The rule in plain words
Total unadjusted level 2 ASSETS must equal total unadjusted level 2A assets plus total unadjusted level 2B assets.
All the values are in the amount or market value column (0010) of C 72.00.a.
The template it checks
Liquidity coverage , liquid assets, total (DA) (C 72.00.a)
Rows
- 0220Total unadjusted level 2 ASSETS
- 0230Total unadjusted level 2A assets
- 0310Total unadjusted level 2B assets
Column
- 0010Amount/Market value
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_72.00.a,r0220,c0010,} = {C_72.00.a,r0230,c0010,} + {C_72.00.a,r0310,c0010,}Other rules on C 72.00.a
- Total unadjusted level 1 extremely high quality covered bonds must equal the sum of its three parts (row 0180, v7555_m)Warning
- Total unadjusted level 2A assets must equal the sum of its seven parts (row 0230, v7557_m)Warning
- Total unadjusted level 1 assets excluding extremely high quality covered bonds must equal the sum of its 14 parts (row 0030, v7554_m)Warning
- Total unadjusted level 2B assets must equal the sum of its 16 parts (row 0310, v7558_m)Warning
- Total unadjusted liquid assets must equal the sum of its two parts (row 0010, v7553_m)Warning
- Applicable weight cannot be more than 1 (v7559_m)Warning
- If amount or market value is zero or more, value according to Article 9 cannot be negative (v7552_m)Warning
- Qualifying CIU shares or units: underlying is Level 1 assets excluding extremely high quality covered bonds, applicable weight cannot be more than 0.95 (v7560_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.