A check on definition of internal models (C 105.01, EBA rule v6209_m)

A check in the benchmarking of credit risk models return (SBP credit risk), on template C 105.01, definition of internal models.

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The template it checks

Definition of internal models (C 105.01)

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EBA's formula. Cells are written as {template, row, column, sheet}.

if (not(empty({C_105.01,,c0040,}))) then ({C_105.01,,c0130,} <= 12.5 * {C_105.01,,c0040,}) else True

Each of the two values it checks in definition of internal models cannot be more than 1 (v4912_m)Warning
None of the nine values it checks in definition of internal models can be negative (v4327_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.

A check on definition of internal models (C 105.01, EBA rule v6209_m)

The template it checks

Other rules on C 105.01