The rule in plain words
For total exposures: risk weighted exposure amount after supporting factors and after FX-mismatch in C 09.01.a must equal risk weighted exposure amount after supporting factors and after FX-mismatch in C 07.00.a.
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
- 0170Total 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,r0170,c0090,}) = sum({C_07.00.a,r0010,c0220,})Other rules on C 07.00.a
- Total exposures: risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 09.01.a must equal risk weighted exposure amount pre supporting factors and pre FX-mismatch in C 07.00.a (v5815_q)Not run yet
- Total exposures: exposure value in C 09.01.a must equal exposure value in C 07.00.a (v5814_q)Not run yet
- Total exposures in C 09.01.a must equal total exposures in C 07.00.a (v5813_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: other exposures must equal total exposures (v5812_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: other exposures must equal total exposures (v5811_q)Not run yet
- Other exposures, exposure value must equal total exposures, exposure value (v5810_q)Not run yet
- Other exposures must equal total exposures (v5809_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
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.
