The rule in plain words
Other non-trading non-derivative financial assets, trading book cannot be negative.
EBA writes it out 132 times. These words are for the first; the others are the same rule on other cells.
The template it checks
Prudent valuation, fair-valued assets and liabilities (C 32.01)
Row
- 0100Other non-trading non-derivative financial assets
Column
- 0020of which: trading book
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EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_32.01,r0100,c0020,} >= 0And 131 more, the same formula for the other cells it covers.
Other rules on C 32.01
- Exactly matching cannot be negative (v6567_s)Warning
- Hedge accounting cannot be negative (v6568_s)Warning
- Haircuts for trading assets at fair value cannot be more than zero (v6569_s)Warning
- Trading book cannot be less than fair-valued assets and liabilities included in art. 4(1) threshold (v6333_m)Warning
- Trading book cannot be more than fair-valued assets and liabilities included in art. 4(1) threshold (v6332_m)Warning
- Total fair-valued liabilities: fair-valued assets and liabilities included in art. 4(1) threshold must equal a calculation over four columns (v6331_m)Warning
- Total fair-valued assets: fair-valued assets and liabilities included in art. 4(1) threshold must equal a calculation over four columns (v6330_m)Warning
- Fair-valued assets and liabilities included in art. 4(1) threshold must equal a calculation over five columns (v6329_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.