The rule in plain words
For exposure value: institutions 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
- 0200Exposure value
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0060Institutions
Column
- 0075EXPOSURE VALUE
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0060,c0075,}) = sum({C_07.00.a,r0010,c0200,})Other rules on C 07.00.a
- Institutions must equal total exposures (v5765_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: institutions must equal total exposures (v5767_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
- Risk weighted exposure amount after supporting factors and after FX-mismatch: institutions must equal total exposures (v5768_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
- Corporates must equal total exposures (v5769_q)Not run yet
- International organisations, exposure value must equal total exposures, exposure value (v5762_q)Not run yet
- Corporates, exposure value must equal total exposures, exposure value (C 09.01.a, v5770_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.