The rule in plain words
Total must equal these 24 added up:
- Norway
- Czech Republic
- Romania
- Macedonia
- Egypt
- Switzerland
- Usa
- Denmark
- Liechtenstein
- Albania
- Ukraine
- Iceland
- Serbia
- Croatia
- Euro area
- Bulgaria
- Sweden
- Russian Federation
- Hungary
- Poland
- Turkey
- Other
- United Kingdom
- Japan
All the values are in the total risk exposure amount column (0070) and in the equities in trading book row (0010) of C 21.00.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Total risk exposure amount: EQUITIES IN TRADING BOOK, Norway + EQUITIES IN TRADING BOOK, Czech Republic + EQUITIES IN TRADING BOOK, Romania + EQUITIES IN TRADING BOOK, Macedonia + EQUITIES IN TRADING BOOK, Egypt + EQUITIES IN TRADING BOOK, Switzerland + EQUITIES IN TRADING BOOK, USA + EQUITIES IN TRADING BOOK, Denmark + EQUITIES IN TRADING BOOK, Liechtenstein + EQUITIES IN TRADING BOOK, Albania + EQUITIES IN TRADING BOOK, Ukraine + EQUITIES IN TRADING BOOK, Iceland + EQUITIES IN TRADING BOOK, Serbia + EQUITIES IN TRADING BOOK, Croatia + EQUITIES IN TRADING BOOK, Euro Area + EQUITIES IN TRADING BOOK, Bulgaria + EQUITIES IN TRADING BOOK, Sweden + EQUITIES IN TRADING BOOK, Russian Federation + EQUITIES IN TRADING BOOK, Hungary + EQUITIES IN TRADING BOOK, Poland + EQUITIES IN TRADING BOOK, Turkey + EQUITIES IN TRADING BOOK, Other + EQUITIES IN TRADING BOOK, United Kingdom + EQUITIES IN TRADING BOOK, Japan = EQUITIES IN TRADING BOOK, Total
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 21.00 as reported.
- 06This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
Market risk: standardised approach for position risk in equities (C 21.00)
Row
- 0010EQUITIES IN TRADING BOOK
Column
- 0070Total risk exposure amount
Sheets
- 0001Total
- 0004Bulgaria
- 0006Czech Republic
- 0007Denmark
- 0013Hungary
- 0021Poland
- 0023Romania
- 0027Sweden
- 0028United Kingdom
- 0029Albania
- 0030Japan
- 0031Macedonia
- 0032Russian Federation
- 0033Serbia
- 0034Switzerland
- 0035Turkey
- 0036Ukraine
- 0037USA
- 0038Norway
- 0039Egypt
- 0040Iceland
- 0041Liechtenstein
- 0042Other
- 0043Croatia
- 0044Euro Area
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_21.00,r0010,c0070,s0038},{C_21.00,r0010,c0070,s0006},{C_21.00,r0010,c0070,s0023},{C_21.00,r0010,c0070,s0031},{C_21.00,r0010,c0070,s0039},{C_21.00,r0010,c0070,s0034},{C_21.00,r0010,c0070,s0037},{C_21.00,r0010,c0070,s0007},{C_21.00,r0010,c0070,s0041},{C_21.00,r0010,c0070,s0029},{C_21.00,r0010,c0070,s0036},{C_21.00,r0010,c0070,s0040},{C_21.00,r0010,c0070,s0033},{C_21.00,r0010,c0070,s0043},{C_21.00,r0010,c0070,s0044},{C_21.00,r0010,c0070,s0004},{C_21.00,r0010,c0070,s0027},{C_21.00,r0010,c0070,s0032},{C_21.00,r0010,c0070,s0013},{C_21.00,r0010,c0070,s0021},{C_21.00,r0010,c0070,s0035},{C_21.00,r0010,c0070,s0042},{C_21.00,r0010,c0070,s0028},{C_21.00,r0010,c0070,s0030}) = {C_21.00,r0010,c0070,s0001}Other rules on C 21.00
- Positions subject to capital charge cannot be negative (v3782_s)Warning
- None of the 200 values it checks in market risk: standardised approach for position risk in equities can be negative (v3781_s)Warning
- None of the 300 values it checks in market risk: standardised approach for position risk in equities can be negative (v3780_s)Warning
- Own funds requirements cannot be negative (v3779_s)Warning
- Equities in trading book, total risk exposure amount cannot be negative (v3778_s)Warning
- 0.08 times positions subject to capital charge must equal own funds requirements (row 0050, v0623_m)Warning
- General risk must equal the sum of its two parts (v0622_m)Warning
- 0.08 times positions subject to capital charge must equal own funds requirements (row 0020, v0621_m)Warning
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.
