The template it checks
Breakdown of leverage ratio exposure measure components: other non-trading book exposures (SA) (C 43.00.b)
Breakdown of leverage ratio exposure measure components: other non-trading book exposures (IRB) (C 43.00.c)
Leverage ratio calculation (C 47.00)
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_47.00,r0050,c0010,},{C_47.00,r0257,c0010,},{C_47.00,r0010,c0010,},{C_47.00,r0130,c0010,},{C_47.00,r0150,c0010,},{C_47.00,r0194,c0010,},{C_47.00,r0265,c0010,},{C_47.00,r0268,c0010,},{C_47.00,r0160,c0010,},{C_47.00,r0071,c0010,},{C_47.00,r0195,c0010,},{C_47.00,r0102,c0010,},{C_47.00,r0267,c0010,},{C_47.00,r0065,c0010,},{C_47.00,r0253,c0010,},{C_47.00,r0198,c0010,},{C_47.00,r0254,c0010,},{C_47Other rules on C 43.00.a
- RWEA cannot be negative (v4454_s)Warning
- Exposure amounts resulting from the additional treatment for credit derivatives cannot be more than the sum of two rows (v4462_m)Warning
- Other assets belonging to the trading book cannot be more than other assets (v4468_m)Warning
- Leverage ratio exposure value cannot be negative (v3812_s)Warning
- Under official export credit insurance scheme cannot be more than trade finance (v0684_m)Warning
- Trade finance cannot be more than off-balance sheet items (v0683_m)Warning
Every COREP LR rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.