The rule in plain words
Non-domestic original exposures cannot be more than total original exposures.
All the values are in the amount column (0010) of C 04.00.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Non-domestic original exposures <= Total original exposures
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 C 04.00 as reported.
- 05This 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
Capital adequacy - Memorandum items (C 04.00)
Rows
- 0850Non-domestic original exposures
- 0860Total original exposures
Column
- 0010Amount
A worked example
The first of its checks, with simple numbers.
Total original exposures 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. Cells are written as {template, row, column, sheet}.
{C_04.00,r0850,c0010,} <= {C_04.00,r0860,c0010,}Other rules on C 04.00
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0580, v4807_m)Warning
- Investments in the capital of financial sector entities where the institution does not have a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0370, v4806_m)Warning
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0510, v4805_m)Warning
- Investments in the capital of financial sector entities where the institution does not have a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0300, v4804_m)Warning
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0440, v4803_m)Warning
- Investments in the capital of financial sector entities where the institution does not have a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0230, v4802_m)Warning
- Total exposures, general credit risk adjustments must equal total gross provisions eligible for inclusion in T2 capital, amount (v6277_q)Warning
- Combined buffer requirement must equal a sum of five terms (v6290_m)Blocking
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.