Retail cannot be less than qualifying revolving (v23052_m)Warning
- Exposure net of value adjustments and provisions must equal the sum of its two parts (v22991_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.