The rule in plain words
Total unadjusted level 2 ASSETS must equal total unadjusted level 2A assets plus total unadjusted level 2B assets.
All the values are in the value according to Article 9 column (0040) of C 72.00.w.
The template it checks
Liquidity coverage, liquid assets, significant currencies (DA) (C 72.00.w)
Rows
- 0220Total unadjusted level 2 ASSETS
- 0230Total unadjusted level 2A assets
- 0310Total unadjusted level 2B assets
Column
- 0040Value according to Article 9
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_72.00.w,r0220,c0040,} = {C_72.00.w,r0230,c0040,} + {C_72.00.w,r0310,c0040,}Other rules on C 72.00.w
- Total unadjusted level 1 extremely high quality covered bonds must equal the sum of its three parts (row 0180, v4614_m)Warning
- Total unadjusted level 2A assets must equal the sum of its seven parts (row 0230, v4616_m)Warning
- Total unadjusted level 1 assets excluding extremely high quality covered bonds must equal the sum of its 14 parts (row 0030, v4613_m)Warning
- Total unadjusted level 2B assets must equal the sum of its 16 parts (row 0310, v4617_m)Warning
- Total unadjusted liquid assets must equal the sum of its two parts (row 0010, v4612_m)Warning
- Value according to Article 9 must equal amount or market value times applicable weight (v4618_m)Warning
- Total unadjusted level 1 ASSETS must equal the sum of its two parts (v6292_m)Blocking
- If amount or market value is zero or more, value according to Article 9 cannot be negative (v7597_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.