The rule in plain words
Applicable limit must be more than zero.
EBA checks it for four rows: non institutions, institutions, institutions in % and globally systemic Important institutions (G-SIIs). That makes four 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.
Non institutions > 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 26.00 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
Large exposures limits (C 26.00)
Rows
- 010Non institutions
- 020Institutions
- 030Institutions in %
- 040Globally Systemic Important Institutions (G-SIIs)
Column
- 010Applicable limit
A worked example
The first of its checks, with simple numbers.
Non institutions must then be more than 0.
A file that reports 100 passes. One that reports 0 fails.
The numbers are illustrative.
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}.
{C_26.00,r010,c010,} > 0The next three:
{C_26.00,r030,c010,} > 0{C_26.00,r020,c010,} > 0{C_26.00,r040,c010,} > 0Other rules on C 26.00
Every COREP LE rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.