The rule in plain words
For risk weighted exposure amount after supporting factors and after FX-mismatch: multilateral development banks 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
- 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0040Multilateral Development Banks
Column
- 0090RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0040,c0090,}) = sum({C_07.00.a,r0010,c0220,})Other rules on C 07.00.a
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: multilateral development banks must equal total exposures (v5759_q)Not run yet
- International organisations must equal total exposures (v5761_q)Not run yet
- Multilateral development banks, exposure value must equal total exposures, exposure value (v5758_q)Not run yet
- International organisations, exposure value must equal total exposures, exposure value (v5762_q)Not run yet
- Multilateral development banks must equal total exposures (v5757_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: international organisations must equal total exposures (v5763_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
- Risk weighted exposure amount after supporting factors and after FX-mismatch: international organisations must equal total exposures (v5764_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.