The rule in plain words
Exposure-weighted average maturity of assets must be more than zero.
The template it checks
Detailed information on securitisations (C 14.00)
Column
- 0204EXPOSURE-WEIGHTED AVERAGE MATURITY OF ASSETS
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EBA's formula. Cells are written as {template, row, column, sheet}.
{C_14.00,,c0204,} > 0Other rules on C 14.00
- Ul must be less than 1 (v7346_m)Warning
- Own funds requirements before securitisation Ksa must be between 0 and 1 (v7348_m)Warning
- El must be less than 1 (v7345_m)Warning
- Attachment point must be between 0 and 1 (column 0231, v7350_m)Warning
- Exposures in default w cannot be more than 1 (v7343_m)Warning
- Detachment point cannot be more than attachment point (v7351_m)Warning
- % of IRB in approach applied cannot be more than 1 (v7342_m)Warning
- Institution's share cannot be more than 1 (v7341_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.
