The rule in plain words
Non-performing other commitments given cannot be more than other commitments given.
EBA checks it for two columns: nominal amount and provisions. That makes two checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
Nominal amount: Of which: non-performing <= Other Commitments given
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Compare the values in your file. If the first is bigger than it may be, one of them is wrong: check both before you change either.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark F 09.01 as reported.
- 05This is a blocking check. A filing that fails it is normally rejected, so fix it before you submit.
The cells it reads
Rows
- 0170Other Commitments given
- 0181Of which: non-performing
Columns
- 0010Nominal amount
- 0020Provisions
A worked example
The first of its checks, with simple numbers.
Other commitments given must then be at least 1,200.
A file that reports 1,200 passes. One that reports 1,100 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
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}.
{F_09.01,r0181,c0010,} <= {F_09.01,r0170,c0010,}The next one:
{F_09.01,r0181,c0020,} <= {F_09.01,r0170,c0020,}Other rules on F 09.01
- Non-performing financial guarantees given cannot be more than financial guarantees given (v3134_m)Blocking
- Non-performing loan commitments given cannot be more than loan commitments given (v3133_m)Blocking
- Off-balance sheet exposures given by the reporting institution: an upper-limit check across breakdown of interests in unconsolidated structured entities and off-balance sheet exposures (F 30.02, v3145_m)Warning
- Other commitments given, non-performing must equal the sum of its six parts (v3021_m)Warning
- Financial guarantees given, non-performing must equal the sum of its six parts (v3020_m)Warning
- Loan commitments given, non-performing must equal the sum of its six parts (v3019_m)Warning
- Other commitments given: households, gross carrying amount or nominal amount must equal the sum of its six parts (v3018_m)Warning
- Other commitments given: non-financial corporations, gross carrying amount or nominal amount must equal the sum of its six parts (v2800_m)Warning
Every FINREP 9 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.