The rule in plain words
Secured by mortgages on immovable property and ADC 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
- 0090Secured by mortgages on immovable property and ADC exposures
Column
- 0010ORIGINAL EXPOSURE PRE CONVERSION FACTORS
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0090,c0010,}) = sum({C_07.00.a,r0010,c0010,})Other rules on C 07.00.a
- Exposure value: secured by mortgages on immovable property and ADC exposures must equal total exposures (v6124_q)Not run yet
- Risk weighted exposure amount pre supporting factors and pre FX-mismatch: secured by mortgages on immovable property and ADC exposures must equal total exposures (v6125_q)Not run yet
- Risk weighted exposure amount after supporting factors and after FX-mismatch: secured by mortgages on immovable property and ADC exposures must equal total exposures (v6126_q)Not run yet
- Each of the 285 cells it checks in credit and counterparty credit risks and free deliveries must be left empty (v6291_m)Warning
- Fully adjusted exposure value (E*) must equal the sum of its seven parts (v6364_m)Warning
- 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 (v5816_q)Not run yet
- 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
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.