The template it checks
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_18.00,r0321,c0030,s0001} = sum({C_18.00,r0321,c0030,s0016},{C_18.00,r0321,c0030,s0017},{C_18.00,r0321,c0030,s0013},{C_18.00,r0321,c0030,s0008},{C_18.00,r0321,c0030,s0025},{C_18.00,r0321,c0030,s0018},{C_18.00,r0321,c0030,s0007},{C_18.00,r0321,c0030,s0009},{C_18.00,r0321,c0030,s0019},{C_18.00,r0321,c0030,s0012},{C_18.00,r0321,c0030,s0002},{C_18.00,r0321,c0030,s0005},{C_18.00,r0321,c0030,s0020},{CAnd 63 more, the same formula for the other cells it covers.
Other rules on C 18.00
- C 18.00 (sheet 0001) must equal the sum of its 22 parts (v6270_m)Warning
- A calculation check on market risk: standardised approach for traded debt instruments (v6019_m)Warning
- Own funds requirement for securitisation instruments, own funds requirements must be left empty (v7321_n)Warning
- Own funds requirement for the correlation trading portfolio, own funds requirements must be left empty (v7322_n)Blocking
- Duration-based approach must equal zone 1 plus zone 2 plus zone 3 (v4852_m)Warning
- Zone 3 must equal the sum of its eight parts (v4851_m)Warning
- Zone 2 must equal the sum of its three parts (v4850_m)Warning
- Zone 1 must equal the sum of its four parts (v4849_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.