The rule in plain words
Claims on institutions and corporate with a short-term credit assessment must equal total exposures.
All the values are in the original exposure pre conversion factors column (0010).
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
- 0010Original exposure pre conversion factors
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0130Claims on institutions and corporate with a short-term credit assessment
Column
- 0010ORIGINAL EXPOSURE PRE CONVERSION FACTORS
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EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0130,c0010,}) = sum({C_07.00.a,r0010,c0010,})Other rules on C 07.00.a
- Risk weighted exposure amount after supporting factors and after FX-mismatch: covered bonds must equal total exposures (v5796_q)Not run yet
- Exposure value: claims on institutions and corporate with a short-term credit assessment must equal total exposures (v5798_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 pre supporting factors and pre FX-mismatch: claims on institutions and corporate with a short-term credit assessment must equal total exposures (v5799_q)Not run yet
- Covered bonds, exposure value must equal total exposures, exposure value (v5794_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: claims on institutions and corporate with a short-term credit assessment must equal total exposures (v5800_q)Not run yet
- Covered bonds must equal total exposures (v5793_q)Not run yet
- Claims in the form of CIU must equal total exposures (v5801_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.