The template it checks
Capital adequacy - risk exposure amounts (C 02.00.a)
Capital adequacy - ratios (C 03.00)
Capital adequacy - Memorandum items (C 04.00)
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
if ({C_02.00.a,r0010,c0010,} != 0) then ({C_03.00,r0160,c0010,} = max(0.08,{C_03.00,r0130,c0010,}) + ({C_04.00,r0740,c0010,} / {C_02.00.a,r0010,c0010,})) else TrueOther rules on C 02.00.a
- A check on capital adequacy: risk exposure amounts, capital adequacy: ratios and capital adequacy: Memorandum items (C 03.00, C 04.00, v6264_m)Not run yet
- Particular approach for position risk in CIUs must equal the sum of its two parts (v5726_m)Warning
- Additional stricter prudential requirements cannot be more than standardised approach (SA) (v7479_m)Warning
- Additional stricter prudential requirements cannot be more than internal ratings based approach(IRB) (row 0241, v7480_m)Warning
- Additional stricter prudential requirements cannot be more than internal ratings based approach(IRB) (row 0242, v7481_m)Warning
- Total risk exposure amount cannot be less than investment firms (v4818_m)Warning
- Total risk exposure amount cannot be less than investment firms (v4817_m)Warning
- Capital conservation buffer must equal 0.025 times total risk exposure amount (v8714_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.