The rule in plain words
For risk weighted exposure amount after supporting factors and after FX-mismatch: subordinated debt exposures 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
- 0115Subordinated debt exposures
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,r0115,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: subordinated debt exposures must equal total exposures (v5791_q)Not run yet
- Covered bonds must equal total exposures (v5793_q)Not run yet
- Subordinated debt exposures must equal total exposures (v5790_q)Not run yet
- Covered bonds, exposure value must equal total exposures, exposure value (v5794_q)Not run yet
- Subordinated debt exposures must equal total exposures (v5789_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: covered bonds must equal total exposures (v5795_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: exposures in default must equal total exposures (v5788_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: covered bonds must equal total exposures (v5796_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.