The template it checks
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EBA's formula. Cells are written as {template, row, column, sheet}.
if ((not(empty({C_102.00,,c0110,})) and {C_102.00,,c0110,} > 0)) then ({C_102.00,,c0170,} <= 12.5 * {C_102.00,,c0110,}) else TrueOther rules on C 102.00
- If PD is not 1, and original exposure pre conversion factors is more than zero, and EAD is more than zero, maturity must be more than zero (v6183_m)Warning
- If CCF is at most 1, EAD cannot be more than exposure after CRM substitution effects pre conversion factors plus EAD times 0.01 (v6177_m)Warning
- If PD is more than zero, and EAD is more than zero, and LGD is more than zero, expected loss amount must be more than zero (v6205_m)Warning
- PD cannot be more than 1 (v4914_m)Warning
- LGD cannot be more than 1.5 (v4909_m)Warning
- None of the 18 values it checks in details on exposures in low default portfolios can be negative (v4324_s)Warning
Every SBP credit risk rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.