The rule in plain words
Total must equal these 24 added up:
- Albania
- Bulgaria
- Other
- Czech Republic
- Denmark
- Hungary
- Japan
- Macedonia
- Norway
- Poland
- Romania
- Russian Federation
- Serbia
- Sweden
- Switzerland
- Turkey
- Ukraine
- United Kingdom
- Usa
- Croatia
- Egypt
- Iceland
- Liechtenstein
- Euro area
All the values are in the total risk exposure amount column (0070) and in the equities in trading book row (0010) of C 21.00.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Total risk exposure amount: EQUITIES IN TRADING BOOK, Total = EQUITIES IN TRADING BOOK, Albania + EQUITIES IN TRADING BOOK, Bulgaria + EQUITIES IN TRADING BOOK, Other + EQUITIES IN TRADING BOOK, Czech Republic + EQUITIES IN TRADING BOOK, Denmark + EQUITIES IN TRADING BOOK, Hungary + EQUITIES IN TRADING BOOK, Japan + EQUITIES IN TRADING BOOK, Macedonia + EQUITIES IN TRADING BOOK, Norway + EQUITIES IN TRADING BOOK, Poland + EQUITIES IN TRADING BOOK, Romania + EQUITIES IN TRADING BOOK, Russian Federation + EQUITIES IN TRADING BOOK, Serbia + EQUITIES IN TRADING BOOK, Sweden + EQUITIES IN TRADING BOOK, Switzerland + EQUITIES IN TRADING BOOK, Turkey + EQUITIES IN TRADING BOOK, Ukraine + EQUITIES IN TRADING BOOK, United Kingdom + EQUITIES IN TRADING BOOK, USA + EQUITIES IN TRADING BOOK, Croatia + EQUITIES IN TRADING BOOK, Egypt + EQUITIES IN TRADING BOOK, Iceland + EQUITIES IN TRADING BOOK, Liechtenstein + EQUITIES IN TRADING BOOK, Euro Area
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 21.00 as reported.
- 06This 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
Market risk: standardised approach for position risk in equities (C 21.00)
Row
- 0010EQUITIES IN TRADING BOOK
Column
- 0070Total risk exposure amount
Sheets
- 0001Total
- 0004Bulgaria
- 0006Czech Republic
- 0007Denmark
- 0013Hungary
- 0021Poland
- 0023Romania
- 0027Sweden
- 0028United Kingdom
- 0029Albania
- 0030Japan
- 0031Macedonia
- 0032Russian Federation
- 0033Serbia
- 0034Switzerland
- 0035Turkey
- 0036Ukraine
- 0037USA
- 0038Norway
- 0039Egypt
- 0040Iceland
- 0041Liechtenstein
- 0042Other
- 0043Croatia
- 0044Euro Area
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_21.00,r0010,c0070,s0001} = {C_21.00,r0010,c0070,s0029} + {C_21.00,r0010,c0070,s0004} + {C_21.00,r0010,c0070,s0042} + {C_21.00,r0010,c0070,s0006} + {C_21.00,r0010,c0070,s0007} + {C_21.00,r0010,c0070,s0013} + {C_21.00,r0010,c0070,s0030} + {C_21.00,r0010,c0070,s0031} + {C_21.00,r0010,c0070,s0038} + {C_21.00,r0010,c0070,s0021} + {C_21.00,r0010,c0070,s0023} + {C_21.00,r0010,c0070,s0032} + {C_21.00,r0010,c0070,s0033} + {C_21.00,r0010,c0070,s0027} + {C_21.00,r0010,c0070,s0034} + {C_21.00,r0010,c0070,s0035} + {C_21.00,r0010,c0070,s0036} + {C_21.00,r0010,c0070,s0028} + {C_21.00,r0010,c0070,s0037} + {C_21.00,r0010,c0070,s0043} + {C_21.00,r0010,c0070,s0039} + {C_21.00,r0010,c0070,s0040} + {C_21.00,r0010,c0070,s0041} + {C_21.00,r0010,c0070,s0044}Other rules on C 21.00
- Total must equal the sum of its 24 parts (row 0090, v23614_m)Warning
- General risk, all positions: total must equal the sum of its 24 parts (v23615_m)Warning
- General risk, net positions: total must equal the sum of its 24 parts (v23616_m)Warning
- Total must equal the sum of its 24 parts (row 0020, v23617_m)Warning
- General risk cannot be less than derivatives plus other assets and liabilities (v23333_m)Warning
- Total must equal the sum of its 24 parts (row 0010, v6020_m)Warning
- Positions subject to capital charge cannot be negative (v3782_s)Warning
- None of the 200 values it checks in market risk: standardised approach for position risk in equities can be negative (v3781_s)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.
