The rule in plain words
For secured by mortgages on immovable property and ADC exposures: SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - IPRE, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch.
The headline gives only the kind of check and the template, because the rule is too long to say in a headline. The plain words above say all of it.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_02.00.A: Secured by mortgages on commercial immovable property - IPRE, TREA = C_07.00.A: TOTAL EXPOSURES, RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 02.00 and C 07.00 as reported.
- 05This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
Capital adequacy - risk exposure amounts (C 02.00.a)
Row
- 0159Secured by mortgages on commercial immovable property - IPRE
Column
- 0010TREA
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)
Row
- 0010TOTAL EXPOSURES
Column
- 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_02.00.a,r0159,c0010,} = {C_07.00.a,r0010,c0220,}Other rules on C 02.00.a
- Secured by mortgages on immovable property and ADC exposures: a calculation check across capital adequacy: risk exposure amounts, and credit and counterparty credit risks and free deliveries (C 07.00.a, row 0158, v23286_m)Warning
- Secured by mortgages on immovable property and ADC exposures: a calculation check across capital adequacy: risk exposure amounts, and credit and counterparty credit risks and free deliveries (C 07.00.a, row 0900, v23288_m)Warning
- Secured by mortgages on immovable property and ADC exposures: a calculation check across capital adequacy: risk exposure amounts, and credit and counterparty credit risks and free deliveries (C 07.00.a, row 0157, v23285_m)Warning
- Acquisition, development and construction (ADC), TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23289_m)Warning
- Secured by mortgages on immovable property and ADC exposures: a calculation check across capital adequacy: risk exposure amounts, and credit and counterparty credit risks and free deliveries (C 07.00.a, row 0156, v23284_m)Warning
- Exposures in default, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23290_m)Warning
- Secured by mortgages on immovable property and ADC exposures: a calculation check across capital adequacy: risk exposure amounts, and credit and counterparty credit risks and free deliveries (C 07.00.a, row 0155, v23283_m)Warning
- Subordinated debt exposures, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23291_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.