The template it checks
Detailed information on securitisations (C 14.00)
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EBA's formula. Cells are written as {template, row, column, sheet}.
if (not(empty({C_14.00,,c0060,}))) then ({C_14.00,,c0110,} = {{[eba_qRP:qx2020]}}) else TrueOther rules on C 14.00
- A check on detailed information on securitisations (v7360_m)Not run yet
- A check on detailed information on securitisations (v7362_m)Not run yet
- A check on detailed information on securitisations (v7358_m)Not run yet
- Attachment point of risk sold must be less than detachment point of risk sold (v7357_m)Warning
- Attachment point of risk sold must be between 0 and 1 (v7356_m)Warning
- If ul is not zero, own funds requirements before securitisation Kirb must equal el plus ul (v7366_m)Warning
- Date of latest issuance must be less than first foreseeable termination date (v7353_m)Not run yet
- Detachment point must be between 0 and 1 (column 0251, v7369_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.