The rule in plain words
Equity exposures 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
- 0150Equity exposures
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,r0150,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: claims in the form of CIU must equal total exposures (v5804_q)Not run yet
- Equity exposures, exposure value must equal total exposures, exposure value (v5806_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: claims in the form of CIU must equal total exposures (v5803_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: equity exposures must equal total exposures (v5807_q)Not run yet
- Claims in the form of CIU, exposure value must equal total exposures, exposure value (v5802_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: equity exposures must equal total exposures (v5808_q)Not run yet
- Claims in the form of CIU must equal total exposures (v5801_q)Not run yet
- Other exposures must equal total exposures (v5809_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.