The rule in plain words
For risk weighted exposure amount pre supporting factors and pre FX-mismatch: secured by mortgages on immovable property and ADC exposures must equal total exposures.
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
- 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
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
- 0080RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({C_09.01.a,r0090,c0080,}) = sum({C_07.00.a,r0010,c0215,})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 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
- Secured by mortgages on immovable property and ADC exposures must equal total exposures (v6123_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.
