The rule in plain words
For risk weighted exposure amount pre supporting factors and pre FX-mismatch: public sector entities must equal total exposures.
The template it checks
Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)
Row
- 0010TOTAL EXPOSURES
Column
- 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0030Public sector entities
Column
- 0080RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0030,c0080,}) = sum({C_07.00.a,r0010,c0215,})Other rules on C 07.00.a
- Public sector entities, exposure value must equal total exposures, exposure value (v5754_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: public sector entities must equal total exposures (v5756_q)Not run yet
- Public sector entities must equal total exposures (v5753_q)Not run yet
- Multilateral development banks must equal total exposures (v5757_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: regional governments or local authorities must equal total exposures (v5752_q)Not run yet
- Multilateral development banks, exposure value must equal total exposures, exposure value (v5758_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: regional governments or local authorities must equal total exposures (v5751_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: multilateral development banks must equal total exposures (v5759_q)Not run yet
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.