The rule in plain words
Total exposures, general credit risk adjustments must equal total gross provisions eligible for inclusion in T2 capital, amount.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_09.01.A: Total exposures, General credit risk adjustments = C_04.00: Total gross provisions eligible for inclusion in T2 capital
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 09.01 and C 04.00 as reported.
- 05This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
Capital adequacy - Memorandum items (C 04.00)
Row
- 0170Total gross provisions eligible for inclusion in T2 capital
Column
- 0010Amount
Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)
Row
- 0170Total exposures
Column
- 0050General credit risk adjustments
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_09.01.a,r0170,c0050,} = {C_04.00,r0170,c0010,}Other rules on C 04.00
- Combined buffer requirement must equal a sum of five terms (v6290_m)Blocking
- A check on capital adequacy: Memorandum items (v6295_m)Not run yet
- Non-domestic original exposures cannot be more than total original exposures (v4808_m)Warning
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0580, v4807_m)Warning
- Investments in the capital of financial sector entities where the institution does not have a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0370, v4806_m)Warning
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0510, v4805_m)Warning
- Investments in the capital of financial sector entities where the institution does not have a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0300, v4804_m)Warning
- Investments in the capital of financial sector entities where the institution has a significant investment: a lower-limit check on capital adequacy: Memorandum items (row 0440, v4803_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.