The rule in plain words
Prudent exit period (days) must be at least 10.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Prudent exit period (days): Prudent exit period (days) >= 10
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value outside the limit in these cells.
- 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
- 04EBA compares the values exactly here: there is no rounding tolerance.
- 05It runs only when your filing indicators mark C 32.04 as reported.
- 06This 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
Prudent valuation, Concentrated positions AVA (C 32.04)
Column
- 0070Prudent exit period (days)
A worked example
The first of its checks, with simple numbers.
Prudent exit period (days) must then be at least 10.
A file that reports 10 passes. One that reports -90 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_32.04,,c0070,} >= 10Other rules on C 32.04
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.
