The rule in plain words
Over-the-Counter, assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered must equal over-the-counter derivatives. encumbered assets, total plus over-the-counter derivatives. encumbered collateral received, total.
The template it checks
Asset encumbrance: sources of encumbrance (b) (F 32.04.b)
Row
- 0030Of which: Over-The-Counter
Column
- 0030Assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered
Asset encumbrance: Advance template for assets of the reporting institution (a) (F 36.01.a)
Row
- 0050Over-the-counter derivatives. Encumbered assets
Column
- 0180Total
Row
- 0050Over-the-counter derivatives. Encumbered collateral received
Column
- 0190Total
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{F_36.01.a,r0050,c0180,} + {F_36.02.a,r0050,c0190,} = {F_32.04.b,r0030,c0030,}Other rules on F 32.04.b
- A lower-limit check across asset encumbrance and asset encumbrance: sources of encumbrance (F 36.01.a, F 36.02.a, v2929_m)Warning
- A balancing check across asset encumbrance and asset encumbrance: sources of encumbrance (F 36.01.a, F 36.02.a, row 0070, v2932_m)Warning
- A balancing check across asset encumbrance and asset encumbrance: sources of encumbrance (F 36.01.a, F 36.02.a, row 0090, v2933_m)Warning
- Covered bonds issued, assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered must equal the sum of its two parts (v2934_m)Warning
- Securitisations issued, assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered must equal the sum of its two parts (v2935_m)Warning
- A balancing check across asset encumbrance and asset encumbrance: sources of encumbrance (F 36.01.a, F 36.02.a, row 0150, v2936_m)Warning
- Other sources of encumbrance, assets, collateral received and own debt securities issued other than covered bonds and securitisations encumbered must equal the sum of its two parts (v2937_m)Warning
- A balancing check across asset encumbrance and asset encumbrance: sources of encumbrance (F 36.02.a, v2938_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.